ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
139-02 |
138-26 |
-0-08 |
-0.2% |
135-11 |
| High |
139-17 |
139-08 |
-0-09 |
-0.2% |
139-28 |
| Low |
138-06 |
137-18 |
-0-20 |
-0.5% |
134-04 |
| Close |
138-30 |
137-25 |
-1-05 |
-0.8% |
139-00 |
| Range |
1-11 |
1-22 |
0-11 |
25.6% |
5-24 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.4% |
0-00 |
| Volume |
7,949 |
12,127 |
4,178 |
52.6% |
16,807 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-08 |
142-07 |
138-23 |
|
| R3 |
141-18 |
140-17 |
138-08 |
|
| R2 |
139-28 |
139-28 |
138-03 |
|
| R1 |
138-27 |
138-27 |
137-30 |
138-16 |
| PP |
138-06 |
138-06 |
138-06 |
138-01 |
| S1 |
137-05 |
137-05 |
137-20 |
136-26 |
| S2 |
136-16 |
136-16 |
137-15 |
|
| S3 |
134-26 |
135-15 |
137-10 |
|
| S4 |
133-04 |
133-25 |
136-27 |
|
|
| 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 |
135-01 |
4-27 |
3.5% |
2-00 |
1.5% |
57% |
False |
False |
6,495 |
| 10 |
139-28 |
133-24 |
6-04 |
4.4% |
2-06 |
1.6% |
66% |
False |
False |
4,970 |
| 20 |
139-28 |
123-21 |
16-07 |
11.8% |
2-12 |
1.7% |
87% |
False |
False |
3,430 |
| 40 |
139-28 |
120-28 |
19-00 |
13.8% |
1-22 |
1.2% |
89% |
False |
False |
1,801 |
| 60 |
139-28 |
120-28 |
19-00 |
13.8% |
1-08 |
0.9% |
89% |
False |
False |
1,204 |
| 80 |
139-28 |
119-30 |
19-30 |
14.5% |
0-31 |
0.7% |
89% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-14 |
|
2.618 |
143-21 |
|
1.618 |
141-31 |
|
1.000 |
140-30 |
|
0.618 |
140-09 |
|
HIGH |
139-08 |
|
0.618 |
138-19 |
|
0.500 |
138-13 |
|
0.382 |
138-07 |
|
LOW |
137-18 |
|
0.618 |
136-17 |
|
1.000 |
135-28 |
|
1.618 |
134-27 |
|
2.618 |
133-05 |
|
4.250 |
130-12 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-13 |
138-18 |
| PP |
138-06 |
138-10 |
| S1 |
138-00 |
138-02 |
|