ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-08 |
135-15 |
1-07 |
0.9% |
130-02 |
| High |
135-29 |
136-26 |
0-29 |
0.7% |
138-14 |
| Low |
134-04 |
135-01 |
0-29 |
0.7% |
129-30 |
| Close |
135-23 |
136-20 |
0-29 |
0.7% |
135-19 |
| Range |
1-25 |
1-25 |
0-00 |
0.0% |
8-16 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.1% |
0-00 |
| Volume |
2,162 |
2,768 |
606 |
28.0% |
17,509 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-16 |
140-27 |
137-19 |
|
| R3 |
139-23 |
139-02 |
137-04 |
|
| R2 |
137-30 |
137-30 |
136-30 |
|
| R1 |
137-09 |
137-09 |
136-25 |
137-20 |
| PP |
136-05 |
136-05 |
136-05 |
136-10 |
| S1 |
135-16 |
135-16 |
136-15 |
135-26 |
| S2 |
134-12 |
134-12 |
136-10 |
|
| S3 |
132-19 |
133-23 |
136-04 |
|
| S4 |
130-26 |
131-30 |
135-21 |
|
|
| 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 |
137-12 |
133-24 |
3-20 |
2.7% |
2-01 |
1.5% |
79% |
False |
False |
3,521 |
| 10 |
138-14 |
129-11 |
9-03 |
6.7% |
3-01 |
2.2% |
80% |
False |
False |
2,970 |
| 20 |
138-14 |
123-10 |
15-04 |
11.1% |
2-04 |
1.6% |
88% |
False |
False |
1,981 |
| 40 |
138-14 |
120-28 |
17-18 |
12.9% |
1-17 |
1.1% |
90% |
False |
False |
1,059 |
| 60 |
138-14 |
120-28 |
17-18 |
12.9% |
1-04 |
0.8% |
90% |
False |
False |
709 |
| 80 |
138-14 |
118-14 |
20-00 |
14.6% |
0-28 |
0.6% |
91% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-12 |
|
2.618 |
141-15 |
|
1.618 |
139-22 |
|
1.000 |
138-19 |
|
0.618 |
137-29 |
|
HIGH |
136-26 |
|
0.618 |
136-04 |
|
0.500 |
135-30 |
|
0.382 |
135-23 |
|
LOW |
135-01 |
|
0.618 |
133-30 |
|
1.000 |
133-08 |
|
1.618 |
132-05 |
|
2.618 |
130-12 |
|
4.250 |
127-15 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-12 |
136-08 |
| PP |
136-05 |
135-27 |
| S1 |
135-30 |
135-15 |
|