ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-06 |
125-06 |
0-00 |
0.0% |
125-31 |
| High |
126-03 |
126-00 |
-0-03 |
-0.1% |
127-02 |
| Low |
124-24 |
124-22 |
-0-02 |
-0.1% |
124-23 |
| Close |
125-02 |
125-27 |
0-25 |
0.6% |
125-27 |
| Range |
1-11 |
1-10 |
-0-01 |
-2.3% |
2-11 |
| ATR |
1-09 |
1-09 |
0-00 |
0.3% |
0-00 |
| Volume |
288,903 |
263,907 |
-24,996 |
-8.7% |
1,451,896 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-14 |
128-31 |
126-18 |
|
| R3 |
128-04 |
127-21 |
126-07 |
|
| R2 |
126-26 |
126-26 |
126-03 |
|
| R1 |
126-11 |
126-11 |
125-31 |
126-18 |
| PP |
125-16 |
125-16 |
125-16 |
125-20 |
| S1 |
125-01 |
125-01 |
125-23 |
125-08 |
| S2 |
124-06 |
124-06 |
125-19 |
|
| S3 |
122-28 |
123-23 |
125-15 |
|
| S4 |
121-18 |
122-13 |
125-04 |
|
|
| 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 |
126-28 |
124-22 |
2-06 |
1.7% |
1-06 |
0.9% |
53% |
False |
True |
277,430 |
| 10 |
127-02 |
124-22 |
2-12 |
1.9% |
1-09 |
1.0% |
49% |
False |
True |
311,639 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-10 |
1.0% |
69% |
False |
False |
327,999 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-09 |
1.0% |
69% |
False |
False |
335,294 |
| 60 |
127-15 |
120-22 |
6-25 |
5.4% |
1-05 |
0.9% |
76% |
False |
False |
240,897 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
1-01 |
0.8% |
85% |
False |
False |
180,758 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-28 |
0.7% |
85% |
False |
False |
144,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-18 |
|
2.618 |
129-14 |
|
1.618 |
128-04 |
|
1.000 |
127-10 |
|
0.618 |
126-26 |
|
HIGH |
126-00 |
|
0.618 |
125-16 |
|
0.500 |
125-11 |
|
0.382 |
125-06 |
|
LOW |
124-22 |
|
0.618 |
123-28 |
|
1.000 |
123-12 |
|
1.618 |
122-18 |
|
2.618 |
121-08 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-22 |
125-22 |
| PP |
125-16 |
125-17 |
| S1 |
125-11 |
125-12 |
|