ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-16 |
141-27 |
0-11 |
0.2% |
141-16 |
| High |
142-03 |
142-01 |
-0-02 |
0.0% |
143-02 |
| Low |
140-24 |
140-00 |
-0-24 |
-0.5% |
140-16 |
| Close |
141-18 |
140-13 |
-1-05 |
-0.8% |
142-16 |
| Range |
1-11 |
2-01 |
0-22 |
51.2% |
2-18 |
| ATR |
1-30 |
1-30 |
0-00 |
0.4% |
0-00 |
| Volume |
3,580 |
4,473 |
893 |
24.9% |
51,858 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-29 |
145-22 |
141-17 |
|
| R3 |
144-28 |
143-21 |
140-31 |
|
| R2 |
142-27 |
142-27 |
140-25 |
|
| R1 |
141-20 |
141-20 |
140-19 |
141-07 |
| PP |
140-26 |
140-26 |
140-26 |
140-20 |
| S1 |
139-19 |
139-19 |
140-07 |
139-06 |
| S2 |
138-25 |
138-25 |
140-01 |
|
| S3 |
136-24 |
137-18 |
139-27 |
|
| S4 |
134-23 |
135-17 |
139-09 |
|
|
| 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 |
140-00 |
3-06 |
2.3% |
1-19 |
1.1% |
13% |
False |
True |
6,478 |
| 10 |
143-06 |
136-10 |
6-28 |
4.9% |
1-25 |
1.3% |
60% |
False |
False |
15,737 |
| 20 |
143-06 |
136-02 |
7-04 |
5.1% |
1-30 |
1.4% |
61% |
False |
False |
194,548 |
| 40 |
143-06 |
124-22 |
18-16 |
13.2% |
2-04 |
1.5% |
85% |
False |
False |
297,818 |
| 60 |
143-06 |
122-05 |
21-01 |
15.0% |
1-27 |
1.3% |
87% |
False |
False |
309,967 |
| 80 |
143-06 |
122-05 |
21-01 |
15.0% |
1-22 |
1.2% |
87% |
False |
False |
313,842 |
| 100 |
143-06 |
119-28 |
23-10 |
16.6% |
1-16 |
1.1% |
88% |
False |
False |
252,500 |
| 120 |
143-06 |
116-11 |
26-27 |
19.1% |
1-12 |
1.0% |
90% |
False |
False |
210,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-21 |
|
2.618 |
147-11 |
|
1.618 |
145-10 |
|
1.000 |
144-02 |
|
0.618 |
143-09 |
|
HIGH |
142-01 |
|
0.618 |
141-08 |
|
0.500 |
141-00 |
|
0.382 |
140-25 |
|
LOW |
140-00 |
|
0.618 |
138-24 |
|
1.000 |
137-31 |
|
1.618 |
136-23 |
|
2.618 |
134-22 |
|
4.250 |
131-12 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-00 |
141-11 |
| PP |
140-26 |
141-01 |
| S1 |
140-20 |
140-23 |
|