ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-03 |
135-11 |
1-08 |
0.9% |
130-02 |
| High |
135-21 |
135-19 |
-0-02 |
0.0% |
138-14 |
| Low |
134-03 |
134-07 |
0-04 |
0.1% |
129-30 |
| Close |
135-19 |
134-27 |
-0-24 |
-0.6% |
135-19 |
| Range |
1-18 |
1-12 |
-0-06 |
-12.0% |
8-16 |
| ATR |
2-06 |
2-04 |
-0-02 |
-2.6% |
0-00 |
| Volume |
4,828 |
2,246 |
-2,582 |
-53.5% |
17,509 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-00 |
138-10 |
135-19 |
|
| R3 |
137-20 |
136-30 |
135-07 |
|
| R2 |
136-08 |
136-08 |
135-03 |
|
| R1 |
135-18 |
135-18 |
134-31 |
135-07 |
| PP |
134-28 |
134-28 |
134-28 |
134-23 |
| S1 |
134-06 |
134-06 |
134-23 |
133-27 |
| S2 |
133-16 |
133-16 |
134-19 |
|
| S3 |
132-04 |
132-26 |
134-15 |
|
| S4 |
130-24 |
131-14 |
134-03 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-05 |
156-12 |
140-09 |
|
| R3 |
151-21 |
147-28 |
137-30 |
|
| R2 |
143-05 |
143-05 |
137-05 |
|
| R1 |
139-12 |
139-12 |
136-12 |
141-08 |
| PP |
134-21 |
134-21 |
134-21 |
135-19 |
| S1 |
130-28 |
130-28 |
134-26 |
132-24 |
| S2 |
126-05 |
126-05 |
134-01 |
|
| S3 |
117-21 |
122-12 |
133-08 |
|
| S4 |
109-05 |
113-28 |
130-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-14 |
132-27 |
5-19 |
4.1% |
3-05 |
2.3% |
36% |
False |
False |
3,406 |
| 10 |
138-14 |
127-20 |
10-26 |
8.0% |
3-00 |
2.2% |
67% |
False |
False |
3,104 |
| 20 |
138-14 |
123-10 |
15-04 |
11.2% |
2-03 |
1.5% |
76% |
False |
False |
1,749 |
| 40 |
138-14 |
120-28 |
17-18 |
13.0% |
1-15 |
1.1% |
80% |
False |
False |
936 |
| 60 |
138-14 |
120-28 |
17-18 |
13.0% |
1-02 |
0.8% |
80% |
False |
False |
627 |
| 80 |
138-14 |
118-02 |
20-12 |
15.1% |
0-26 |
0.6% |
82% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-14 |
|
2.618 |
139-06 |
|
1.618 |
137-26 |
|
1.000 |
136-31 |
|
0.618 |
136-14 |
|
HIGH |
135-19 |
|
0.618 |
135-02 |
|
0.500 |
134-29 |
|
0.382 |
134-24 |
|
LOW |
134-07 |
|
0.618 |
133-12 |
|
1.000 |
132-27 |
|
1.618 |
132-00 |
|
2.618 |
130-20 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134-29 |
135-18 |
| PP |
134-28 |
135-10 |
| S1 |
134-28 |
135-03 |
|