ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-17 |
129-16 |
-0-01 |
0.0% |
123-26 |
| High |
130-25 |
132-24 |
1-31 |
1.5% |
127-00 |
| Low |
129-11 |
129-11 |
0-00 |
0.0% |
123-10 |
| Close |
129-29 |
132-05 |
2-08 |
1.7% |
126-21 |
| Range |
1-14 |
3-13 |
1-31 |
137.0% |
3-22 |
| ATR |
1-07 |
1-12 |
0-05 |
12.8% |
0-00 |
| Volume |
5,116 |
2,362 |
-2,754 |
-53.8% |
1,891 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-20 |
140-10 |
134-01 |
|
| R3 |
138-07 |
136-29 |
133-03 |
|
| R2 |
134-26 |
134-26 |
132-25 |
|
| R1 |
133-16 |
133-16 |
132-15 |
134-05 |
| PP |
131-13 |
131-13 |
131-13 |
131-24 |
| S1 |
130-03 |
130-03 |
131-27 |
130-24 |
| S2 |
128-00 |
128-00 |
131-17 |
|
| S3 |
124-19 |
126-22 |
131-07 |
|
| S4 |
121-06 |
123-09 |
130-09 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-23 |
135-12 |
128-22 |
|
| R3 |
133-01 |
131-22 |
127-21 |
|
| R2 |
129-11 |
129-11 |
127-11 |
|
| R1 |
128-00 |
128-00 |
127-00 |
128-22 |
| PP |
125-21 |
125-21 |
125-21 |
126-00 |
| S1 |
124-10 |
124-10 |
126-10 |
125-00 |
| S2 |
121-31 |
121-31 |
125-31 |
|
| S3 |
118-09 |
120-20 |
125-21 |
|
| S4 |
114-19 |
116-30 |
124-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-24 |
124-28 |
7-28 |
6.0% |
2-06 |
1.7% |
92% |
True |
False |
2,021 |
| 10 |
132-24 |
123-10 |
9-14 |
7.1% |
1-17 |
1.1% |
94% |
True |
False |
1,220 |
| 20 |
132-24 |
121-23 |
11-01 |
8.3% |
1-10 |
1.0% |
95% |
True |
False |
712 |
| 40 |
132-24 |
120-28 |
11-28 |
9.0% |
0-30 |
0.7% |
95% |
True |
False |
377 |
| 60 |
132-24 |
120-28 |
11-28 |
9.0% |
0-22 |
0.5% |
95% |
True |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-07 |
|
2.618 |
141-21 |
|
1.618 |
138-08 |
|
1.000 |
136-05 |
|
0.618 |
134-27 |
|
HIGH |
132-24 |
|
0.618 |
131-14 |
|
0.500 |
131-02 |
|
0.382 |
130-21 |
|
LOW |
129-11 |
|
0.618 |
127-08 |
|
1.000 |
125-30 |
|
1.618 |
123-27 |
|
2.618 |
120-14 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
131-16 |
| PP |
131-13 |
130-27 |
| S1 |
131-02 |
130-06 |
|