ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-13 |
138-19 |
2-06 |
1.6% |
127-18 |
| High |
139-04 |
138-22 |
-0-14 |
-0.3% |
135-05 |
| Low |
135-12 |
135-02 |
-0-10 |
-0.2% |
127-09 |
| Close |
138-07 |
135-07 |
-3-00 |
-2.2% |
132-06 |
| Range |
3-24 |
3-20 |
-0-04 |
-3.3% |
7-28 |
| ATR |
2-10 |
2-13 |
0-03 |
4.1% |
0-00 |
| Volume |
579,742 |
605,073 |
25,331 |
4.4% |
2,533,731 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
144-27 |
137-07 |
|
| R3 |
143-18 |
141-07 |
136-07 |
|
| R2 |
139-30 |
139-30 |
135-28 |
|
| R1 |
137-19 |
137-19 |
135-18 |
136-30 |
| PP |
136-10 |
136-10 |
136-10 |
136-00 |
| S1 |
133-31 |
133-31 |
134-28 |
133-10 |
| S2 |
132-22 |
132-22 |
134-18 |
|
| S3 |
129-02 |
130-11 |
134-07 |
|
| S4 |
125-14 |
126-23 |
133-07 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
151-18 |
136-17 |
|
| R3 |
147-09 |
143-22 |
134-11 |
|
| R2 |
139-13 |
139-13 |
133-20 |
|
| R1 |
135-26 |
135-26 |
132-29 |
137-20 |
| PP |
131-17 |
131-17 |
131-17 |
132-14 |
| S1 |
127-30 |
127-30 |
131-15 |
129-24 |
| S2 |
123-21 |
123-21 |
130-24 |
|
| S3 |
115-25 |
120-02 |
130-01 |
|
| S4 |
107-29 |
112-06 |
127-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-27 |
131-11 |
8-16 |
6.3% |
4-04 |
3.1% |
46% |
False |
False |
573,024 |
| 10 |
139-27 |
125-30 |
13-29 |
10.3% |
3-10 |
2.5% |
67% |
False |
False |
519,206 |
| 20 |
139-27 |
124-22 |
15-05 |
11.2% |
2-08 |
1.7% |
69% |
False |
False |
403,914 |
| 40 |
139-27 |
122-05 |
17-22 |
13.1% |
1-24 |
1.3% |
74% |
False |
False |
370,977 |
| 60 |
139-27 |
122-05 |
17-22 |
13.1% |
1-18 |
1.1% |
74% |
False |
False |
336,193 |
| 80 |
139-27 |
119-06 |
20-21 |
15.3% |
1-11 |
1.0% |
78% |
False |
False |
252,752 |
| 100 |
139-27 |
116-11 |
23-16 |
17.4% |
1-07 |
0.9% |
80% |
False |
False |
202,233 |
| 120 |
139-27 |
116-11 |
23-16 |
17.4% |
1-01 |
0.8% |
80% |
False |
False |
168,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-03 |
|
2.618 |
148-06 |
|
1.618 |
144-18 |
|
1.000 |
142-10 |
|
0.618 |
140-30 |
|
HIGH |
138-22 |
|
0.618 |
137-10 |
|
0.500 |
136-28 |
|
0.382 |
136-14 |
|
LOW |
135-02 |
|
0.618 |
132-26 |
|
1.000 |
131-14 |
|
1.618 |
129-06 |
|
2.618 |
125-18 |
|
4.250 |
119-21 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-28 |
136-30 |
| PP |
136-10 |
136-12 |
| S1 |
135-25 |
135-26 |
|