ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
139-17 |
140-10 |
0-25 |
0.6% |
136-12 |
High |
140-29 |
140-25 |
-0-04 |
-0.1% |
141-06 |
Low |
139-00 |
139-12 |
0-12 |
0.3% |
135-16 |
Close |
140-07 |
140-05 |
-0-02 |
0.0% |
140-07 |
Range |
1-29 |
1-13 |
-0-16 |
-26.2% |
5-22 |
ATR |
2-09 |
2-07 |
-0-02 |
-2.7% |
0-00 |
Volume |
352,282 |
266,110 |
-86,172 |
-24.5% |
1,657,545 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-10 |
143-21 |
140-30 |
|
R3 |
142-29 |
142-08 |
140-17 |
|
R2 |
141-16 |
141-16 |
140-13 |
|
R1 |
140-27 |
140-27 |
140-09 |
140-15 |
PP |
140-03 |
140-03 |
140-03 |
139-30 |
S1 |
139-14 |
139-14 |
140-01 |
139-02 |
S2 |
138-22 |
138-22 |
139-29 |
|
S3 |
137-09 |
138-01 |
139-25 |
|
S4 |
135-28 |
136-20 |
139-12 |
|
|
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% |
82% |
False |
False |
340,794 |
10 |
141-06 |
134-02 |
7-04 |
5.1% |
2-21 |
1.9% |
86% |
False |
False |
400,381 |
20 |
141-06 |
124-22 |
16-16 |
11.8% |
2-15 |
1.8% |
94% |
False |
False |
413,099 |
40 |
141-06 |
122-05 |
19-01 |
13.6% |
1-29 |
1.4% |
95% |
False |
False |
372,177 |
60 |
141-06 |
122-05 |
19-01 |
13.6% |
1-21 |
1.2% |
95% |
False |
False |
362,234 |
80 |
141-06 |
120-16 |
20-22 |
14.8% |
1-15 |
1.1% |
95% |
False |
False |
280,656 |
100 |
141-06 |
116-11 |
24-27 |
17.7% |
1-10 |
0.9% |
96% |
False |
False |
224,589 |
120 |
141-06 |
116-11 |
24-27 |
17.7% |
1-04 |
0.8% |
96% |
False |
False |
187,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-24 |
2.618 |
144-15 |
1.618 |
143-02 |
1.000 |
142-06 |
0.618 |
141-21 |
HIGH |
140-25 |
0.618 |
140-08 |
0.500 |
140-02 |
0.382 |
139-29 |
LOW |
139-12 |
0.618 |
138-16 |
1.000 |
137-31 |
1.618 |
137-03 |
2.618 |
135-22 |
4.250 |
133-13 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
140-04 |
139-30 |
PP |
140-03 |
139-23 |
S1 |
140-02 |
139-16 |
|