ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
136-25 |
1-05 |
0.9% |
131-22 |
| High |
137-10 |
138-04 |
0-26 |
0.6% |
139-27 |
| Low |
135-16 |
136-10 |
0-26 |
0.6% |
131-11 |
| Close |
137-02 |
137-30 |
0-28 |
0.6% |
136-30 |
| Range |
1-26 |
1-26 |
0-00 |
0.0% |
8-16 |
| ATR |
2-08 |
2-07 |
-0-01 |
-1.4% |
0-00 |
| Volume |
314,145 |
293,752 |
-20,393 |
-6.5% |
2,577,190 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-29 |
142-07 |
138-30 |
|
| R3 |
141-03 |
140-13 |
138-14 |
|
| R2 |
139-09 |
139-09 |
138-09 |
|
| R1 |
138-19 |
138-19 |
138-03 |
138-30 |
| PP |
137-15 |
137-15 |
137-15 |
137-20 |
| S1 |
136-25 |
136-25 |
137-25 |
137-04 |
| S2 |
135-21 |
135-21 |
137-19 |
|
| S3 |
133-27 |
134-31 |
137-14 |
|
| S4 |
132-01 |
133-05 |
136-30 |
|
|
| 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 |
138-22 |
135-02 |
3-20 |
2.6% |
2-02 |
1.5% |
79% |
False |
False |
348,983 |
| 10 |
139-27 |
130-18 |
9-09 |
6.7% |
3-03 |
2.2% |
79% |
False |
False |
460,521 |
| 20 |
139-27 |
124-22 |
15-05 |
11.0% |
2-10 |
1.7% |
87% |
False |
False |
401,089 |
| 40 |
139-27 |
122-05 |
17-22 |
12.8% |
1-26 |
1.3% |
89% |
False |
False |
367,676 |
| 60 |
139-27 |
122-05 |
17-22 |
12.8% |
1-19 |
1.2% |
89% |
False |
False |
353,607 |
| 80 |
139-27 |
119-28 |
19-31 |
14.5% |
1-13 |
1.0% |
90% |
False |
False |
266,988 |
| 100 |
139-27 |
116-11 |
23-16 |
17.0% |
1-09 |
0.9% |
92% |
False |
False |
213,631 |
| 120 |
139-27 |
116-11 |
23-16 |
17.0% |
1-02 |
0.8% |
92% |
False |
False |
178,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-26 |
|
2.618 |
142-28 |
|
1.618 |
141-02 |
|
1.000 |
139-30 |
|
0.618 |
139-08 |
|
HIGH |
138-04 |
|
0.618 |
137-14 |
|
0.500 |
137-07 |
|
0.382 |
137-00 |
|
LOW |
136-10 |
|
0.618 |
135-06 |
|
1.000 |
134-16 |
|
1.618 |
133-12 |
|
2.618 |
131-18 |
|
4.250 |
128-20 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-22 |
137-18 |
| PP |
137-15 |
137-06 |
| S1 |
137-07 |
136-26 |
|