ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-15 |
136-21 |
1-06 |
0.9% |
130-02 |
| High |
136-26 |
139-28 |
3-02 |
2.2% |
138-14 |
| Low |
135-01 |
136-17 |
1-16 |
1.1% |
129-30 |
| Close |
136-20 |
138-11 |
1-23 |
1.3% |
135-19 |
| Range |
1-25 |
3-11 |
1-18 |
87.7% |
8-16 |
| ATR |
2-02 |
2-05 |
0-03 |
4.4% |
0-00 |
| Volume |
2,768 |
2,487 |
-281 |
-10.2% |
17,509 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
146-21 |
140-06 |
|
| R3 |
144-30 |
143-10 |
139-08 |
|
| R2 |
141-19 |
141-19 |
138-31 |
|
| R1 |
139-31 |
139-31 |
138-21 |
140-25 |
| PP |
138-08 |
138-08 |
138-08 |
138-21 |
| S1 |
136-20 |
136-20 |
138-01 |
137-14 |
| S2 |
134-29 |
134-29 |
137-23 |
|
| S3 |
131-18 |
133-09 |
137-14 |
|
| S4 |
128-07 |
129-30 |
136-16 |
|
|
| 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 |
139-28 |
134-03 |
5-25 |
4.2% |
1-31 |
1.4% |
74% |
True |
False |
2,898 |
| 10 |
139-28 |
129-30 |
9-30 |
7.2% |
3-00 |
2.2% |
85% |
True |
False |
2,982 |
| 20 |
139-28 |
123-10 |
16-18 |
12.0% |
2-08 |
1.6% |
91% |
True |
False |
2,101 |
| 40 |
139-28 |
120-28 |
19-00 |
13.7% |
1-19 |
1.2% |
92% |
True |
False |
1,121 |
| 60 |
139-28 |
120-28 |
19-00 |
13.7% |
1-06 |
0.9% |
92% |
True |
False |
751 |
| 80 |
139-28 |
118-14 |
21-14 |
15.5% |
0-29 |
0.7% |
93% |
True |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-03 |
|
2.618 |
148-20 |
|
1.618 |
145-09 |
|
1.000 |
143-07 |
|
0.618 |
141-30 |
|
HIGH |
139-28 |
|
0.618 |
138-19 |
|
0.500 |
138-06 |
|
0.382 |
137-26 |
|
LOW |
136-17 |
|
0.618 |
134-15 |
|
1.000 |
133-06 |
|
1.618 |
131-04 |
|
2.618 |
127-25 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
137-29 |
| PP |
138-08 |
137-14 |
| S1 |
138-06 |
137-00 |
|