ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
138-01 |
137-04 |
-0-29 |
-0.7% |
140-10 |
| High |
138-05 |
138-24 |
0-19 |
0.4% |
140-25 |
| Low |
136-10 |
137-02 |
0-24 |
0.6% |
136-02 |
| Close |
136-26 |
138-18 |
1-24 |
1.3% |
138-05 |
| Range |
1-27 |
1-22 |
-0-05 |
-8.5% |
4-23 |
| ATR |
2-05 |
2-05 |
-0-01 |
-0.8% |
0-00 |
| Volume |
294,107 |
365,748 |
71,641 |
24.4% |
2,097,051 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
142-18 |
139-16 |
|
| R3 |
141-16 |
140-28 |
139-01 |
|
| R2 |
139-26 |
139-26 |
138-28 |
|
| R1 |
139-06 |
139-06 |
138-23 |
139-16 |
| PP |
138-04 |
138-04 |
138-04 |
138-09 |
| S1 |
137-16 |
137-16 |
138-13 |
137-26 |
| S2 |
136-14 |
136-14 |
138-08 |
|
| S3 |
134-24 |
135-26 |
138-03 |
|
| S4 |
133-02 |
134-04 |
137-20 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-16 |
150-01 |
140-24 |
|
| R3 |
147-25 |
145-10 |
139-15 |
|
| R2 |
143-02 |
143-02 |
139-01 |
|
| R1 |
140-19 |
140-19 |
138-19 |
139-15 |
| PP |
138-11 |
138-11 |
138-11 |
137-24 |
| S1 |
135-28 |
135-28 |
137-23 |
134-24 |
| S2 |
133-20 |
133-20 |
137-09 |
|
| S3 |
128-29 |
131-05 |
136-27 |
|
| S4 |
124-06 |
126-14 |
135-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-16 |
136-02 |
3-14 |
2.5% |
2-02 |
1.5% |
73% |
False |
False |
419,998 |
| 10 |
141-06 |
136-02 |
5-04 |
3.7% |
2-02 |
1.5% |
49% |
False |
False |
388,062 |
| 20 |
141-06 |
130-15 |
10-23 |
7.7% |
2-19 |
1.9% |
76% |
False |
False |
435,619 |
| 40 |
141-06 |
122-25 |
18-13 |
13.3% |
2-00 |
1.4% |
86% |
False |
False |
382,283 |
| 60 |
141-06 |
122-05 |
19-01 |
13.7% |
1-24 |
1.3% |
86% |
False |
False |
370,068 |
| 80 |
141-06 |
122-04 |
19-02 |
13.8% |
1-18 |
1.1% |
86% |
False |
False |
311,720 |
| 100 |
141-06 |
116-11 |
24-27 |
17.9% |
1-13 |
1.0% |
89% |
False |
False |
249,485 |
| 120 |
141-06 |
116-11 |
24-27 |
17.9% |
1-07 |
0.9% |
89% |
False |
False |
207,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-30 |
|
2.618 |
143-05 |
|
1.618 |
141-15 |
|
1.000 |
140-14 |
|
0.618 |
139-25 |
|
HIGH |
138-24 |
|
0.618 |
138-03 |
|
0.500 |
137-29 |
|
0.382 |
137-23 |
|
LOW |
137-02 |
|
0.618 |
136-01 |
|
1.000 |
135-12 |
|
1.618 |
134-11 |
|
2.618 |
132-21 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-11 |
138-08 |
| PP |
138-04 |
137-31 |
| S1 |
137-29 |
137-21 |
|