ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
138-27 |
141-16 |
2-21 |
1.9% |
138-01 |
| High |
141-20 |
143-02 |
1-14 |
1.0% |
141-20 |
| Low |
138-10 |
141-16 |
3-06 |
2.3% |
136-10 |
| Close |
141-18 |
142-01 |
0-15 |
0.3% |
141-18 |
| Range |
3-10 |
1-18 |
-1-24 |
-52.8% |
5-10 |
| ATR |
2-08 |
2-06 |
-0-02 |
-2.2% |
0-00 |
| Volume |
35,255 |
23,284 |
-11,971 |
-34.0% |
886,750 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
146-01 |
142-28 |
|
| R3 |
145-10 |
144-15 |
142-15 |
|
| R2 |
143-24 |
143-24 |
142-10 |
|
| R1 |
142-29 |
142-29 |
142-06 |
143-10 |
| PP |
142-06 |
142-06 |
142-06 |
142-13 |
| S1 |
141-11 |
141-11 |
141-28 |
141-24 |
| S2 |
140-20 |
140-20 |
141-24 |
|
| S3 |
139-02 |
139-25 |
141-19 |
|
| S4 |
137-16 |
138-07 |
141-06 |
|
|
| 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 |
143-02 |
136-10 |
6-24 |
4.8% |
2-07 |
1.6% |
85% |
True |
False |
123,185 |
| 10 |
143-02 |
136-02 |
7-00 |
4.9% |
2-05 |
1.5% |
85% |
True |
False |
274,097 |
| 20 |
143-02 |
134-02 |
9-00 |
6.3% |
2-13 |
1.7% |
89% |
True |
False |
337,239 |
| 40 |
143-02 |
124-22 |
18-12 |
12.9% |
2-03 |
1.5% |
94% |
True |
False |
357,383 |
| 60 |
143-02 |
122-05 |
20-29 |
14.7% |
1-26 |
1.3% |
95% |
True |
False |
349,962 |
| 80 |
143-02 |
122-05 |
20-29 |
14.7% |
1-20 |
1.2% |
95% |
True |
False |
314,555 |
| 100 |
143-02 |
118-00 |
25-02 |
17.6% |
1-15 |
1.0% |
96% |
True |
False |
251,975 |
| 120 |
143-02 |
116-11 |
26-23 |
18.8% |
1-10 |
0.9% |
96% |
True |
False |
210,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-22 |
|
2.618 |
147-05 |
|
1.618 |
145-19 |
|
1.000 |
144-20 |
|
0.618 |
144-01 |
|
HIGH |
143-02 |
|
0.618 |
142-15 |
|
0.500 |
142-09 |
|
0.382 |
142-03 |
|
LOW |
141-16 |
|
0.618 |
140-17 |
|
1.000 |
139-30 |
|
1.618 |
138-31 |
|
2.618 |
137-13 |
|
4.250 |
134-28 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
141-08 |
| PP |
142-06 |
140-15 |
| S1 |
142-04 |
139-22 |
|