ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-00 |
140-23 |
0-23 |
0.5% |
140-12 |
| High |
140-28 |
140-28 |
0-00 |
0.0% |
141-29 |
| Low |
139-16 |
138-23 |
-0-25 |
-0.6% |
139-07 |
| Close |
140-10 |
139-05 |
-1-05 |
-0.8% |
141-10 |
| Range |
1-12 |
2-05 |
0-25 |
56.8% |
2-22 |
| ATR |
1-30 |
1-30 |
0-01 |
0.8% |
0-00 |
| Volume |
402,132 |
345,329 |
-56,803 |
-14.1% |
1,340,106 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-02 |
144-24 |
140-11 |
|
| R3 |
143-29 |
142-19 |
139-24 |
|
| R2 |
141-24 |
141-24 |
139-18 |
|
| R1 |
140-14 |
140-14 |
139-11 |
140-00 |
| PP |
139-19 |
139-19 |
139-19 |
139-12 |
| S1 |
138-09 |
138-09 |
138-31 |
137-28 |
| S2 |
137-14 |
137-14 |
138-24 |
|
| S3 |
135-09 |
136-04 |
138-18 |
|
| S4 |
133-04 |
133-31 |
137-31 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-25 |
142-25 |
|
| R3 |
146-06 |
145-03 |
142-02 |
|
| R2 |
143-16 |
143-16 |
141-26 |
|
| R1 |
142-13 |
142-13 |
141-18 |
142-30 |
| PP |
140-26 |
140-26 |
140-26 |
141-03 |
| S1 |
139-23 |
139-23 |
141-02 |
140-08 |
| S2 |
138-04 |
138-04 |
140-26 |
|
| S3 |
135-14 |
137-01 |
140-18 |
|
| S4 |
132-24 |
134-11 |
139-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-31 |
138-23 |
3-08 |
2.3% |
1-22 |
1.2% |
13% |
False |
True |
311,567 |
| 10 |
141-31 |
135-01 |
6-30 |
5.0% |
1-28 |
1.4% |
59% |
False |
False |
337,300 |
| 20 |
141-31 |
134-26 |
7-05 |
5.1% |
1-31 |
1.4% |
61% |
False |
False |
233,547 |
| 40 |
141-31 |
123-10 |
18-21 |
13.4% |
2-02 |
1.5% |
85% |
False |
False |
117,764 |
| 60 |
141-31 |
120-28 |
21-03 |
15.2% |
1-22 |
1.2% |
87% |
False |
False |
78,555 |
| 80 |
141-31 |
120-28 |
21-03 |
15.2% |
1-11 |
1.0% |
87% |
False |
False |
58,919 |
| 100 |
141-31 |
118-14 |
23-17 |
16.9% |
1-03 |
0.8% |
88% |
False |
False |
47,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-01 |
|
2.618 |
146-17 |
|
1.618 |
144-12 |
|
1.000 |
143-01 |
|
0.618 |
142-07 |
|
HIGH |
140-28 |
|
0.618 |
140-02 |
|
0.500 |
139-26 |
|
0.382 |
139-17 |
|
LOW |
138-23 |
|
0.618 |
137-12 |
|
1.000 |
136-18 |
|
1.618 |
135-07 |
|
2.618 |
133-02 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-26 |
140-04 |
| PP |
139-19 |
139-26 |
| S1 |
139-12 |
139-15 |
|