ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
132-24 |
130-02 |
-2-22 |
-2.0% |
125-31 |
| High |
133-24 |
134-05 |
0-13 |
0.3% |
133-24 |
| Low |
130-16 |
129-30 |
-0-18 |
-0.4% |
125-28 |
| Close |
130-27 |
133-31 |
3-04 |
2.4% |
130-27 |
| Range |
3-08 |
4-07 |
0-31 |
29.8% |
7-28 |
| ATR |
1-16 |
1-23 |
0-06 |
12.8% |
0-00 |
| Volume |
2,657 |
2,725 |
68 |
2.6% |
12,551 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
143-28 |
136-09 |
|
| R3 |
141-04 |
139-21 |
135-04 |
|
| R2 |
136-29 |
136-29 |
134-24 |
|
| R1 |
135-14 |
135-14 |
134-11 |
136-06 |
| PP |
132-22 |
132-22 |
132-22 |
133-02 |
| S1 |
131-07 |
131-07 |
133-19 |
131-30 |
| S2 |
128-15 |
128-15 |
133-06 |
|
| S3 |
124-08 |
127-00 |
132-26 |
|
| S4 |
120-01 |
122-25 |
131-21 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
150-06 |
135-06 |
|
| R3 |
145-29 |
142-10 |
133-00 |
|
| R2 |
138-01 |
138-01 |
132-09 |
|
| R1 |
134-14 |
134-14 |
131-18 |
136-08 |
| PP |
130-05 |
130-05 |
130-05 |
131-02 |
| S1 |
126-18 |
126-18 |
130-04 |
128-12 |
| S2 |
122-09 |
122-09 |
129-13 |
|
| S3 |
114-13 |
118-22 |
128-22 |
|
| S4 |
106-17 |
110-26 |
126-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-05 |
127-20 |
6-17 |
4.9% |
2-28 |
2.1% |
97% |
True |
False |
2,803 |
| 10 |
134-05 |
123-10 |
10-27 |
8.1% |
2-02 |
1.5% |
98% |
True |
False |
1,712 |
| 20 |
134-05 |
123-10 |
10-27 |
8.1% |
1-18 |
1.2% |
98% |
True |
False |
936 |
| 40 |
134-05 |
120-28 |
13-09 |
9.9% |
1-04 |
0.8% |
99% |
True |
False |
510 |
| 60 |
134-05 |
120-28 |
13-09 |
9.9% |
0-26 |
0.6% |
99% |
True |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-03 |
|
2.618 |
145-06 |
|
1.618 |
140-31 |
|
1.000 |
138-12 |
|
0.618 |
136-24 |
|
HIGH |
134-05 |
|
0.618 |
132-17 |
|
0.500 |
132-02 |
|
0.382 |
131-18 |
|
LOW |
129-30 |
|
0.618 |
127-11 |
|
1.000 |
125-23 |
|
1.618 |
123-04 |
|
2.618 |
118-29 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133-10 |
133-07 |
| PP |
132-22 |
132-16 |
| S1 |
132-02 |
131-24 |
|