ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-21 |
138-03 |
1-14 |
1.1% |
135-11 |
| High |
139-28 |
139-19 |
-0-09 |
-0.2% |
139-28 |
| Low |
136-17 |
137-24 |
1-07 |
0.9% |
134-04 |
| Close |
138-11 |
139-00 |
0-21 |
0.5% |
139-00 |
| Range |
3-11 |
1-27 |
-1-16 |
-44.9% |
5-24 |
| ATR |
2-05 |
2-05 |
-0-01 |
-1.1% |
0-00 |
| Volume |
2,487 |
7,144 |
4,657 |
187.3% |
16,807 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
143-16 |
140-00 |
|
| R3 |
142-15 |
141-21 |
139-16 |
|
| R2 |
140-20 |
140-20 |
139-11 |
|
| R1 |
139-26 |
139-26 |
139-05 |
140-07 |
| PP |
138-25 |
138-25 |
138-25 |
139-00 |
| S1 |
137-31 |
137-31 |
138-27 |
138-12 |
| S2 |
136-30 |
136-30 |
138-21 |
|
| S3 |
135-03 |
136-04 |
138-16 |
|
| S4 |
133-08 |
134-09 |
138-00 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-29 |
152-23 |
142-05 |
|
| R3 |
149-05 |
146-31 |
140-19 |
|
| R2 |
143-13 |
143-13 |
140-02 |
|
| R1 |
141-07 |
141-07 |
139-17 |
142-10 |
| PP |
137-21 |
137-21 |
137-21 |
138-07 |
| S1 |
135-15 |
135-15 |
138-15 |
136-18 |
| S2 |
131-29 |
131-29 |
137-30 |
|
| S3 |
126-05 |
129-23 |
137-13 |
|
| S4 |
120-13 |
123-31 |
135-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-28 |
134-04 |
5-24 |
4.1% |
2-01 |
1.5% |
85% |
False |
False |
3,361 |
| 10 |
139-28 |
129-30 |
9-30 |
7.1% |
2-28 |
2.1% |
91% |
False |
False |
3,431 |
| 20 |
139-28 |
123-10 |
16-18 |
11.9% |
2-10 |
1.7% |
95% |
False |
False |
2,437 |
| 40 |
139-28 |
120-28 |
19-00 |
13.7% |
1-21 |
1.2% |
95% |
False |
False |
1,299 |
| 60 |
139-28 |
120-28 |
19-00 |
13.7% |
1-07 |
0.9% |
95% |
False |
False |
870 |
| 80 |
139-28 |
119-06 |
20-22 |
14.9% |
0-30 |
0.7% |
96% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-14 |
|
2.618 |
144-13 |
|
1.618 |
142-18 |
|
1.000 |
141-14 |
|
0.618 |
140-23 |
|
HIGH |
139-19 |
|
0.618 |
138-28 |
|
0.500 |
138-22 |
|
0.382 |
138-15 |
|
LOW |
137-24 |
|
0.618 |
136-20 |
|
1.000 |
135-29 |
|
1.618 |
134-25 |
|
2.618 |
132-30 |
|
4.250 |
129-29 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-28 |
138-16 |
| PP |
138-25 |
137-31 |
| S1 |
138-22 |
137-14 |
|