ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
126-01 |
127-18 |
1-17 |
1.2% |
125-06 |
| High |
128-18 |
129-09 |
0-23 |
0.6% |
128-18 |
| Low |
125-30 |
127-09 |
1-11 |
1.1% |
124-22 |
| Close |
128-04 |
129-00 |
0-28 |
0.7% |
128-04 |
| Range |
2-20 |
2-00 |
-0-20 |
-23.8% |
3-28 |
| ATR |
1-10 |
1-12 |
0-02 |
3.7% |
0-00 |
| Volume |
393,405 |
384,997 |
-8,408 |
-2.1% |
1,516,320 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-17 |
133-24 |
130-03 |
|
| R3 |
132-17 |
131-24 |
129-18 |
|
| R2 |
130-17 |
130-17 |
129-12 |
|
| R1 |
129-24 |
129-24 |
129-06 |
130-04 |
| PP |
128-17 |
128-17 |
128-17 |
128-23 |
| S1 |
127-24 |
127-24 |
128-26 |
128-04 |
| S2 |
126-17 |
126-17 |
128-20 |
|
| S3 |
124-17 |
125-24 |
128-14 |
|
| S4 |
122-17 |
123-24 |
127-29 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
137-10 |
130-08 |
|
| R3 |
134-28 |
133-14 |
129-06 |
|
| R2 |
131-00 |
131-00 |
128-27 |
|
| R1 |
129-18 |
129-18 |
128-15 |
130-09 |
| PP |
127-04 |
127-04 |
127-04 |
127-16 |
| S1 |
125-22 |
125-22 |
127-25 |
126-13 |
| S2 |
123-08 |
123-08 |
127-13 |
|
| S3 |
119-12 |
121-26 |
127-02 |
|
| S4 |
115-16 |
117-30 |
126-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-09 |
124-22 |
4-19 |
3.6% |
1-18 |
1.2% |
94% |
True |
False |
322,482 |
| 10 |
129-09 |
124-22 |
4-19 |
3.6% |
1-14 |
1.1% |
94% |
True |
False |
309,741 |
| 20 |
129-09 |
122-21 |
6-20 |
5.1% |
1-11 |
1.0% |
96% |
True |
False |
320,246 |
| 40 |
129-09 |
122-05 |
7-04 |
5.5% |
1-09 |
1.0% |
96% |
True |
False |
333,627 |
| 60 |
129-09 |
122-02 |
7-07 |
5.6% |
1-07 |
0.9% |
96% |
True |
False |
263,336 |
| 80 |
129-09 |
116-11 |
12-30 |
10.0% |
1-02 |
0.8% |
98% |
True |
False |
197,608 |
| 100 |
129-09 |
116-11 |
12-30 |
10.0% |
0-30 |
0.7% |
98% |
True |
False |
158,096 |
| 120 |
129-09 |
114-00 |
15-09 |
11.8% |
0-26 |
0.6% |
98% |
True |
False |
131,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-25 |
|
2.618 |
134-17 |
|
1.618 |
132-17 |
|
1.000 |
131-09 |
|
0.618 |
130-17 |
|
HIGH |
129-09 |
|
0.618 |
128-17 |
|
0.500 |
128-09 |
|
0.382 |
128-01 |
|
LOW |
127-09 |
|
0.618 |
126-01 |
|
1.000 |
125-09 |
|
1.618 |
124-01 |
|
2.618 |
122-01 |
|
4.250 |
118-25 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-24 |
128-15 |
| PP |
128-17 |
127-30 |
| S1 |
128-09 |
127-13 |
|