ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
137-18 |
140-12 |
2-26 |
2.0% |
136-26 |
| High |
140-13 |
141-29 |
1-16 |
1.1% |
140-13 |
| Low |
136-26 |
140-10 |
3-16 |
2.6% |
135-01 |
| Close |
140-11 |
140-26 |
0-15 |
0.3% |
140-11 |
| Range |
3-19 |
1-19 |
-2-00 |
-55.7% |
5-12 |
| ATR |
2-07 |
2-05 |
-0-01 |
-2.0% |
0-00 |
| Volume |
433,326 |
461,094 |
27,768 |
6.4% |
1,612,010 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
144-29 |
141-22 |
|
| R3 |
144-06 |
143-10 |
141-08 |
|
| R2 |
142-19 |
142-19 |
141-03 |
|
| R1 |
141-23 |
141-23 |
140-31 |
142-05 |
| PP |
141-00 |
141-00 |
141-00 |
141-08 |
| S1 |
140-04 |
140-04 |
140-21 |
140-18 |
| S2 |
139-13 |
139-13 |
140-17 |
|
| S3 |
137-26 |
138-17 |
140-12 |
|
| S4 |
136-07 |
136-30 |
139-30 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-23 |
152-29 |
143-10 |
|
| R3 |
149-11 |
147-17 |
141-26 |
|
| R2 |
143-31 |
143-31 |
141-11 |
|
| R1 |
142-05 |
142-05 |
140-27 |
143-02 |
| PP |
138-19 |
138-19 |
138-19 |
139-02 |
| S1 |
136-25 |
136-25 |
139-27 |
137-22 |
| S2 |
133-07 |
133-07 |
139-11 |
|
| S3 |
127-27 |
131-13 |
138-28 |
|
| S4 |
122-15 |
126-01 |
137-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-29 |
135-01 |
6-28 |
4.9% |
2-09 |
1.6% |
84% |
True |
False |
379,985 |
| 10 |
141-29 |
134-26 |
7-03 |
5.0% |
2-06 |
1.5% |
85% |
True |
False |
252,555 |
| 20 |
141-29 |
132-27 |
9-02 |
6.4% |
2-12 |
1.7% |
88% |
True |
False |
128,254 |
| 40 |
141-29 |
123-10 |
18-19 |
13.2% |
1-31 |
1.4% |
94% |
True |
False |
64,595 |
| 60 |
141-29 |
120-28 |
21-01 |
14.9% |
1-17 |
1.1% |
95% |
True |
False |
43,092 |
| 80 |
141-29 |
120-28 |
21-01 |
14.9% |
1-07 |
0.9% |
95% |
True |
False |
32,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-22 |
|
2.618 |
146-03 |
|
1.618 |
144-16 |
|
1.000 |
143-16 |
|
0.618 |
142-29 |
|
HIGH |
141-29 |
|
0.618 |
141-10 |
|
0.500 |
141-04 |
|
0.382 |
140-29 |
|
LOW |
140-10 |
|
0.618 |
139-10 |
|
1.000 |
138-23 |
|
1.618 |
137-23 |
|
2.618 |
136-04 |
|
4.250 |
133-17 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
140-01 |
| PP |
141-00 |
139-08 |
| S1 |
140-29 |
138-15 |
|