ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-26 |
135-28 |
-0-30 |
-0.7% |
139-02 |
| High |
136-30 |
137-16 |
0-18 |
0.4% |
139-17 |
| Low |
135-03 |
135-26 |
0-23 |
0.5% |
134-26 |
| Close |
135-18 |
137-10 |
1-24 |
1.3% |
136-30 |
| Range |
1-27 |
1-22 |
-0-05 |
-8.5% |
4-23 |
| ATR |
2-02 |
2-02 |
0-00 |
-0.5% |
0-00 |
| Volume |
173,177 |
250,088 |
76,911 |
44.4% |
460,395 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-10 |
138-08 |
|
| R3 |
140-08 |
139-20 |
137-25 |
|
| R2 |
138-18 |
138-18 |
137-20 |
|
| R1 |
137-30 |
137-30 |
137-15 |
138-08 |
| PP |
136-28 |
136-28 |
136-28 |
137-01 |
| S1 |
136-08 |
136-08 |
137-05 |
136-18 |
| S2 |
135-06 |
135-06 |
137-00 |
|
| S3 |
133-16 |
134-18 |
136-27 |
|
| S4 |
131-26 |
132-28 |
136-12 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
148-26 |
139-17 |
|
| R3 |
146-17 |
144-03 |
138-08 |
|
| R2 |
141-26 |
141-26 |
137-26 |
|
| R1 |
139-12 |
139-12 |
137-12 |
138-08 |
| PP |
137-03 |
137-03 |
137-03 |
136-17 |
| S1 |
134-21 |
134-21 |
136-16 |
133-16 |
| S2 |
132-12 |
132-12 |
136-02 |
|
| S3 |
127-21 |
129-30 |
135-20 |
|
| S4 |
122-30 |
125-07 |
134-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-07 |
134-26 |
3-13 |
2.5% |
2-02 |
1.5% |
73% |
False |
False |
172,716 |
| 10 |
139-28 |
134-26 |
5-02 |
3.7% |
2-01 |
1.5% |
49% |
False |
False |
89,605 |
| 20 |
139-28 |
129-11 |
10-17 |
7.7% |
2-16 |
1.8% |
76% |
False |
False |
46,405 |
| 40 |
139-28 |
121-11 |
18-17 |
13.5% |
1-26 |
1.3% |
86% |
False |
False |
23,384 |
| 60 |
139-28 |
120-28 |
19-00 |
13.8% |
1-12 |
1.0% |
87% |
False |
False |
15,595 |
| 80 |
139-28 |
120-28 |
19-00 |
13.8% |
1-03 |
0.8% |
87% |
False |
False |
11,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-22 |
|
2.618 |
141-29 |
|
1.618 |
140-07 |
|
1.000 |
139-06 |
|
0.618 |
138-17 |
|
HIGH |
137-16 |
|
0.618 |
136-27 |
|
0.500 |
136-21 |
|
0.382 |
136-15 |
|
LOW |
135-26 |
|
0.618 |
134-25 |
|
1.000 |
134-04 |
|
1.618 |
133-03 |
|
2.618 |
131-13 |
|
4.250 |
128-20 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-03 |
137-00 |
| PP |
136-28 |
136-23 |
| S1 |
136-21 |
136-14 |
|