ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-12 |
136-12 |
1-00 |
0.7% |
131-22 |
| High |
137-00 |
136-30 |
-0-02 |
0.0% |
139-27 |
| Low |
135-11 |
135-17 |
0-06 |
0.1% |
131-11 |
| Close |
136-30 |
136-05 |
-0-25 |
-0.6% |
136-30 |
| Range |
1-21 |
1-13 |
-0-08 |
-15.1% |
8-16 |
| ATR |
2-11 |
2-09 |
-0-02 |
-2.9% |
0-00 |
| Volume |
312,263 |
219,683 |
-92,580 |
-29.6% |
2,577,190 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-14 |
139-22 |
136-30 |
|
| R3 |
139-01 |
138-09 |
136-17 |
|
| R2 |
137-20 |
137-20 |
136-13 |
|
| R1 |
136-28 |
136-28 |
136-09 |
136-18 |
| PP |
136-07 |
136-07 |
136-07 |
136-01 |
| S1 |
135-15 |
135-15 |
136-01 |
135-04 |
| S2 |
134-26 |
134-26 |
135-29 |
|
| S3 |
133-13 |
134-02 |
135-25 |
|
| S4 |
132-00 |
132-21 |
135-12 |
|
|
| 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 |
134-02 |
5-25 |
4.2% |
3-08 |
2.4% |
36% |
False |
False |
459,967 |
| 10 |
139-27 |
128-23 |
11-04 |
8.2% |
3-05 |
2.3% |
67% |
False |
False |
494,560 |
| 20 |
139-27 |
124-22 |
15-05 |
11.1% |
2-10 |
1.7% |
76% |
False |
False |
402,151 |
| 40 |
139-27 |
122-05 |
17-22 |
13.0% |
1-25 |
1.3% |
79% |
False |
False |
366,381 |
| 60 |
139-27 |
122-05 |
17-22 |
13.0% |
1-18 |
1.1% |
79% |
False |
False |
344,698 |
| 80 |
139-27 |
119-16 |
20-11 |
14.9% |
1-12 |
1.0% |
82% |
False |
False |
259,394 |
| 100 |
139-27 |
116-11 |
23-16 |
17.3% |
1-08 |
0.9% |
84% |
False |
False |
207,552 |
| 120 |
139-27 |
116-11 |
23-16 |
17.3% |
1-01 |
0.8% |
84% |
False |
False |
172,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-29 |
|
2.618 |
140-20 |
|
1.618 |
139-07 |
|
1.000 |
138-11 |
|
0.618 |
137-26 |
|
HIGH |
136-30 |
|
0.618 |
136-13 |
|
0.500 |
136-08 |
|
0.382 |
136-02 |
|
LOW |
135-17 |
|
0.618 |
134-21 |
|
1.000 |
134-04 |
|
1.618 |
133-08 |
|
2.618 |
131-27 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-08 |
136-28 |
| PP |
136-07 |
136-20 |
| S1 |
136-06 |
136-13 |
|