ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
138-31 |
-0-28 |
-0.6% |
136-12 |
| High |
140-16 |
139-16 |
-1-00 |
-0.7% |
141-06 |
| Low |
138-24 |
136-10 |
-2-14 |
-1.8% |
135-16 |
| Close |
139-01 |
136-27 |
-2-06 |
-1.6% |
140-07 |
| Range |
1-24 |
3-06 |
1-14 |
82.1% |
5-22 |
| ATR |
2-06 |
2-08 |
0-02 |
3.3% |
0-00 |
| Volume |
390,804 |
456,437 |
65,633 |
16.8% |
1,657,545 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
145-05 |
138-19 |
|
| R3 |
143-30 |
141-31 |
137-23 |
|
| R2 |
140-24 |
140-24 |
137-14 |
|
| R1 |
138-25 |
138-25 |
137-04 |
138-06 |
| PP |
137-18 |
137-18 |
137-18 |
137-08 |
| S1 |
135-19 |
135-19 |
136-18 |
135-00 |
| S2 |
134-12 |
134-12 |
136-08 |
|
| S3 |
131-06 |
132-13 |
135-31 |
|
| S4 |
128-00 |
129-07 |
135-03 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
153-26 |
143-11 |
|
| R3 |
150-11 |
148-04 |
141-25 |
|
| R2 |
144-21 |
144-21 |
141-08 |
|
| R1 |
142-14 |
142-14 |
140-24 |
143-18 |
| PP |
138-31 |
138-31 |
138-31 |
139-17 |
| S1 |
136-24 |
136-24 |
139-22 |
137-28 |
| S2 |
133-09 |
133-09 |
139-06 |
|
| S3 |
127-19 |
131-02 |
138-21 |
|
| S4 |
121-29 |
125-12 |
137-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-06 |
136-10 |
4-28 |
3.6% |
2-10 |
1.7% |
11% |
False |
True |
388,663 |
| 10 |
141-06 |
135-02 |
6-04 |
4.5% |
2-06 |
1.6% |
29% |
False |
False |
368,823 |
| 20 |
141-06 |
125-17 |
15-21 |
11.4% |
2-20 |
1.9% |
72% |
False |
False |
427,106 |
| 40 |
141-06 |
122-05 |
19-01 |
13.9% |
1-30 |
1.4% |
77% |
False |
False |
375,583 |
| 60 |
141-06 |
122-05 |
19-01 |
13.9% |
1-23 |
1.3% |
77% |
False |
False |
367,174 |
| 80 |
141-06 |
121-08 |
19-30 |
14.6% |
1-17 |
1.1% |
78% |
False |
False |
291,234 |
| 100 |
141-06 |
116-11 |
24-27 |
18.2% |
1-11 |
1.0% |
83% |
False |
False |
233,060 |
| 120 |
141-06 |
116-11 |
24-27 |
18.2% |
1-06 |
0.9% |
83% |
False |
False |
194,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-02 |
|
2.618 |
147-27 |
|
1.618 |
144-21 |
|
1.000 |
142-22 |
|
0.618 |
141-15 |
|
HIGH |
139-16 |
|
0.618 |
138-09 |
|
0.500 |
137-29 |
|
0.382 |
137-17 |
|
LOW |
136-10 |
|
0.618 |
134-11 |
|
1.000 |
133-04 |
|
1.618 |
131-05 |
|
2.618 |
127-31 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-29 |
138-18 |
| PP |
137-18 |
137-31 |
| S1 |
137-06 |
137-13 |
|