ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
137-04 |
138-15 |
1-11 |
1.0% |
140-10 |
| High |
138-24 |
139-00 |
0-08 |
0.2% |
140-25 |
| Low |
137-02 |
137-02 |
0-00 |
0.0% |
136-02 |
| Close |
138-18 |
137-10 |
-1-08 |
-0.9% |
138-05 |
| Range |
1-22 |
1-30 |
0-08 |
14.8% |
4-23 |
| ATR |
2-05 |
2-04 |
0-00 |
-0.7% |
0-00 |
| Volume |
365,748 |
146,722 |
-219,026 |
-59.9% |
2,097,051 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-19 |
142-13 |
138-12 |
|
| R3 |
141-21 |
140-15 |
137-27 |
|
| R2 |
139-23 |
139-23 |
137-21 |
|
| R1 |
138-17 |
138-17 |
137-16 |
138-05 |
| PP |
137-25 |
137-25 |
137-25 |
137-20 |
| S1 |
136-19 |
136-19 |
137-04 |
136-07 |
| S2 |
135-27 |
135-27 |
136-31 |
|
| S3 |
133-29 |
134-21 |
136-25 |
|
| S4 |
131-31 |
132-23 |
136-08 |
|
|
| 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 |
139-00 |
136-02 |
2-30 |
2.1% |
1-26 |
1.3% |
43% |
True |
False |
358,055 |
| 10 |
141-06 |
136-02 |
5-04 |
3.7% |
2-02 |
1.5% |
24% |
False |
False |
373,359 |
| 20 |
141-06 |
130-18 |
10-20 |
7.7% |
2-19 |
1.9% |
64% |
False |
False |
416,940 |
| 40 |
141-06 |
122-25 |
18-13 |
13.4% |
2-01 |
1.5% |
79% |
False |
False |
378,562 |
| 60 |
141-06 |
122-05 |
19-01 |
13.9% |
1-24 |
1.3% |
80% |
False |
False |
367,185 |
| 80 |
141-06 |
122-04 |
19-02 |
13.9% |
1-19 |
1.2% |
80% |
False |
False |
313,481 |
| 100 |
141-06 |
116-11 |
24-27 |
18.1% |
1-13 |
1.0% |
84% |
False |
False |
250,946 |
| 120 |
141-06 |
116-11 |
24-27 |
18.1% |
1-08 |
0.9% |
84% |
False |
False |
209,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-08 |
|
2.618 |
144-02 |
|
1.618 |
142-04 |
|
1.000 |
140-30 |
|
0.618 |
140-06 |
|
HIGH |
139-00 |
|
0.618 |
138-08 |
|
0.500 |
138-01 |
|
0.382 |
137-26 |
|
LOW |
137-02 |
|
0.618 |
135-28 |
|
1.000 |
135-04 |
|
1.618 |
133-30 |
|
2.618 |
132-00 |
|
4.250 |
128-26 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-01 |
137-21 |
| PP |
137-25 |
137-17 |
| S1 |
137-18 |
137-14 |
|