ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
131-22 |
135-14 |
3-24 |
2.8% |
127-18 |
| High |
135-16 |
139-27 |
4-11 |
3.2% |
135-05 |
| Low |
131-11 |
134-02 |
2-23 |
2.1% |
127-09 |
| Close |
135-09 |
137-06 |
1-29 |
1.4% |
132-06 |
| Range |
4-05 |
5-25 |
1-20 |
39.1% |
7-28 |
| ATR |
1-29 |
2-06 |
0-09 |
14.4% |
0-00 |
| Volume |
497,034 |
583,078 |
86,044 |
17.3% |
2,533,731 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-12 |
151-18 |
140-12 |
|
| R3 |
148-19 |
145-25 |
138-25 |
|
| R2 |
142-26 |
142-26 |
138-08 |
|
| R1 |
140-00 |
140-00 |
137-23 |
141-13 |
| PP |
137-01 |
137-01 |
137-01 |
137-24 |
| S1 |
134-07 |
134-07 |
136-21 |
135-20 |
| S2 |
131-08 |
131-08 |
136-04 |
|
| S3 |
125-15 |
128-14 |
135-19 |
|
| S4 |
119-22 |
122-21 |
134-00 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
151-18 |
136-17 |
|
| R3 |
147-09 |
143-22 |
134-11 |
|
| R2 |
139-13 |
139-13 |
133-20 |
|
| R1 |
135-26 |
135-26 |
132-29 |
137-20 |
| PP |
131-17 |
131-17 |
131-17 |
132-14 |
| S1 |
127-30 |
127-30 |
131-15 |
129-24 |
| S2 |
123-21 |
123-21 |
130-24 |
|
| S3 |
115-25 |
120-02 |
130-01 |
|
| S4 |
107-29 |
112-06 |
127-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-27 |
130-15 |
9-12 |
6.8% |
3-24 |
2.7% |
72% |
True |
False |
560,170 |
| 10 |
139-27 |
125-02 |
14-25 |
10.8% |
2-24 |
2.0% |
82% |
True |
False |
457,735 |
| 20 |
139-27 |
124-22 |
15-05 |
11.0% |
2-01 |
1.5% |
82% |
True |
False |
384,687 |
| 40 |
139-27 |
122-05 |
17-22 |
12.9% |
1-21 |
1.2% |
85% |
True |
False |
364,406 |
| 60 |
139-27 |
122-05 |
17-22 |
12.9% |
1-15 |
1.1% |
85% |
True |
False |
316,643 |
| 80 |
139-27 |
118-12 |
21-15 |
15.6% |
1-09 |
0.9% |
88% |
True |
False |
237,946 |
| 100 |
139-27 |
116-11 |
23-16 |
17.1% |
1-05 |
0.8% |
89% |
True |
False |
190,384 |
| 120 |
139-27 |
115-07 |
24-20 |
17.9% |
0-31 |
0.7% |
89% |
True |
False |
158,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-13 |
|
2.618 |
154-31 |
|
1.618 |
149-06 |
|
1.000 |
145-20 |
|
0.618 |
143-13 |
|
HIGH |
139-27 |
|
0.618 |
137-20 |
|
0.500 |
136-30 |
|
0.382 |
136-09 |
|
LOW |
134-02 |
|
0.618 |
130-16 |
|
1.000 |
128-09 |
|
1.618 |
124-23 |
|
2.618 |
118-30 |
|
4.250 |
109-16 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-04 |
136-21 |
| PP |
137-01 |
136-04 |
| S1 |
136-30 |
135-19 |
|