ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
140-10 |
139-27 |
-0-15 |
-0.3% |
136-12 |
| High |
140-25 |
140-16 |
-0-09 |
-0.2% |
141-06 |
| Low |
139-12 |
138-24 |
-0-20 |
-0.4% |
135-16 |
| Close |
140-05 |
139-01 |
-1-04 |
-0.8% |
140-07 |
| Range |
1-13 |
1-24 |
0-11 |
24.4% |
5-22 |
| ATR |
2-07 |
2-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
266,110 |
390,804 |
124,694 |
46.9% |
1,657,545 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
143-19 |
140-00 |
|
| R3 |
142-30 |
141-27 |
139-16 |
|
| R2 |
141-06 |
141-06 |
139-11 |
|
| R1 |
140-03 |
140-03 |
139-06 |
139-24 |
| PP |
139-14 |
139-14 |
139-14 |
139-08 |
| S1 |
138-11 |
138-11 |
138-28 |
138-00 |
| S2 |
137-22 |
137-22 |
138-23 |
|
| S3 |
135-30 |
136-19 |
138-18 |
|
| S4 |
134-06 |
134-27 |
138-02 |
|
|
| 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 |
136-10 |
4-28 |
3.5% |
2-02 |
1.5% |
56% |
False |
False |
356,126 |
| 10 |
141-06 |
135-02 |
6-04 |
4.4% |
2-08 |
1.6% |
65% |
False |
False |
381,153 |
| 20 |
141-06 |
125-02 |
16-04 |
11.6% |
2-16 |
1.8% |
87% |
False |
False |
419,444 |
| 40 |
141-06 |
122-05 |
19-01 |
13.7% |
1-29 |
1.4% |
89% |
False |
False |
373,722 |
| 60 |
141-06 |
122-05 |
19-01 |
13.7% |
1-22 |
1.2% |
89% |
False |
False |
363,344 |
| 80 |
141-06 |
120-22 |
20-16 |
14.7% |
1-16 |
1.1% |
89% |
False |
False |
285,534 |
| 100 |
141-06 |
116-11 |
24-27 |
17.9% |
1-10 |
1.0% |
91% |
False |
False |
228,496 |
| 120 |
141-06 |
116-11 |
24-27 |
17.9% |
1-05 |
0.8% |
91% |
False |
False |
190,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-30 |
|
2.618 |
145-03 |
|
1.618 |
143-11 |
|
1.000 |
142-08 |
|
0.618 |
141-19 |
|
HIGH |
140-16 |
|
0.618 |
139-27 |
|
0.500 |
139-20 |
|
0.382 |
139-13 |
|
LOW |
138-24 |
|
0.618 |
137-21 |
|
1.000 |
137-00 |
|
1.618 |
135-29 |
|
2.618 |
134-05 |
|
4.250 |
131-10 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-20 |
139-26 |
| PP |
139-14 |
139-18 |
| S1 |
139-07 |
139-10 |
|