ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-03 |
142-17 |
1-14 |
1.0% |
141-16 |
| High |
142-26 |
143-06 |
0-12 |
0.3% |
143-02 |
| Low |
140-26 |
141-31 |
1-05 |
0.8% |
140-16 |
| Close |
142-16 |
142-19 |
0-03 |
0.1% |
142-16 |
| Range |
2-00 |
1-07 |
-0-25 |
-39.1% |
2-18 |
| ATR |
2-03 |
2-01 |
-0-02 |
-3.0% |
0-00 |
| Volume |
7,048 |
11,430 |
4,382 |
62.2% |
51,858 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
145-20 |
143-08 |
|
| R3 |
145-01 |
144-13 |
142-30 |
|
| R2 |
143-26 |
143-26 |
142-26 |
|
| R1 |
143-06 |
143-06 |
142-23 |
143-16 |
| PP |
142-19 |
142-19 |
142-19 |
142-24 |
| S1 |
141-31 |
141-31 |
142-15 |
142-09 |
| S2 |
141-12 |
141-12 |
142-12 |
|
| S3 |
140-05 |
140-24 |
142-08 |
|
| S4 |
138-30 |
139-17 |
141-30 |
|
|
| 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 |
143-06 |
140-16 |
2-22 |
1.9% |
1-15 |
1.0% |
78% |
True |
False |
12,657 |
| 10 |
143-06 |
136-10 |
6-28 |
4.8% |
1-28 |
1.3% |
91% |
True |
False |
95,003 |
| 20 |
143-06 |
135-16 |
7-22 |
5.4% |
1-30 |
1.4% |
92% |
True |
False |
235,231 |
| 40 |
143-06 |
124-22 |
18-16 |
13.0% |
2-04 |
1.5% |
97% |
True |
False |
319,594 |
| 60 |
143-06 |
122-05 |
21-01 |
14.7% |
1-26 |
1.3% |
97% |
True |
False |
323,767 |
| 80 |
143-06 |
122-05 |
21-01 |
14.7% |
1-21 |
1.2% |
97% |
True |
False |
314,729 |
| 100 |
143-06 |
119-13 |
23-25 |
16.7% |
1-15 |
1.0% |
98% |
True |
False |
252,366 |
| 120 |
143-06 |
116-11 |
26-27 |
18.8% |
1-11 |
1.0% |
98% |
True |
False |
210,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-12 |
|
2.618 |
146-12 |
|
1.618 |
145-05 |
|
1.000 |
144-13 |
|
0.618 |
143-30 |
|
HIGH |
143-06 |
|
0.618 |
142-23 |
|
0.500 |
142-18 |
|
0.382 |
142-14 |
|
LOW |
141-31 |
|
0.618 |
141-07 |
|
1.000 |
140-24 |
|
1.618 |
140-00 |
|
2.618 |
138-25 |
|
4.250 |
136-25 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-19 |
142-11 |
| PP |
142-19 |
142-03 |
| S1 |
142-18 |
141-27 |
|