ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
137-11 |
138-01 |
0-22 |
0.5% |
140-10 |
| High |
139-00 |
138-05 |
-0-27 |
-0.6% |
140-25 |
| Low |
137-01 |
136-10 |
-0-23 |
-0.5% |
136-02 |
| Close |
138-05 |
136-26 |
-1-11 |
-1.0% |
138-05 |
| Range |
1-31 |
1-27 |
-0-04 |
-6.3% |
4-23 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.1% |
0-00 |
| Volume |
492,929 |
294,107 |
-198,822 |
-40.3% |
2,097,051 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-20 |
141-18 |
137-26 |
|
| R3 |
140-25 |
139-23 |
137-10 |
|
| R2 |
138-30 |
138-30 |
137-05 |
|
| R1 |
137-28 |
137-28 |
136-31 |
137-16 |
| PP |
137-03 |
137-03 |
137-03 |
136-29 |
| S1 |
136-01 |
136-01 |
136-21 |
135-20 |
| S2 |
135-08 |
135-08 |
136-15 |
|
| S3 |
133-13 |
134-06 |
136-10 |
|
| S4 |
131-18 |
132-11 |
135-26 |
|
|
| 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 |
140-16 |
136-02 |
4-14 |
3.2% |
2-03 |
1.5% |
17% |
False |
False |
425,009 |
| 10 |
141-06 |
135-16 |
5-22 |
4.2% |
2-02 |
1.5% |
23% |
False |
False |
382,902 |
| 20 |
141-06 |
128-23 |
12-15 |
9.1% |
2-20 |
1.9% |
65% |
False |
False |
438,731 |
| 40 |
141-06 |
122-21 |
18-17 |
13.5% |
1-31 |
1.4% |
76% |
False |
False |
379,489 |
| 60 |
141-06 |
122-05 |
19-01 |
13.9% |
1-23 |
1.3% |
77% |
False |
False |
368,661 |
| 80 |
141-06 |
122-02 |
19-04 |
14.0% |
1-18 |
1.1% |
77% |
False |
False |
307,185 |
| 100 |
141-06 |
116-11 |
24-27 |
18.2% |
1-12 |
1.0% |
82% |
False |
False |
245,833 |
| 120 |
141-06 |
116-11 |
24-27 |
18.2% |
1-07 |
0.9% |
82% |
False |
False |
204,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
142-31 |
|
1.618 |
141-04 |
|
1.000 |
140-00 |
|
0.618 |
139-09 |
|
HIGH |
138-05 |
|
0.618 |
137-14 |
|
0.500 |
137-08 |
|
0.382 |
137-01 |
|
LOW |
136-10 |
|
0.618 |
135-06 |
|
1.000 |
134-15 |
|
1.618 |
133-11 |
|
2.618 |
131-16 |
|
4.250 |
128-15 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-08 |
137-17 |
| PP |
137-03 |
137-09 |
| S1 |
136-30 |
137-02 |
|