ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
137-00 |
134-03 |
-2-29 |
-2.1% |
130-02 |
High |
137-12 |
135-21 |
-1-23 |
-1.3% |
138-14 |
Low |
133-24 |
134-03 |
0-11 |
0.3% |
129-30 |
Close |
133-28 |
135-19 |
1-23 |
1.3% |
135-19 |
Range |
3-20 |
1-18 |
-2-02 |
-56.9% |
8-16 |
ATR |
2-07 |
2-06 |
-0-01 |
-1.4% |
0-00 |
Volume |
5,605 |
4,828 |
-777 |
-13.9% |
17,509 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-26 |
139-08 |
136-14 |
|
R3 |
138-08 |
137-22 |
136-01 |
|
R2 |
136-22 |
136-22 |
135-28 |
|
R1 |
136-04 |
136-04 |
135-24 |
136-13 |
PP |
135-04 |
135-04 |
135-04 |
135-08 |
S1 |
134-18 |
134-18 |
135-14 |
134-27 |
S2 |
133-18 |
133-18 |
135-10 |
|
S3 |
132-00 |
133-00 |
135-05 |
|
S4 |
130-14 |
131-14 |
134-24 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-05 |
156-12 |
140-09 |
|
R3 |
151-21 |
147-28 |
137-30 |
|
R2 |
143-05 |
143-05 |
137-05 |
|
R1 |
139-12 |
139-12 |
136-12 |
141-08 |
PP |
134-21 |
134-21 |
134-21 |
135-19 |
S1 |
130-28 |
130-28 |
134-26 |
132-24 |
S2 |
126-05 |
126-05 |
134-01 |
|
S3 |
117-21 |
122-12 |
133-08 |
|
S4 |
109-05 |
113-28 |
130-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-14 |
129-30 |
8-16 |
6.3% |
3-23 |
2.7% |
67% |
False |
False |
3,501 |
10 |
138-14 |
125-28 |
12-18 |
9.3% |
3-02 |
2.3% |
77% |
False |
False |
3,006 |
20 |
138-14 |
123-10 |
15-04 |
11.2% |
2-02 |
1.5% |
81% |
False |
False |
1,641 |
40 |
138-14 |
120-28 |
17-18 |
13.0% |
1-14 |
1.1% |
84% |
False |
False |
880 |
60 |
138-14 |
120-28 |
17-18 |
13.0% |
1-02 |
0.8% |
84% |
False |
False |
590 |
80 |
138-14 |
118-01 |
20-13 |
15.0% |
0-26 |
0.6% |
86% |
False |
False |
451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-10 |
2.618 |
139-24 |
1.618 |
138-06 |
1.000 |
137-07 |
0.618 |
136-20 |
HIGH |
135-21 |
0.618 |
135-02 |
0.500 |
134-28 |
0.382 |
134-22 |
LOW |
134-03 |
0.618 |
133-04 |
1.000 |
132-17 |
1.618 |
131-18 |
2.618 |
130-00 |
4.250 |
127-14 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
135-11 |
135-26 |
PP |
135-04 |
135-23 |
S1 |
134-28 |
135-21 |
|