ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-11 |
134-08 |
-1-03 |
-0.8% |
130-02 |
| High |
135-19 |
135-29 |
0-10 |
0.2% |
138-14 |
| Low |
134-07 |
134-04 |
-0-03 |
-0.1% |
129-30 |
| Close |
134-27 |
135-23 |
0-28 |
0.6% |
135-19 |
| Range |
1-12 |
1-25 |
0-13 |
29.5% |
8-16 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.1% |
0-00 |
| Volume |
2,246 |
2,162 |
-84 |
-3.7% |
17,509 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
139-30 |
136-22 |
|
| R3 |
138-26 |
138-05 |
136-07 |
|
| R2 |
137-01 |
137-01 |
136-01 |
|
| R1 |
136-12 |
136-12 |
135-28 |
136-22 |
| PP |
135-08 |
135-08 |
135-08 |
135-13 |
| S1 |
134-19 |
134-19 |
135-18 |
134-30 |
| S2 |
133-15 |
133-15 |
135-13 |
|
| S3 |
131-22 |
132-26 |
135-07 |
|
| S4 |
129-29 |
131-01 |
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 |
137-27 |
133-24 |
4-03 |
3.0% |
2-12 |
1.8% |
48% |
False |
False |
3,446 |
| 10 |
138-14 |
129-11 |
9-03 |
6.7% |
3-00 |
2.2% |
70% |
False |
False |
3,205 |
| 20 |
138-14 |
123-10 |
15-04 |
11.1% |
2-02 |
1.5% |
82% |
False |
False |
1,852 |
| 40 |
138-14 |
120-28 |
17-18 |
12.9% |
1-16 |
1.1% |
85% |
False |
False |
990 |
| 60 |
138-14 |
120-28 |
17-18 |
12.9% |
1-03 |
0.8% |
85% |
False |
False |
663 |
| 80 |
138-14 |
118-14 |
20-00 |
14.7% |
0-27 |
0.6% |
86% |
False |
False |
506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-15 |
|
2.618 |
140-18 |
|
1.618 |
138-25 |
|
1.000 |
137-22 |
|
0.618 |
137-00 |
|
HIGH |
135-29 |
|
0.618 |
135-07 |
|
0.500 |
135-00 |
|
0.382 |
134-26 |
|
LOW |
134-04 |
|
0.618 |
133-01 |
|
1.000 |
132-11 |
|
1.618 |
131-08 |
|
2.618 |
129-15 |
|
4.250 |
126-18 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-16 |
135-15 |
| PP |
135-08 |
135-08 |
| S1 |
135-00 |
135-00 |
|