ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
136-14 |
137-11 |
0-29 |
0.7% |
140-10 |
High |
137-24 |
139-00 |
1-08 |
0.9% |
140-25 |
Low |
136-02 |
137-01 |
0-31 |
0.7% |
136-02 |
Close |
137-18 |
138-05 |
0-19 |
0.4% |
138-05 |
Range |
1-22 |
1-31 |
0-09 |
16.7% |
4-23 |
ATR |
2-07 |
2-06 |
-0-01 |
-0.8% |
0-00 |
Volume |
490,771 |
492,929 |
2,158 |
0.4% |
2,097,051 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-31 |
143-01 |
139-08 |
|
R3 |
142-00 |
141-02 |
138-22 |
|
R2 |
140-01 |
140-01 |
138-17 |
|
R1 |
139-03 |
139-03 |
138-11 |
139-18 |
PP |
138-02 |
138-02 |
138-02 |
138-10 |
S1 |
137-04 |
137-04 |
137-31 |
137-19 |
S2 |
136-03 |
136-03 |
137-25 |
|
S3 |
134-04 |
135-05 |
137-20 |
|
S4 |
132-05 |
133-06 |
137-02 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-16 |
150-01 |
140-24 |
|
R3 |
147-25 |
145-10 |
139-15 |
|
R2 |
143-02 |
143-02 |
139-01 |
|
R1 |
140-19 |
140-19 |
138-19 |
139-15 |
PP |
138-11 |
138-11 |
138-11 |
137-24 |
S1 |
135-28 |
135-28 |
137-23 |
134-24 |
S2 |
133-20 |
133-20 |
137-09 |
|
S3 |
128-29 |
131-05 |
136-27 |
|
S4 |
124-06 |
126-14 |
135-18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-25 |
136-02 |
4-23 |
3.4% |
2-00 |
1.4% |
44% |
False |
False |
419,410 |
10 |
141-06 |
135-16 |
5-22 |
4.1% |
2-01 |
1.5% |
47% |
False |
False |
375,459 |
20 |
141-06 |
127-09 |
13-29 |
10.1% |
2-20 |
1.9% |
78% |
False |
False |
443,275 |
40 |
141-06 |
122-13 |
18-25 |
13.6% |
1-31 |
1.4% |
84% |
False |
False |
378,393 |
60 |
141-06 |
122-05 |
19-01 |
13.8% |
1-23 |
1.2% |
84% |
False |
False |
370,380 |
80 |
141-06 |
122-02 |
19-04 |
13.8% |
1-18 |
1.1% |
84% |
False |
False |
303,521 |
100 |
141-06 |
116-11 |
24-27 |
18.0% |
1-12 |
1.0% |
88% |
False |
False |
242,892 |
120 |
141-06 |
116-11 |
24-27 |
18.0% |
1-07 |
0.9% |
88% |
False |
False |
202,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-12 |
2.618 |
144-05 |
1.618 |
142-06 |
1.000 |
140-31 |
0.618 |
140-07 |
HIGH |
139-00 |
0.618 |
138-08 |
0.500 |
138-00 |
0.382 |
137-25 |
LOW |
137-01 |
0.618 |
135-26 |
1.000 |
135-02 |
1.618 |
133-27 |
2.618 |
131-28 |
4.250 |
128-21 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
138-04 |
138-01 |
PP |
138-02 |
137-29 |
S1 |
138-00 |
137-25 |
|