ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
137-25 |
135-06 |
-2-19 |
-1.9% |
135-11 |
| High |
138-07 |
136-16 |
-1-23 |
-1.2% |
139-28 |
| Low |
135-02 |
134-26 |
-0-08 |
-0.2% |
134-04 |
| Close |
135-19 |
136-10 |
0-23 |
0.5% |
139-00 |
| Range |
3-05 |
1-22 |
-1-15 |
-46.5% |
5-24 |
| ATR |
2-04 |
2-03 |
-0-01 |
-1.5% |
0-00 |
| Volume |
109,689 |
142,865 |
33,176 |
30.2% |
16,807 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-30 |
140-10 |
137-08 |
|
| R3 |
139-08 |
138-20 |
136-25 |
|
| R2 |
137-18 |
137-18 |
136-20 |
|
| R1 |
136-30 |
136-30 |
136-15 |
137-08 |
| PP |
135-28 |
135-28 |
135-28 |
136-01 |
| S1 |
135-08 |
135-08 |
136-05 |
135-18 |
| S2 |
134-06 |
134-06 |
136-00 |
|
| S3 |
132-16 |
133-18 |
135-27 |
|
| S4 |
130-26 |
131-28 |
135-12 |
|
|
| 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 |
139-19 |
134-26 |
4-25 |
3.5% |
1-30 |
1.4% |
31% |
False |
True |
55,954 |
| 10 |
139-28 |
134-03 |
5-25 |
4.2% |
1-31 |
1.4% |
38% |
False |
False |
29,426 |
| 20 |
139-28 |
124-28 |
15-00 |
11.0% |
2-17 |
1.9% |
76% |
False |
False |
15,985 |
| 40 |
139-28 |
120-28 |
19-00 |
13.9% |
1-24 |
1.3% |
81% |
False |
False |
8,111 |
| 60 |
139-28 |
120-28 |
19-00 |
13.9% |
1-10 |
1.0% |
81% |
False |
False |
5,413 |
| 80 |
139-28 |
120-21 |
19-07 |
14.1% |
1-01 |
0.8% |
81% |
False |
False |
4,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-22 |
|
2.618 |
140-29 |
|
1.618 |
139-07 |
|
1.000 |
138-06 |
|
0.618 |
137-17 |
|
HIGH |
136-16 |
|
0.618 |
135-27 |
|
0.500 |
135-21 |
|
0.382 |
135-15 |
|
LOW |
134-26 |
|
0.618 |
133-25 |
|
1.000 |
133-04 |
|
1.618 |
132-03 |
|
2.618 |
130-13 |
|
4.250 |
127-20 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-03 |
137-01 |
| PP |
135-28 |
136-25 |
| S1 |
135-21 |
136-18 |
|