ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-12 |
135-20 |
-0-24 |
-0.5% |
131-22 |
| High |
136-30 |
137-10 |
0-12 |
0.3% |
139-27 |
| Low |
135-17 |
135-16 |
-0-01 |
0.0% |
131-11 |
| Close |
136-05 |
137-02 |
0-29 |
0.7% |
136-30 |
| Range |
1-13 |
1-26 |
0-13 |
28.9% |
8-16 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
219,683 |
314,145 |
94,462 |
43.0% |
2,577,190 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
141-12 |
138-02 |
|
| R3 |
140-08 |
139-18 |
137-18 |
|
| R2 |
138-14 |
138-14 |
137-13 |
|
| R1 |
137-24 |
137-24 |
137-07 |
138-03 |
| PP |
136-20 |
136-20 |
136-20 |
136-26 |
| S1 |
135-30 |
135-30 |
136-29 |
136-09 |
| S2 |
134-26 |
134-26 |
136-23 |
|
| S3 |
133-00 |
134-04 |
136-18 |
|
| S4 |
131-06 |
132-10 |
136-02 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-17 |
157-24 |
141-20 |
|
| R3 |
153-01 |
149-08 |
139-09 |
|
| R2 |
144-17 |
144-17 |
138-16 |
|
| R1 |
140-24 |
140-24 |
137-23 |
142-20 |
| PP |
136-01 |
136-01 |
136-01 |
137-00 |
| S1 |
132-08 |
132-08 |
136-05 |
134-04 |
| S2 |
127-17 |
127-17 |
135-12 |
|
| S3 |
119-01 |
123-24 |
134-19 |
|
| S4 |
110-17 |
115-08 |
132-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-04 |
135-02 |
4-02 |
3.0% |
2-14 |
1.8% |
49% |
False |
False |
406,181 |
| 10 |
139-27 |
130-15 |
9-12 |
6.8% |
3-03 |
2.3% |
70% |
False |
False |
483,176 |
| 20 |
139-27 |
124-22 |
15-05 |
11.1% |
2-09 |
1.7% |
82% |
False |
False |
399,770 |
| 40 |
139-27 |
122-05 |
17-22 |
12.9% |
1-25 |
1.3% |
84% |
False |
False |
367,643 |
| 60 |
139-27 |
122-05 |
17-22 |
12.9% |
1-19 |
1.2% |
84% |
False |
False |
349,489 |
| 80 |
139-27 |
119-19 |
20-08 |
14.8% |
1-13 |
1.0% |
86% |
False |
False |
263,319 |
| 100 |
139-27 |
116-11 |
23-16 |
17.1% |
1-08 |
0.9% |
88% |
False |
False |
210,693 |
| 120 |
139-27 |
116-11 |
23-16 |
17.1% |
1-02 |
0.8% |
88% |
False |
False |
175,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-00 |
|
2.618 |
142-02 |
|
1.618 |
140-08 |
|
1.000 |
139-04 |
|
0.618 |
138-14 |
|
HIGH |
137-10 |
|
0.618 |
136-20 |
|
0.500 |
136-13 |
|
0.382 |
136-06 |
|
LOW |
135-16 |
|
0.618 |
134-12 |
|
1.000 |
133-22 |
|
1.618 |
132-18 |
|
2.618 |
130-24 |
|
4.250 |
127-26 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-27 |
136-26 |
| PP |
136-20 |
136-18 |
| S1 |
136-13 |
136-10 |
|