ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-25 |
138-01 |
1-08 |
0.9% |
131-22 |
| High |
138-04 |
141-06 |
3-02 |
2.2% |
139-27 |
| Low |
136-10 |
137-26 |
1-16 |
1.1% |
131-11 |
| Close |
137-30 |
139-20 |
1-22 |
1.2% |
136-30 |
| Range |
1-26 |
3-12 |
1-18 |
86.2% |
8-16 |
| ATR |
2-07 |
2-10 |
0-03 |
3.7% |
0-00 |
| Volume |
293,752 |
477,683 |
183,931 |
62.6% |
2,577,190 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-21 |
148-01 |
141-15 |
|
| R3 |
146-09 |
144-21 |
140-18 |
|
| R2 |
142-29 |
142-29 |
140-08 |
|
| R1 |
141-09 |
141-09 |
139-30 |
142-03 |
| PP |
139-17 |
139-17 |
139-17 |
139-30 |
| S1 |
137-29 |
137-29 |
139-10 |
138-23 |
| S2 |
136-05 |
136-05 |
139-00 |
|
| S3 |
132-25 |
134-17 |
138-22 |
|
| S4 |
129-13 |
131-05 |
137-25 |
|
|
| 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 |
141-06 |
135-11 |
5-27 |
4.2% |
2-00 |
1.4% |
73% |
True |
False |
323,505 |
| 10 |
141-06 |
131-11 |
9-27 |
7.1% |
3-02 |
2.2% |
84% |
True |
False |
448,265 |
| 20 |
141-06 |
124-22 |
16-16 |
11.8% |
2-14 |
1.7% |
91% |
True |
False |
407,305 |
| 40 |
141-06 |
122-05 |
19-01 |
13.6% |
1-28 |
1.3% |
92% |
True |
False |
372,614 |
| 60 |
141-06 |
122-05 |
19-01 |
13.6% |
1-21 |
1.2% |
92% |
True |
False |
359,785 |
| 80 |
141-06 |
119-28 |
21-10 |
15.3% |
1-14 |
1.0% |
93% |
True |
False |
272,954 |
| 100 |
141-06 |
116-11 |
24-27 |
17.8% |
1-10 |
0.9% |
94% |
True |
False |
218,407 |
| 120 |
141-06 |
116-11 |
24-27 |
17.8% |
1-03 |
0.8% |
94% |
True |
False |
182,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-17 |
|
2.618 |
150-01 |
|
1.618 |
146-21 |
|
1.000 |
144-18 |
|
0.618 |
143-09 |
|
HIGH |
141-06 |
|
0.618 |
139-29 |
|
0.500 |
139-16 |
|
0.382 |
139-03 |
|
LOW |
137-26 |
|
0.618 |
135-23 |
|
1.000 |
134-14 |
|
1.618 |
132-11 |
|
2.618 |
128-31 |
|
4.250 |
123-15 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-19 |
139-06 |
| PP |
139-17 |
138-25 |
| S1 |
139-16 |
138-11 |
|