ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
135-04 |
0-30 |
0.7% |
125-31 |
| High |
138-14 |
137-27 |
-0-19 |
-0.4% |
133-24 |
| Low |
132-27 |
134-08 |
1-13 |
1.1% |
125-28 |
| Close |
135-28 |
136-31 |
1-03 |
0.8% |
130-27 |
| Range |
5-19 |
3-19 |
-2-00 |
-35.8% |
7-28 |
| ATR |
1-31 |
2-03 |
0-04 |
5.8% |
0-00 |
| Volume |
1,959 |
2,392 |
433 |
22.1% |
12,551 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
145-21 |
138-30 |
|
| R3 |
143-17 |
142-02 |
137-31 |
|
| R2 |
139-30 |
139-30 |
137-20 |
|
| R1 |
138-15 |
138-15 |
137-10 |
139-06 |
| PP |
136-11 |
136-11 |
136-11 |
136-23 |
| S1 |
134-28 |
134-28 |
136-20 |
135-20 |
| S2 |
132-24 |
132-24 |
136-10 |
|
| S3 |
129-05 |
131-09 |
135-31 |
|
| S4 |
125-18 |
127-22 |
135-00 |
|
|
| 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 |
138-14 |
129-11 |
9-03 |
6.6% |
4-00 |
2.9% |
84% |
False |
False |
2,419 |
| 10 |
138-14 |
124-08 |
14-06 |
10.4% |
2-26 |
2.1% |
90% |
False |
False |
2,013 |
| 20 |
138-14 |
123-10 |
15-04 |
11.0% |
1-29 |
1.4% |
90% |
False |
False |
1,129 |
| 40 |
138-14 |
120-28 |
17-18 |
12.8% |
1-10 |
1.0% |
92% |
False |
False |
619 |
| 60 |
138-14 |
120-28 |
17-18 |
12.8% |
0-31 |
0.7% |
92% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-04 |
|
2.618 |
147-08 |
|
1.618 |
143-21 |
|
1.000 |
141-14 |
|
0.618 |
140-02 |
|
HIGH |
137-27 |
|
0.618 |
136-15 |
|
0.500 |
136-02 |
|
0.382 |
135-20 |
|
LOW |
134-08 |
|
0.618 |
132-01 |
|
1.000 |
130-21 |
|
1.618 |
128-14 |
|
2.618 |
124-27 |
|
4.250 |
118-31 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-21 |
136-01 |
| PP |
136-11 |
135-04 |
| S1 |
136-02 |
134-06 |
|