ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-16 |
141-24 |
0-08 |
0.2% |
138-01 |
| High |
143-02 |
141-25 |
-1-09 |
-0.9% |
141-20 |
| Low |
141-16 |
140-16 |
-1-00 |
-0.7% |
136-10 |
| Close |
142-01 |
140-24 |
-1-09 |
-0.9% |
141-18 |
| Range |
1-18 |
1-09 |
-0-09 |
-18.0% |
5-10 |
| ATR |
2-06 |
2-05 |
-0-02 |
-2.2% |
0-00 |
| Volume |
23,284 |
8,967 |
-14,317 |
-61.5% |
886,750 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
144-03 |
141-15 |
|
| R3 |
143-18 |
142-26 |
141-03 |
|
| R2 |
142-09 |
142-09 |
141-00 |
|
| R1 |
141-17 |
141-17 |
140-28 |
141-08 |
| PP |
141-00 |
141-00 |
141-00 |
140-28 |
| S1 |
140-08 |
140-08 |
140-20 |
140-00 |
| S2 |
139-23 |
139-23 |
140-16 |
|
| S3 |
138-14 |
138-31 |
140-13 |
|
| S4 |
137-05 |
137-22 |
140-01 |
|
|
| 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% |
2-04 |
1.5% |
66% |
False |
False |
51,829 |
| 10 |
143-02 |
136-02 |
7-00 |
5.0% |
2-03 |
1.5% |
67% |
False |
False |
235,913 |
| 20 |
143-02 |
135-02 |
8-00 |
5.7% |
2-06 |
1.5% |
71% |
False |
False |
308,533 |
| 40 |
143-02 |
124-22 |
18-12 |
13.1% |
2-03 |
1.5% |
87% |
False |
False |
346,610 |
| 60 |
143-02 |
122-05 |
20-29 |
14.9% |
1-27 |
1.3% |
89% |
False |
False |
345,782 |
| 80 |
143-02 |
122-05 |
20-29 |
14.9% |
1-20 |
1.2% |
89% |
False |
False |
314,616 |
| 100 |
143-02 |
118-12 |
24-22 |
17.5% |
1-15 |
1.0% |
91% |
False |
False |
252,064 |
| 120 |
143-02 |
116-11 |
26-23 |
19.0% |
1-10 |
0.9% |
91% |
False |
False |
210,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-07 |
|
2.618 |
145-04 |
|
1.618 |
143-27 |
|
1.000 |
143-02 |
|
0.618 |
142-18 |
|
HIGH |
141-25 |
|
0.618 |
141-09 |
|
0.500 |
141-04 |
|
0.382 |
141-00 |
|
LOW |
140-16 |
|
0.618 |
139-23 |
|
1.000 |
139-07 |
|
1.618 |
138-14 |
|
2.618 |
137-05 |
|
4.250 |
135-02 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
140-23 |
| PP |
141-00 |
140-23 |
| S1 |
140-28 |
140-22 |
|