ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
138-15 |
137-08 |
-1-07 |
-0.9% |
140-10 |
| High |
139-00 |
138-28 |
-0-04 |
-0.1% |
140-25 |
| Low |
137-02 |
136-10 |
-0-24 |
-0.5% |
136-02 |
| Close |
137-10 |
138-22 |
1-12 |
1.0% |
138-05 |
| Range |
1-30 |
2-18 |
0-20 |
32.3% |
4-23 |
| ATR |
2-04 |
2-05 |
0-01 |
1.4% |
0-00 |
| Volume |
146,722 |
44,918 |
-101,804 |
-69.4% |
2,097,051 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
144-23 |
140-03 |
|
| R3 |
143-03 |
142-05 |
139-13 |
|
| R2 |
140-17 |
140-17 |
139-05 |
|
| R1 |
139-19 |
139-19 |
138-30 |
140-02 |
| PP |
137-31 |
137-31 |
137-31 |
138-06 |
| S1 |
137-01 |
137-01 |
138-14 |
137-16 |
| S2 |
135-13 |
135-13 |
138-07 |
|
| S3 |
132-27 |
134-15 |
137-31 |
|
| S4 |
130-09 |
131-29 |
137-09 |
|
|
| 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 |
136-10 |
2-22 |
1.9% |
2-00 |
1.4% |
88% |
False |
True |
268,884 |
| 10 |
140-29 |
136-02 |
4-27 |
3.5% |
2-00 |
1.4% |
54% |
False |
False |
330,082 |
| 20 |
141-06 |
131-11 |
9-27 |
7.1% |
2-17 |
1.8% |
75% |
False |
False |
389,173 |
| 40 |
141-06 |
122-31 |
18-07 |
13.1% |
2-02 |
1.5% |
86% |
False |
False |
373,067 |
| 60 |
141-06 |
122-05 |
19-01 |
13.7% |
1-25 |
1.3% |
87% |
False |
False |
361,612 |
| 80 |
141-06 |
122-04 |
19-02 |
13.7% |
1-19 |
1.2% |
87% |
False |
False |
313,992 |
| 100 |
141-06 |
117-15 |
23-23 |
17.1% |
1-14 |
1.0% |
89% |
False |
False |
251,394 |
| 120 |
141-06 |
116-11 |
24-27 |
17.9% |
1-09 |
0.9% |
90% |
False |
False |
209,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
145-19 |
|
1.618 |
143-01 |
|
1.000 |
141-14 |
|
0.618 |
140-15 |
|
HIGH |
138-28 |
|
0.618 |
137-29 |
|
0.500 |
137-19 |
|
0.382 |
137-09 |
|
LOW |
136-10 |
|
0.618 |
134-23 |
|
1.000 |
133-24 |
|
1.618 |
132-05 |
|
2.618 |
129-19 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
138-11 |
| PP |
137-31 |
138-00 |
| S1 |
137-19 |
137-21 |
|