ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-12 |
124-30 |
1-18 |
1.3% |
122-24 |
| High |
125-00 |
126-10 |
1-10 |
1.1% |
125-00 |
| Low |
122-31 |
124-19 |
1-20 |
1.3% |
122-21 |
| Close |
124-31 |
126-06 |
1-07 |
1.0% |
124-31 |
| Range |
2-01 |
1-23 |
-0-10 |
-15.4% |
2-11 |
| ATR |
1-07 |
1-08 |
0-01 |
3.0% |
0-00 |
| Volume |
374,291 |
311,615 |
-62,676 |
-16.7% |
1,188,533 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-27 |
130-08 |
127-04 |
|
| R3 |
129-04 |
128-17 |
126-21 |
|
| R2 |
127-13 |
127-13 |
126-16 |
|
| R1 |
126-26 |
126-26 |
126-11 |
127-04 |
| PP |
125-22 |
125-22 |
125-22 |
125-27 |
| S1 |
125-03 |
125-03 |
126-01 |
125-12 |
| S2 |
123-31 |
123-31 |
125-28 |
|
| S3 |
122-08 |
123-12 |
125-23 |
|
| S4 |
120-17 |
121-21 |
125-08 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-14 |
126-08 |
|
| R3 |
128-29 |
128-03 |
125-20 |
|
| R2 |
126-18 |
126-18 |
125-13 |
|
| R1 |
125-24 |
125-24 |
125-06 |
126-05 |
| PP |
124-07 |
124-07 |
124-07 |
124-13 |
| S1 |
123-13 |
123-13 |
124-24 |
123-26 |
| S2 |
121-28 |
121-28 |
124-17 |
|
| S3 |
119-17 |
121-02 |
124-10 |
|
| S4 |
117-06 |
118-23 |
123-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-10 |
122-21 |
3-21 |
2.9% |
1-08 |
1.0% |
97% |
True |
False |
300,029 |
| 10 |
126-27 |
122-05 |
4-22 |
3.7% |
1-11 |
1.1% |
86% |
False |
False |
333,274 |
| 20 |
127-01 |
122-05 |
4-28 |
3.9% |
1-09 |
1.0% |
83% |
False |
False |
335,119 |
| 40 |
127-01 |
122-05 |
4-28 |
3.9% |
1-06 |
0.9% |
83% |
False |
False |
271,727 |
| 60 |
127-01 |
118-00 |
9-01 |
7.2% |
1-01 |
0.8% |
91% |
False |
False |
181,704 |
| 80 |
127-01 |
116-11 |
10-22 |
8.5% |
0-29 |
0.7% |
92% |
False |
False |
136,310 |
| 100 |
127-01 |
115-07 |
11-26 |
9.4% |
0-24 |
0.6% |
93% |
False |
False |
109,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-20 |
|
2.618 |
130-26 |
|
1.618 |
129-03 |
|
1.000 |
128-01 |
|
0.618 |
127-12 |
|
HIGH |
126-10 |
|
0.618 |
125-21 |
|
0.500 |
125-14 |
|
0.382 |
125-08 |
|
LOW |
124-19 |
|
0.618 |
123-17 |
|
1.000 |
122-28 |
|
1.618 |
121-26 |
|
2.618 |
120-03 |
|
4.250 |
117-09 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
125-20 |
| PP |
125-22 |
125-03 |
| S1 |
125-14 |
124-18 |
|