ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
138-19 |
135-12 |
-3-07 |
-2.3% |
131-22 |
| High |
138-22 |
137-00 |
-1-22 |
-1.2% |
139-27 |
| Low |
135-02 |
135-11 |
0-09 |
0.2% |
131-11 |
| Close |
135-07 |
136-30 |
1-23 |
1.3% |
136-30 |
| Range |
3-20 |
1-21 |
-1-31 |
-54.3% |
8-16 |
| ATR |
2-13 |
2-11 |
-0-01 |
-1.8% |
0-00 |
| Volume |
605,073 |
312,263 |
-292,810 |
-48.4% |
2,577,190 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-13 |
140-26 |
137-27 |
|
| R3 |
139-24 |
139-05 |
137-13 |
|
| R2 |
138-03 |
138-03 |
137-08 |
|
| R1 |
137-16 |
137-16 |
137-03 |
137-26 |
| PP |
136-14 |
136-14 |
136-14 |
136-18 |
| S1 |
135-27 |
135-27 |
136-25 |
136-04 |
| S2 |
134-25 |
134-25 |
136-20 |
|
| S3 |
133-04 |
134-06 |
136-15 |
|
| S4 |
131-15 |
132-17 |
136-01 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-17 |
157-24 |
141-20 |
|
| R3 |
153-01 |
149-08 |
139-09 |
|
| R2 |
144-17 |
144-17 |
138-16 |
|
| R1 |
140-24 |
140-24 |
137-23 |
142-20 |
| PP |
136-01 |
136-01 |
136-01 |
137-00 |
| S1 |
132-08 |
132-08 |
136-05 |
134-04 |
| S2 |
127-17 |
127-17 |
135-12 |
|
| S3 |
119-01 |
123-24 |
134-19 |
|
| S4 |
110-17 |
115-08 |
132-08 |
|
|
| 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 |
6.2% |
3-25 |
2.8% |
66% |
False |
False |
515,438 |
| 10 |
139-27 |
127-09 |
12-18 |
9.2% |
3-07 |
2.4% |
77% |
False |
False |
511,092 |
| 20 |
139-27 |
124-22 |
15-05 |
11.1% |
2-09 |
1.7% |
81% |
False |
False |
403,956 |
| 40 |
139-27 |
122-05 |
17-22 |
12.9% |
1-24 |
1.3% |
84% |
False |
False |
368,035 |
| 60 |
139-27 |
122-05 |
17-22 |
12.9% |
1-18 |
1.1% |
84% |
False |
False |
341,228 |
| 80 |
139-27 |
119-13 |
20-14 |
14.9% |
1-12 |
1.0% |
86% |
False |
False |
256,650 |
| 100 |
139-27 |
116-11 |
23-16 |
17.2% |
1-08 |
0.9% |
88% |
False |
False |
205,355 |
| 120 |
139-27 |
116-11 |
23-16 |
17.2% |
1-01 |
0.8% |
88% |
False |
False |
171,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-01 |
|
2.618 |
141-11 |
|
1.618 |
139-22 |
|
1.000 |
138-21 |
|
0.618 |
138-01 |
|
HIGH |
137-00 |
|
0.618 |
136-12 |
|
0.500 |
136-06 |
|
0.382 |
135-31 |
|
LOW |
135-11 |
|
0.618 |
134-10 |
|
1.000 |
133-22 |
|
1.618 |
132-21 |
|
2.618 |
131-00 |
|
4.250 |
128-10 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
137-03 |
| PP |
136-14 |
137-01 |
| S1 |
136-06 |
137-00 |
|