ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
142-14 |
141-16 |
-0-30 |
-0.7% |
141-16 |
| High |
142-22 |
142-03 |
-0-19 |
-0.4% |
143-02 |
| Low |
141-10 |
140-24 |
-0-18 |
-0.4% |
140-16 |
| Close |
141-14 |
141-18 |
0-04 |
0.1% |
142-16 |
| Range |
1-12 |
1-11 |
-0-01 |
-2.3% |
2-18 |
| ATR |
1-31 |
1-30 |
-0-01 |
-2.3% |
0-00 |
| Volume |
5,863 |
3,580 |
-2,283 |
-38.9% |
51,858 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-16 |
144-28 |
142-10 |
|
| R3 |
144-05 |
143-17 |
141-30 |
|
| R2 |
142-26 |
142-26 |
141-26 |
|
| R1 |
142-06 |
142-06 |
141-22 |
142-16 |
| PP |
141-15 |
141-15 |
141-15 |
141-20 |
| S1 |
140-27 |
140-27 |
141-14 |
141-05 |
| S2 |
140-04 |
140-04 |
141-10 |
|
| S3 |
138-25 |
139-16 |
141-06 |
|
| S4 |
137-14 |
138-05 |
140-26 |
|
|
| 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% |
1-14 |
1.0% |
40% |
False |
False |
8,096 |
| 10 |
143-06 |
136-10 |
6-28 |
4.9% |
1-25 |
1.3% |
76% |
False |
False |
29,962 |
| 20 |
143-06 |
136-02 |
7-04 |
5.0% |
1-30 |
1.4% |
77% |
False |
False |
209,012 |
| 40 |
143-06 |
124-22 |
18-16 |
13.1% |
2-03 |
1.5% |
91% |
False |
False |
304,391 |
| 60 |
143-06 |
122-05 |
21-01 |
14.9% |
1-27 |
1.3% |
92% |
False |
False |
314,766 |
| 80 |
143-06 |
122-05 |
21-01 |
14.9% |
1-21 |
1.2% |
92% |
False |
False |
314,370 |
| 100 |
143-06 |
119-19 |
23-19 |
16.7% |
1-16 |
1.1% |
93% |
False |
False |
252,458 |
| 120 |
143-06 |
116-11 |
26-27 |
19.0% |
1-12 |
1.0% |
94% |
False |
False |
210,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-26 |
|
2.618 |
145-20 |
|
1.618 |
144-09 |
|
1.000 |
143-14 |
|
0.618 |
142-30 |
|
HIGH |
142-03 |
|
0.618 |
141-19 |
|
0.500 |
141-14 |
|
0.382 |
141-08 |
|
LOW |
140-24 |
|
0.618 |
139-29 |
|
1.000 |
139-13 |
|
1.618 |
138-18 |
|
2.618 |
137-07 |
|
4.250 |
135-01 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-16 |
141-31 |
| PP |
141-15 |
141-27 |
| S1 |
141-14 |
141-22 |
|