ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-20 |
141-03 |
0-15 |
0.3% |
141-16 |
| High |
141-24 |
142-26 |
1-02 |
0.7% |
143-02 |
| Low |
140-16 |
140-26 |
0-10 |
0.2% |
140-16 |
| Close |
141-11 |
142-16 |
1-05 |
0.8% |
142-16 |
| Range |
1-08 |
2-00 |
0-24 |
60.0% |
2-18 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
12,559 |
7,048 |
-5,511 |
-43.9% |
51,858 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
147-09 |
143-19 |
|
| R3 |
146-01 |
145-09 |
143-02 |
|
| R2 |
144-01 |
144-01 |
142-28 |
|
| R1 |
143-09 |
143-09 |
142-22 |
143-21 |
| PP |
142-01 |
142-01 |
142-01 |
142-08 |
| S1 |
141-09 |
141-09 |
142-10 |
141-21 |
| S2 |
140-01 |
140-01 |
142-04 |
|
| S3 |
138-01 |
139-09 |
141-30 |
|
| S4 |
136-01 |
137-09 |
141-13 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-23 |
148-21 |
143-29 |
|
| R3 |
147-05 |
146-03 |
143-07 |
|
| R2 |
144-19 |
144-19 |
142-31 |
|
| R1 |
143-17 |
143-17 |
142-24 |
144-02 |
| PP |
142-01 |
142-01 |
142-01 |
142-09 |
| S1 |
140-31 |
140-31 |
142-08 |
141-16 |
| S2 |
139-15 |
139-15 |
142-01 |
|
| S3 |
136-29 |
138-13 |
141-25 |
|
| S4 |
134-11 |
135-27 |
141-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-02 |
138-10 |
4-24 |
3.3% |
1-28 |
1.3% |
88% |
False |
False |
17,422 |
| 10 |
143-02 |
136-10 |
6-24 |
4.7% |
1-30 |
1.4% |
92% |
False |
False |
143,153 |
| 20 |
143-02 |
135-11 |
7-23 |
5.4% |
1-31 |
1.4% |
93% |
False |
False |
250,273 |
| 40 |
143-02 |
124-22 |
18-12 |
12.9% |
2-04 |
1.5% |
97% |
False |
False |
327,094 |
| 60 |
143-02 |
122-05 |
20-29 |
14.7% |
1-26 |
1.3% |
97% |
False |
False |
330,742 |
| 80 |
143-02 |
122-05 |
20-29 |
14.7% |
1-21 |
1.2% |
97% |
False |
False |
314,713 |
| 100 |
143-02 |
119-06 |
23-28 |
16.8% |
1-15 |
1.0% |
98% |
False |
False |
252,256 |
| 120 |
143-02 |
116-11 |
26-23 |
18.8% |
1-11 |
0.9% |
98% |
False |
False |
210,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
148-02 |
|
1.618 |
146-02 |
|
1.000 |
144-26 |
|
0.618 |
144-02 |
|
HIGH |
142-26 |
|
0.618 |
142-02 |
|
0.500 |
141-26 |
|
0.382 |
141-18 |
|
LOW |
140-26 |
|
0.618 |
139-18 |
|
1.000 |
138-26 |
|
1.618 |
137-18 |
|
2.618 |
135-18 |
|
4.250 |
132-10 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
142-07 |
| PP |
142-01 |
141-30 |
| S1 |
141-26 |
141-21 |
|