ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
137-08 |
138-27 |
1-19 |
1.2% |
138-01 |
| High |
138-28 |
141-20 |
2-24 |
2.0% |
141-20 |
| Low |
136-10 |
138-10 |
2-00 |
1.5% |
136-10 |
| Close |
138-22 |
141-18 |
2-28 |
2.1% |
141-18 |
| Range |
2-18 |
3-10 |
0-24 |
29.3% |
5-10 |
| ATR |
2-05 |
2-08 |
0-03 |
3.8% |
0-00 |
| Volume |
44,918 |
35,255 |
-9,663 |
-21.5% |
886,750 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-14 |
149-10 |
143-12 |
|
| R3 |
147-04 |
146-00 |
142-15 |
|
| R2 |
143-26 |
143-26 |
142-05 |
|
| R1 |
142-22 |
142-22 |
141-28 |
143-08 |
| PP |
140-16 |
140-16 |
140-16 |
140-25 |
| S1 |
139-12 |
139-12 |
141-08 |
139-30 |
| S2 |
137-06 |
137-06 |
140-31 |
|
| S3 |
133-28 |
136-02 |
140-21 |
|
| S4 |
130-18 |
132-24 |
139-24 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-25 |
153-31 |
144-16 |
|
| R3 |
150-15 |
148-21 |
143-01 |
|
| R2 |
145-05 |
145-05 |
142-17 |
|
| R1 |
143-11 |
143-11 |
142-02 |
144-08 |
| PP |
139-27 |
139-27 |
139-27 |
140-09 |
| S1 |
138-01 |
138-01 |
141-02 |
138-30 |
| S2 |
134-17 |
134-17 |
140-19 |
|
| S3 |
129-07 |
132-23 |
140-03 |
|
| S4 |
123-29 |
127-13 |
138-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-20 |
136-10 |
5-10 |
3.8% |
2-09 |
1.6% |
99% |
True |
False |
177,350 |
| 10 |
141-20 |
136-02 |
5-18 |
3.9% |
2-04 |
1.5% |
99% |
True |
False |
298,380 |
| 20 |
141-20 |
131-11 |
10-09 |
7.3% |
2-17 |
1.8% |
99% |
True |
False |
360,926 |
| 40 |
141-20 |
124-19 |
17-01 |
12.0% |
2-03 |
1.5% |
100% |
True |
False |
364,591 |
| 60 |
141-20 |
122-05 |
19-15 |
13.8% |
1-26 |
1.3% |
100% |
True |
False |
354,385 |
| 80 |
141-20 |
122-05 |
19-15 |
13.8% |
1-20 |
1.2% |
100% |
True |
False |
314,343 |
| 100 |
141-20 |
117-15 |
24-05 |
17.1% |
1-15 |
1.0% |
100% |
True |
False |
251,745 |
| 120 |
141-20 |
116-11 |
25-09 |
17.9% |
1-10 |
0.9% |
100% |
True |
False |
209,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-22 |
|
2.618 |
150-10 |
|
1.618 |
147-00 |
|
1.000 |
144-30 |
|
0.618 |
143-22 |
|
HIGH |
141-20 |
|
0.618 |
140-12 |
|
0.500 |
139-31 |
|
0.382 |
139-18 |
|
LOW |
138-10 |
|
0.618 |
136-08 |
|
1.000 |
135-00 |
|
1.618 |
132-30 |
|
2.618 |
129-20 |
|
4.250 |
124-08 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-01 |
140-22 |
| PP |
140-16 |
139-27 |
| S1 |
139-31 |
138-31 |
|