ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
145-30 |
2-22 |
1.9% |
140-01 |
| High |
146-17 |
147-00 |
0-15 |
0.3% |
147-00 |
| Low |
143-07 |
144-06 |
0-31 |
0.7% |
140-01 |
| Close |
146-02 |
144-23 |
-1-11 |
-0.9% |
144-23 |
| Range |
3-10 |
2-26 |
-0-16 |
-15.1% |
6-31 |
| ATR |
2-01 |
2-03 |
0-02 |
2.8% |
0-00 |
| Volume |
509,397 |
404,676 |
-104,721 |
-20.6% |
1,802,658 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
152-01 |
146-08 |
|
| R3 |
150-30 |
149-07 |
145-16 |
|
| R2 |
148-04 |
148-04 |
145-08 |
|
| R1 |
146-13 |
146-13 |
144-31 |
145-28 |
| PP |
145-10 |
145-10 |
145-10 |
145-01 |
| S1 |
143-19 |
143-19 |
144-15 |
143-02 |
| S2 |
142-16 |
142-16 |
144-06 |
|
| S3 |
139-22 |
140-25 |
143-30 |
|
| S4 |
136-28 |
137-31 |
143-06 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-26 |
161-24 |
148-18 |
|
| R3 |
157-27 |
154-25 |
146-20 |
|
| R2 |
150-28 |
150-28 |
146-00 |
|
| R1 |
147-26 |
147-26 |
145-11 |
149-11 |
| PP |
143-29 |
143-29 |
143-29 |
144-22 |
| S1 |
140-27 |
140-27 |
144-03 |
142-12 |
| S2 |
136-30 |
136-30 |
143-14 |
|
| S3 |
129-31 |
133-28 |
142-26 |
|
| S4 |
123-00 |
126-29 |
140-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-00 |
140-01 |
6-31 |
4.8% |
2-11 |
1.6% |
67% |
True |
False |
360,531 |
| 10 |
147-00 |
138-22 |
8-10 |
5.7% |
1-29 |
1.3% |
73% |
True |
False |
329,081 |
| 20 |
147-00 |
135-01 |
11-31 |
8.3% |
1-31 |
1.4% |
81% |
True |
False |
321,534 |
| 40 |
147-00 |
124-28 |
22-04 |
15.3% |
2-08 |
1.6% |
90% |
True |
False |
168,760 |
| 60 |
147-00 |
120-28 |
26-04 |
18.1% |
1-26 |
1.3% |
91% |
True |
False |
112,586 |
| 80 |
147-00 |
120-28 |
26-04 |
18.1% |
1-15 |
1.0% |
91% |
True |
False |
84,443 |
| 100 |
147-00 |
120-21 |
26-11 |
18.2% |
1-07 |
0.8% |
91% |
True |
False |
67,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
154-12 |
|
1.618 |
151-18 |
|
1.000 |
149-26 |
|
0.618 |
148-24 |
|
HIGH |
147-00 |
|
0.618 |
145-30 |
|
0.500 |
145-19 |
|
0.382 |
145-08 |
|
LOW |
144-06 |
|
0.618 |
142-14 |
|
1.000 |
141-12 |
|
1.618 |
139-20 |
|
2.618 |
136-26 |
|
4.250 |
132-08 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-19 |
144-15 |
| PP |
145-10 |
144-06 |
| S1 |
145-00 |
143-30 |
|