ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
130-02 |
134-06 |
4-04 |
3.2% |
125-31 |
| High |
134-05 |
138-14 |
4-09 |
3.2% |
133-24 |
| Low |
129-30 |
132-27 |
2-29 |
2.2% |
125-28 |
| Close |
133-31 |
135-28 |
1-29 |
1.4% |
130-27 |
| Range |
4-07 |
5-19 |
1-12 |
32.6% |
7-28 |
| ATR |
1-23 |
1-31 |
0-09 |
16.3% |
0-00 |
| Volume |
2,725 |
1,959 |
-766 |
-28.1% |
12,551 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-16 |
149-25 |
138-30 |
|
| R3 |
146-29 |
144-06 |
137-13 |
|
| R2 |
141-10 |
141-10 |
136-29 |
|
| R1 |
138-19 |
138-19 |
136-12 |
139-30 |
| PP |
135-23 |
135-23 |
135-23 |
136-13 |
| S1 |
133-00 |
133-00 |
135-12 |
134-12 |
| S2 |
130-04 |
130-04 |
134-27 |
|
| S3 |
124-17 |
127-13 |
134-11 |
|
| S4 |
118-30 |
121-26 |
132-26 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
150-06 |
135-06 |
|
| R3 |
145-29 |
142-10 |
133-00 |
|
| R2 |
138-01 |
138-01 |
132-09 |
|
| R1 |
134-14 |
134-14 |
131-18 |
136-08 |
| PP |
130-05 |
130-05 |
130-05 |
131-02 |
| S1 |
126-18 |
126-18 |
130-04 |
128-12 |
| S2 |
122-09 |
122-09 |
129-13 |
|
| S3 |
114-13 |
118-22 |
128-22 |
|
| S4 |
106-17 |
110-26 |
126-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-14 |
129-11 |
9-03 |
6.7% |
3-19 |
2.6% |
72% |
True |
False |
2,963 |
| 10 |
138-14 |
123-21 |
14-25 |
10.9% |
2-17 |
1.9% |
83% |
True |
False |
1,889 |
| 20 |
138-14 |
123-10 |
15-04 |
11.1% |
1-24 |
1.3% |
83% |
True |
False |
1,019 |
| 40 |
138-14 |
120-28 |
17-18 |
12.9% |
1-08 |
0.9% |
85% |
True |
False |
559 |
| 60 |
138-14 |
120-28 |
17-18 |
12.9% |
0-29 |
0.7% |
85% |
True |
False |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
153-03 |
|
1.618 |
147-16 |
|
1.000 |
144-01 |
|
0.618 |
141-29 |
|
HIGH |
138-14 |
|
0.618 |
136-10 |
|
0.500 |
135-20 |
|
0.382 |
134-31 |
|
LOW |
132-27 |
|
0.618 |
129-12 |
|
1.000 |
127-08 |
|
1.618 |
123-25 |
|
2.618 |
118-06 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-26 |
135-10 |
| PP |
135-23 |
134-24 |
| S1 |
135-20 |
134-06 |
|