ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
138-26 |
137-25 |
-1-01 |
-0.7% |
135-11 |
High |
139-08 |
138-07 |
-1-01 |
-0.7% |
139-28 |
Low |
137-18 |
135-02 |
-2-16 |
-1.8% |
134-04 |
Close |
137-25 |
135-19 |
-2-06 |
-1.6% |
139-00 |
Range |
1-22 |
3-05 |
1-15 |
87.0% |
5-24 |
ATR |
2-02 |
2-04 |
0-03 |
3.8% |
0-00 |
Volume |
12,127 |
109,689 |
97,562 |
804.5% |
16,807 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-24 |
143-27 |
137-11 |
|
R3 |
142-19 |
140-22 |
136-15 |
|
R2 |
139-14 |
139-14 |
136-06 |
|
R1 |
137-17 |
137-17 |
135-28 |
136-29 |
PP |
136-09 |
136-09 |
136-09 |
136-00 |
S1 |
134-12 |
134-12 |
135-10 |
133-24 |
S2 |
133-04 |
133-04 |
135-00 |
|
S3 |
129-31 |
131-07 |
134-23 |
|
S4 |
126-26 |
128-02 |
133-27 |
|
|
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 |
135-02 |
4-26 |
3.5% |
2-09 |
1.7% |
11% |
False |
True |
27,879 |
10 |
139-28 |
133-24 |
6-04 |
4.5% |
2-05 |
1.6% |
30% |
False |
False |
15,700 |
20 |
139-28 |
124-08 |
15-20 |
11.5% |
2-16 |
1.8% |
73% |
False |
False |
8,856 |
40 |
139-28 |
120-28 |
19-00 |
14.0% |
1-23 |
1.3% |
77% |
False |
False |
4,542 |
60 |
139-28 |
120-28 |
19-00 |
14.0% |
1-09 |
1.0% |
77% |
False |
False |
3,032 |
80 |
139-28 |
120-06 |
19-22 |
14.5% |
1-00 |
0.7% |
78% |
False |
False |
2,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-20 |
2.618 |
146-15 |
1.618 |
143-10 |
1.000 |
141-12 |
0.618 |
140-05 |
HIGH |
138-07 |
0.618 |
137-00 |
0.500 |
136-20 |
0.382 |
136-09 |
LOW |
135-02 |
0.618 |
133-04 |
1.000 |
131-29 |
1.618 |
129-31 |
2.618 |
126-26 |
4.250 |
121-21 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
136-20 |
137-10 |
PP |
136-09 |
136-23 |
S1 |
135-30 |
136-05 |
|