ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
138-01 |
139-17 |
1-16 |
1.1% |
136-12 |
| High |
141-06 |
140-29 |
-0-09 |
-0.2% |
141-06 |
| Low |
137-26 |
139-00 |
1-06 |
0.9% |
135-16 |
| Close |
139-20 |
140-07 |
0-19 |
0.4% |
140-07 |
| Range |
3-12 |
1-29 |
-1-15 |
-43.5% |
5-22 |
| ATR |
2-10 |
2-09 |
-0-01 |
-1.2% |
0-00 |
| Volume |
477,683 |
352,282 |
-125,401 |
-26.3% |
1,657,545 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
144-29 |
141-09 |
|
| R3 |
143-27 |
143-00 |
140-24 |
|
| R2 |
141-30 |
141-30 |
140-18 |
|
| R1 |
141-03 |
141-03 |
140-13 |
141-16 |
| PP |
140-01 |
140-01 |
140-01 |
140-08 |
| S1 |
139-06 |
139-06 |
140-01 |
139-20 |
| S2 |
138-04 |
138-04 |
139-28 |
|
| S3 |
136-07 |
137-09 |
139-22 |
|
| S4 |
134-10 |
135-12 |
139-05 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
153-26 |
143-11 |
|
| R3 |
150-11 |
148-04 |
141-25 |
|
| R2 |
144-21 |
144-21 |
141-08 |
|
| R1 |
142-14 |
142-14 |
140-24 |
143-18 |
| PP |
138-31 |
138-31 |
138-31 |
139-17 |
| S1 |
136-24 |
136-24 |
139-22 |
137-28 |
| S2 |
133-09 |
133-09 |
139-06 |
|
| S3 |
127-19 |
131-02 |
138-21 |
|
| S4 |
121-29 |
125-12 |
137-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-06 |
135-16 |
5-22 |
4.1% |
2-02 |
1.5% |
83% |
False |
False |
331,509 |
| 10 |
141-06 |
131-11 |
9-27 |
7.0% |
2-30 |
2.1% |
90% |
False |
False |
423,473 |
| 20 |
141-06 |
124-22 |
16-16 |
11.8% |
2-15 |
1.8% |
94% |
False |
False |
414,239 |
| 40 |
141-06 |
122-05 |
19-01 |
13.6% |
1-29 |
1.4% |
95% |
False |
False |
371,406 |
| 60 |
141-06 |
122-05 |
19-01 |
13.6% |
1-21 |
1.2% |
95% |
False |
False |
363,037 |
| 80 |
141-06 |
120-05 |
21-01 |
15.0% |
1-15 |
1.0% |
95% |
False |
False |
277,350 |
| 100 |
141-06 |
116-11 |
24-27 |
17.7% |
1-10 |
0.9% |
96% |
False |
False |
221,929 |
| 120 |
141-06 |
116-11 |
24-27 |
17.7% |
1-04 |
0.8% |
96% |
False |
False |
184,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
145-29 |
|
1.618 |
144-00 |
|
1.000 |
142-26 |
|
0.618 |
142-03 |
|
HIGH |
140-29 |
|
0.618 |
140-06 |
|
0.500 |
139-30 |
|
0.382 |
139-23 |
|
LOW |
139-00 |
|
0.618 |
137-26 |
|
1.000 |
137-03 |
|
1.618 |
135-29 |
|
2.618 |
134-00 |
|
4.250 |
130-29 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-04 |
139-23 |
| PP |
140-01 |
139-08 |
| S1 |
139-30 |
138-24 |
|