ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-15 |
126-28 |
1-13 |
1.1% |
124-30 |
| High |
127-02 |
126-28 |
-0-06 |
-0.1% |
127-15 |
| Low |
125-00 |
125-26 |
0-26 |
0.7% |
124-19 |
| Close |
126-20 |
125-28 |
-0-24 |
-0.6% |
126-01 |
| Range |
2-02 |
1-02 |
-1-00 |
-48.5% |
2-28 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
361,753 |
267,379 |
-94,374 |
-26.1% |
1,863,191 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-22 |
126-15 |
|
| R3 |
128-10 |
127-20 |
126-05 |
|
| R2 |
127-08 |
127-08 |
126-02 |
|
| R1 |
126-18 |
126-18 |
125-31 |
126-12 |
| PP |
126-06 |
126-06 |
126-06 |
126-03 |
| S1 |
125-16 |
125-16 |
125-25 |
125-10 |
| S2 |
125-04 |
125-04 |
125-22 |
|
| S3 |
124-02 |
124-14 |
125-19 |
|
| S4 |
123-00 |
123-12 |
125-09 |
|
|
| 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 |
127-02 |
125-00 |
2-02 |
1.6% |
1-11 |
1.1% |
42% |
False |
False |
319,905 |
| 10 |
127-15 |
122-25 |
4-22 |
3.7% |
1-13 |
1.1% |
66% |
False |
False |
338,713 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-10 |
1.0% |
70% |
False |
False |
334,264 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-08 |
1.0% |
70% |
False |
False |
329,866 |
| 60 |
127-15 |
119-28 |
7-19 |
6.0% |
1-03 |
0.9% |
79% |
False |
False |
222,288 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
1-00 |
0.8% |
86% |
False |
False |
166,766 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-26 |
0.7% |
86% |
False |
False |
133,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-12 |
|
2.618 |
129-21 |
|
1.618 |
128-19 |
|
1.000 |
127-30 |
|
0.618 |
127-17 |
|
HIGH |
126-28 |
|
0.618 |
126-15 |
|
0.500 |
126-11 |
|
0.382 |
126-07 |
|
LOW |
125-26 |
|
0.618 |
125-05 |
|
1.000 |
124-24 |
|
1.618 |
124-03 |
|
2.618 |
123-01 |
|
4.250 |
121-10 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-11 |
126-01 |
| PP |
126-06 |
125-31 |
| S1 |
126-01 |
125-30 |
|