ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
126-00 |
125-03 |
-0-29 |
-0.7% |
125-31 |
| High |
126-01 |
125-31 |
-0-02 |
0.0% |
127-02 |
| Low |
124-23 |
125-02 |
0-11 |
0.3% |
124-23 |
| Close |
125-03 |
125-27 |
0-24 |
0.6% |
125-27 |
| Range |
1-10 |
0-29 |
-0-13 |
-31.0% |
2-11 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.1% |
0-00 |
| Volume |
353,354 |
213,610 |
-139,744 |
-39.5% |
1,451,896 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
128-00 |
126-11 |
|
| R3 |
127-14 |
127-03 |
126-03 |
|
| R2 |
126-17 |
126-17 |
126-00 |
|
| R1 |
126-06 |
126-06 |
125-30 |
126-12 |
| PP |
125-20 |
125-20 |
125-20 |
125-23 |
| S1 |
125-09 |
125-09 |
125-24 |
125-14 |
| S2 |
124-23 |
124-23 |
125-22 |
|
| S3 |
123-26 |
124-12 |
125-19 |
|
| S4 |
122-29 |
123-15 |
125-11 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
131-23 |
127-04 |
|
| R3 |
130-18 |
129-12 |
126-16 |
|
| R2 |
128-07 |
128-07 |
126-09 |
|
| R1 |
127-01 |
127-01 |
126-02 |
126-14 |
| PP |
125-28 |
125-28 |
125-28 |
125-19 |
| S1 |
124-22 |
124-22 |
125-20 |
124-04 |
| S2 |
123-17 |
123-17 |
125-13 |
|
| S3 |
121-06 |
122-11 |
125-06 |
|
| S4 |
118-27 |
120-00 |
124-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-02 |
124-23 |
2-11 |
1.9% |
1-10 |
1.0% |
48% |
False |
False |
290,379 |
| 10 |
127-15 |
124-19 |
2-28 |
2.3% |
1-11 |
1.1% |
43% |
False |
False |
331,508 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-10 |
1.0% |
69% |
False |
False |
328,574 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-08 |
1.0% |
69% |
False |
False |
337,435 |
| 60 |
127-15 |
120-05 |
7-10 |
5.8% |
1-04 |
0.9% |
78% |
False |
False |
231,720 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
1-00 |
0.8% |
85% |
False |
False |
173,852 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-27 |
0.7% |
85% |
False |
False |
139,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-26 |
|
2.618 |
128-11 |
|
1.618 |
127-14 |
|
1.000 |
126-28 |
|
0.618 |
126-17 |
|
HIGH |
125-31 |
|
0.618 |
125-20 |
|
0.500 |
125-16 |
|
0.382 |
125-13 |
|
LOW |
125-02 |
|
0.618 |
124-16 |
|
1.000 |
124-05 |
|
1.618 |
123-19 |
|
2.618 |
122-22 |
|
4.250 |
121-07 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
125-26 |
| PP |
125-20 |
125-26 |
| S1 |
125-16 |
125-26 |
|