ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
140-20 |
-1-04 |
-0.8% |
138-01 |
| High |
141-25 |
141-24 |
-0-01 |
0.0% |
141-20 |
| Low |
140-16 |
140-16 |
0-00 |
0.0% |
136-10 |
| Close |
140-24 |
141-11 |
0-19 |
0.4% |
141-18 |
| Range |
1-09 |
1-08 |
-0-01 |
-2.4% |
5-10 |
| ATR |
2-05 |
2-03 |
-0-02 |
-3.0% |
0-00 |
| Volume |
8,967 |
12,559 |
3,592 |
40.1% |
886,750 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-30 |
144-13 |
142-01 |
|
| R3 |
143-22 |
143-05 |
141-22 |
|
| R2 |
142-14 |
142-14 |
141-18 |
|
| R1 |
141-29 |
141-29 |
141-15 |
142-06 |
| PP |
141-06 |
141-06 |
141-06 |
141-11 |
| S1 |
140-21 |
140-21 |
141-07 |
140-30 |
| S2 |
139-30 |
139-30 |
141-04 |
|
| S3 |
138-22 |
139-13 |
141-00 |
|
| S4 |
137-14 |
138-05 |
140-21 |
|
|
| 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% |
2-00 |
1.4% |
75% |
False |
False |
24,996 |
| 10 |
143-02 |
136-02 |
7-00 |
5.0% |
1-29 |
1.4% |
75% |
False |
False |
191,526 |
| 20 |
143-02 |
135-02 |
8-00 |
5.7% |
2-02 |
1.5% |
79% |
False |
False |
280,174 |
| 40 |
143-02 |
124-22 |
18-12 |
13.0% |
2-03 |
1.5% |
91% |
False |
False |
336,997 |
| 60 |
143-02 |
122-05 |
20-29 |
14.8% |
1-26 |
1.3% |
92% |
False |
False |
338,947 |
| 80 |
143-02 |
122-05 |
20-29 |
14.8% |
1-21 |
1.2% |
92% |
False |
False |
314,668 |
| 100 |
143-02 |
118-15 |
24-19 |
17.4% |
1-15 |
1.0% |
93% |
False |
False |
252,189 |
| 120 |
143-02 |
116-11 |
26-23 |
18.9% |
1-11 |
0.9% |
94% |
False |
False |
210,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
145-01 |
|
1.618 |
143-25 |
|
1.000 |
143-00 |
|
0.618 |
142-17 |
|
HIGH |
141-24 |
|
0.618 |
141-09 |
|
0.500 |
141-04 |
|
0.382 |
140-31 |
|
LOW |
140-16 |
|
0.618 |
139-23 |
|
1.000 |
139-08 |
|
1.618 |
138-15 |
|
2.618 |
137-07 |
|
4.250 |
135-06 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-09 |
141-25 |
| PP |
141-06 |
141-20 |
| S1 |
141-04 |
141-16 |
|