ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
127-18 |
128-28 |
1-10 |
1.0% |
125-06 |
| High |
129-09 |
131-04 |
1-27 |
1.4% |
128-18 |
| Low |
127-09 |
128-23 |
1-14 |
1.1% |
124-22 |
| Close |
129-00 |
130-26 |
1-26 |
1.4% |
128-04 |
| Range |
2-00 |
2-13 |
0-13 |
20.3% |
3-28 |
| ATR |
1-12 |
1-14 |
0-02 |
5.4% |
0-00 |
| Volume |
384,997 |
427,992 |
42,995 |
11.2% |
1,516,320 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-14 |
136-17 |
132-04 |
|
| R3 |
135-01 |
134-04 |
131-15 |
|
| R2 |
132-20 |
132-20 |
131-08 |
|
| R1 |
131-23 |
131-23 |
131-01 |
132-06 |
| PP |
130-07 |
130-07 |
130-07 |
130-14 |
| S1 |
129-10 |
129-10 |
130-19 |
129-24 |
| S2 |
127-26 |
127-26 |
130-12 |
|
| S3 |
125-13 |
126-29 |
130-05 |
|
| S4 |
123-00 |
124-16 |
129-16 |
|
|
| 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 |
131-04 |
125-02 |
6-02 |
4.6% |
1-25 |
1.4% |
95% |
True |
False |
355,299 |
| 10 |
131-04 |
124-22 |
6-14 |
4.9% |
1-15 |
1.1% |
95% |
True |
False |
316,365 |
| 20 |
131-04 |
122-25 |
8-11 |
6.4% |
1-14 |
1.1% |
96% |
True |
False |
328,947 |
| 40 |
131-04 |
122-05 |
8-31 |
6.9% |
1-11 |
1.0% |
97% |
True |
False |
337,293 |
| 60 |
131-04 |
122-04 |
9-00 |
6.9% |
1-07 |
0.9% |
97% |
True |
False |
270,421 |
| 80 |
131-04 |
116-11 |
14-25 |
11.3% |
1-03 |
0.8% |
98% |
True |
False |
202,951 |
| 100 |
131-04 |
116-11 |
14-25 |
11.3% |
0-31 |
0.7% |
98% |
True |
False |
162,376 |
| 120 |
131-04 |
114-07 |
16-29 |
12.9% |
0-26 |
0.6% |
98% |
True |
False |
135,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-11 |
|
2.618 |
137-14 |
|
1.618 |
135-01 |
|
1.000 |
133-17 |
|
0.618 |
132-20 |
|
HIGH |
131-04 |
|
0.618 |
130-07 |
|
0.500 |
129-30 |
|
0.382 |
129-20 |
|
LOW |
128-23 |
|
0.618 |
127-07 |
|
1.000 |
126-10 |
|
1.618 |
124-26 |
|
2.618 |
122-13 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-16 |
130-02 |
| PP |
130-07 |
129-09 |
| S1 |
129-30 |
128-17 |
|