ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-04 |
137-00 |
1-28 |
1.4% |
125-31 |
| High |
137-27 |
137-12 |
-0-15 |
-0.3% |
133-24 |
| Low |
134-08 |
133-24 |
-0-16 |
-0.4% |
125-28 |
| Close |
136-31 |
133-28 |
-3-03 |
-2.3% |
130-27 |
| Range |
3-19 |
3-20 |
0-01 |
0.9% |
7-28 |
| ATR |
2-03 |
2-07 |
0-03 |
5.2% |
0-00 |
| Volume |
2,392 |
5,605 |
3,213 |
134.3% |
12,551 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-28 |
143-16 |
135-28 |
|
| R3 |
142-08 |
139-28 |
134-28 |
|
| R2 |
138-20 |
138-20 |
134-17 |
|
| R1 |
136-08 |
136-08 |
134-07 |
135-20 |
| PP |
135-00 |
135-00 |
135-00 |
134-22 |
| S1 |
132-20 |
132-20 |
133-17 |
132-00 |
| S2 |
131-12 |
131-12 |
133-07 |
|
| S3 |
127-24 |
129-00 |
132-28 |
|
| S4 |
124-04 |
125-12 |
131-28 |
|
|
| 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 |
129-30 |
8-16 |
6.3% |
4-02 |
3.0% |
46% |
False |
False |
3,067 |
| 10 |
138-14 |
124-28 |
13-18 |
10.1% |
3-04 |
2.3% |
66% |
False |
False |
2,544 |
| 20 |
138-14 |
123-10 |
15-04 |
11.3% |
2-01 |
1.5% |
70% |
False |
False |
1,406 |
| 40 |
138-14 |
120-28 |
17-18 |
13.1% |
1-13 |
1.1% |
74% |
False |
False |
759 |
| 60 |
138-14 |
120-28 |
17-18 |
13.1% |
1-01 |
0.8% |
74% |
False |
False |
509 |
| 80 |
138-14 |
118-01 |
20-13 |
15.2% |
0-25 |
0.6% |
78% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-25 |
|
2.618 |
146-28 |
|
1.618 |
143-08 |
|
1.000 |
141-00 |
|
0.618 |
139-20 |
|
HIGH |
137-12 |
|
0.618 |
136-00 |
|
0.500 |
135-18 |
|
0.382 |
135-04 |
|
LOW |
133-24 |
|
0.618 |
131-16 |
|
1.000 |
130-04 |
|
1.618 |
127-28 |
|
2.618 |
124-08 |
|
4.250 |
118-11 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-18 |
135-20 |
| PP |
135-00 |
135-02 |
| S1 |
134-14 |
134-15 |
|