ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
126-20 |
125-22 |
-0-30 |
-0.7% |
124-30 |
| High |
126-27 |
126-05 |
-0-22 |
-0.5% |
127-15 |
| Low |
125-20 |
125-03 |
-0-17 |
-0.4% |
124-19 |
| Close |
125-26 |
126-01 |
0-07 |
0.2% |
126-01 |
| Range |
1-07 |
1-02 |
-0-05 |
-12.8% |
2-28 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
| Volume |
403,170 |
311,425 |
-91,745 |
-22.8% |
1,863,191 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-30 |
128-18 |
126-20 |
|
| R3 |
127-28 |
127-16 |
126-10 |
|
| R2 |
126-26 |
126-26 |
126-07 |
|
| R1 |
126-14 |
126-14 |
126-04 |
126-20 |
| PP |
125-24 |
125-24 |
125-24 |
125-28 |
| S1 |
125-12 |
125-12 |
125-30 |
125-18 |
| S2 |
124-22 |
124-22 |
125-27 |
|
| S3 |
123-20 |
124-10 |
125-24 |
|
| S4 |
122-18 |
123-08 |
125-14 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
133-07 |
127-20 |
|
| R3 |
131-25 |
130-11 |
126-26 |
|
| R2 |
128-29 |
128-29 |
126-18 |
|
| R1 |
127-15 |
127-15 |
126-09 |
128-06 |
| PP |
126-01 |
126-01 |
126-01 |
126-12 |
| S1 |
124-19 |
124-19 |
125-25 |
125-10 |
| S2 |
123-05 |
123-05 |
125-16 |
|
| S3 |
120-09 |
121-23 |
125-08 |
|
| S4 |
117-13 |
118-27 |
124-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-15 |
124-19 |
2-28 |
2.3% |
1-11 |
1.1% |
50% |
False |
False |
372,638 |
| 10 |
127-15 |
122-13 |
5-02 |
4.0% |
1-08 |
1.0% |
72% |
False |
False |
330,199 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-07 |
1.0% |
73% |
False |
False |
332,113 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-06 |
0.9% |
73% |
False |
False |
309,864 |
| 60 |
127-15 |
119-13 |
8-02 |
6.4% |
1-02 |
0.8% |
82% |
False |
False |
207,548 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
0-31 |
0.8% |
87% |
False |
False |
155,705 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-25 |
0.6% |
87% |
False |
False |
124,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-22 |
|
2.618 |
128-30 |
|
1.618 |
127-28 |
|
1.000 |
127-07 |
|
0.618 |
126-26 |
|
HIGH |
126-05 |
|
0.618 |
125-24 |
|
0.500 |
125-20 |
|
0.382 |
125-16 |
|
LOW |
125-03 |
|
0.618 |
124-14 |
|
1.000 |
124-01 |
|
1.618 |
123-12 |
|
2.618 |
122-10 |
|
4.250 |
120-18 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-29 |
126-02 |
| PP |
125-24 |
126-02 |
| S1 |
125-20 |
126-02 |
|