ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
138-03 |
139-02 |
0-31 |
0.7% |
135-11 |
| High |
139-19 |
139-17 |
-0-02 |
0.0% |
139-28 |
| Low |
137-24 |
138-06 |
0-14 |
0.3% |
134-04 |
| Close |
139-00 |
138-30 |
-0-02 |
0.0% |
139-00 |
| Range |
1-27 |
1-11 |
-0-16 |
-27.1% |
5-24 |
| ATR |
2-05 |
2-03 |
-0-02 |
-2.7% |
0-00 |
| Volume |
7,144 |
7,949 |
805 |
11.3% |
16,807 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-29 |
142-09 |
139-22 |
|
| R3 |
141-18 |
140-30 |
139-10 |
|
| R2 |
140-07 |
140-07 |
139-06 |
|
| R1 |
139-19 |
139-19 |
139-02 |
139-08 |
| PP |
138-28 |
138-28 |
138-28 |
138-23 |
| S1 |
138-08 |
138-08 |
138-26 |
137-28 |
| S2 |
137-17 |
137-17 |
138-22 |
|
| S3 |
136-06 |
136-29 |
138-18 |
|
| S4 |
134-27 |
135-18 |
138-06 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-29 |
152-23 |
142-05 |
|
| R3 |
149-05 |
146-31 |
140-19 |
|
| R2 |
143-13 |
143-13 |
140-02 |
|
| R1 |
141-07 |
141-07 |
139-17 |
142-10 |
| PP |
137-21 |
137-21 |
137-21 |
138-07 |
| S1 |
135-15 |
135-15 |
138-15 |
136-18 |
| S2 |
131-29 |
131-29 |
137-30 |
|
| S3 |
126-05 |
129-23 |
137-13 |
|
| S4 |
120-13 |
123-31 |
135-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-28 |
134-04 |
5-24 |
4.1% |
2-01 |
1.5% |
84% |
False |
False |
4,502 |
| 10 |
139-28 |
132-27 |
7-01 |
5.1% |
2-19 |
1.9% |
87% |
False |
False |
3,954 |
| 20 |
139-28 |
123-10 |
16-18 |
11.9% |
2-11 |
1.7% |
94% |
False |
False |
2,833 |
| 40 |
139-28 |
120-28 |
19-00 |
13.7% |
1-21 |
1.2% |
95% |
False |
False |
1,498 |
| 60 |
139-28 |
120-28 |
19-00 |
13.7% |
1-07 |
0.9% |
95% |
False |
False |
1,002 |
| 80 |
139-28 |
119-14 |
20-14 |
14.7% |
0-30 |
0.7% |
95% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
143-02 |
|
1.618 |
141-23 |
|
1.000 |
140-28 |
|
0.618 |
140-12 |
|
HIGH |
139-17 |
|
0.618 |
139-01 |
|
0.500 |
138-28 |
|
0.382 |
138-22 |
|
LOW |
138-06 |
|
0.618 |
137-11 |
|
1.000 |
136-27 |
|
1.618 |
136-00 |
|
2.618 |
134-21 |
|
4.250 |
132-15 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-29 |
138-22 |
| PP |
138-28 |
138-14 |
| S1 |
138-28 |
138-06 |
|