ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-27 |
140-19 |
-1-08 |
-0.9% |
142-17 |
| High |
142-01 |
141-03 |
-0-30 |
-0.7% |
143-06 |
| Low |
140-00 |
140-00 |
0-00 |
0.0% |
140-00 |
| Close |
140-13 |
140-23 |
0-10 |
0.2% |
140-23 |
| Range |
2-01 |
1-03 |
-0-30 |
-46.2% |
3-06 |
| ATR |
1-30 |
1-28 |
-0-02 |
-3.1% |
0-00 |
| Volume |
4,473 |
4,758 |
285 |
6.4% |
30,104 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-28 |
143-13 |
141-10 |
|
| R3 |
142-25 |
142-10 |
141-01 |
|
| R2 |
141-22 |
141-22 |
140-29 |
|
| R1 |
141-07 |
141-07 |
140-26 |
141-14 |
| PP |
140-19 |
140-19 |
140-19 |
140-23 |
| S1 |
140-04 |
140-04 |
140-20 |
140-12 |
| S2 |
139-16 |
139-16 |
140-17 |
|
| S3 |
138-13 |
139-01 |
140-13 |
|
| S4 |
137-10 |
137-30 |
140-04 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-28 |
148-31 |
142-15 |
|
| R3 |
147-22 |
145-25 |
141-19 |
|
| R2 |
144-16 |
144-16 |
141-10 |
|
| R1 |
142-19 |
142-19 |
141-00 |
141-30 |
| PP |
141-10 |
141-10 |
141-10 |
140-31 |
| S1 |
139-13 |
139-13 |
140-14 |
138-24 |
| S2 |
138-04 |
138-04 |
140-04 |
|
| S3 |
134-30 |
136-07 |
139-27 |
|
| S4 |
131-24 |
133-01 |
138-31 |
|
|
| 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% |
1-13 |
1.0% |
23% |
False |
True |
6,020 |
| 10 |
143-06 |
138-10 |
4-28 |
3.5% |
1-21 |
1.2% |
49% |
False |
False |
11,721 |
| 20 |
143-06 |
136-02 |
7-04 |
5.1% |
1-26 |
1.3% |
65% |
False |
False |
170,902 |
| 40 |
143-06 |
124-22 |
18-16 |
13.1% |
2-04 |
1.5% |
87% |
False |
False |
289,103 |
| 60 |
143-06 |
122-05 |
21-01 |
14.9% |
1-27 |
1.3% |
88% |
False |
False |
305,376 |
| 80 |
143-06 |
122-05 |
21-01 |
14.9% |
1-22 |
1.2% |
88% |
False |
False |
312,564 |
| 100 |
143-06 |
119-28 |
23-10 |
16.6% |
1-17 |
1.1% |
89% |
False |
False |
252,543 |
| 120 |
143-06 |
116-11 |
26-27 |
19.1% |
1-12 |
1.0% |
91% |
False |
False |
210,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-24 |
|
2.618 |
143-31 |
|
1.618 |
142-28 |
|
1.000 |
142-06 |
|
0.618 |
141-25 |
|
HIGH |
141-03 |
|
0.618 |
140-22 |
|
0.500 |
140-18 |
|
0.382 |
140-13 |
|
LOW |
140-00 |
|
0.618 |
139-10 |
|
1.000 |
138-29 |
|
1.618 |
138-07 |
|
2.618 |
137-04 |
|
4.250 |
135-11 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-21 |
141-02 |
| PP |
140-19 |
140-30 |
| S1 |
140-18 |
140-26 |
|