ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
141-18 |
1-17 |
1.1% |
141-12 |
| High |
141-29 |
141-27 |
-0-02 |
0.0% |
141-31 |
| Low |
140-01 |
140-21 |
0-20 |
0.4% |
138-22 |
| Close |
141-23 |
141-12 |
-0-11 |
-0.2% |
139-14 |
| Range |
1-28 |
1-06 |
-0-22 |
-36.7% |
3-09 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.7% |
0-00 |
| Volume |
268,603 |
228,000 |
-40,603 |
-15.1% |
1,488,154 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
144-10 |
142-01 |
|
| R3 |
143-21 |
143-04 |
141-22 |
|
| R2 |
142-15 |
142-15 |
141-19 |
|
| R1 |
141-30 |
141-30 |
141-15 |
141-20 |
| PP |
141-09 |
141-09 |
141-09 |
141-04 |
| S1 |
140-24 |
140-24 |
141-09 |
140-14 |
| S2 |
140-03 |
140-03 |
141-05 |
|
| S3 |
138-29 |
139-18 |
141-02 |
|
| S4 |
137-23 |
138-12 |
140-23 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
147-30 |
141-08 |
|
| R3 |
146-19 |
144-21 |
140-11 |
|
| R2 |
143-10 |
143-10 |
140-01 |
|
| R1 |
141-12 |
141-12 |
139-24 |
140-22 |
| PP |
140-01 |
140-01 |
140-01 |
139-22 |
| S1 |
138-03 |
138-03 |
139-04 |
137-14 |
| S2 |
136-24 |
136-24 |
138-27 |
|
| S3 |
133-15 |
134-26 |
138-17 |
|
| S4 |
130-06 |
131-17 |
137-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-29 |
138-22 |
3-07 |
2.3% |
1-18 |
1.1% |
83% |
False |
False |
296,684 |
| 10 |
141-31 |
138-22 |
3-09 |
2.3% |
1-17 |
1.1% |
82% |
False |
False |
286,376 |
| 20 |
141-31 |
134-26 |
7-05 |
5.1% |
1-27 |
1.3% |
92% |
False |
False |
269,465 |
| 40 |
141-31 |
123-10 |
18-21 |
13.2% |
2-03 |
1.5% |
97% |
False |
False |
136,149 |
| 60 |
141-31 |
120-28 |
21-03 |
14.9% |
1-23 |
1.2% |
97% |
False |
False |
90,820 |
| 80 |
141-31 |
120-28 |
21-03 |
14.9% |
1-12 |
1.0% |
97% |
False |
False |
68,118 |
| 100 |
141-31 |
119-14 |
22-17 |
15.9% |
1-04 |
0.8% |
97% |
False |
False |
54,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
144-30 |
|
1.618 |
143-24 |
|
1.000 |
143-01 |
|
0.618 |
142-18 |
|
HIGH |
141-27 |
|
0.618 |
141-12 |
|
0.500 |
141-08 |
|
0.382 |
141-04 |
|
LOW |
140-21 |
|
0.618 |
139-30 |
|
1.000 |
139-15 |
|
1.618 |
138-24 |
|
2.618 |
137-18 |
|
4.250 |
135-20 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-11 |
141-00 |
| PP |
141-09 |
140-21 |
| S1 |
141-08 |
140-10 |
|