ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-06 |
136-02 |
0-28 |
0.6% |
139-02 |
| High |
136-16 |
137-24 |
1-08 |
0.9% |
139-17 |
| Low |
134-26 |
135-25 |
0-31 |
0.7% |
134-26 |
| Close |
136-10 |
136-30 |
0-20 |
0.5% |
136-30 |
| Range |
1-22 |
1-31 |
0-09 |
16.7% |
4-23 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.5% |
0-00 |
| Volume |
142,865 |
187,765 |
44,900 |
31.4% |
460,395 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-23 |
141-26 |
138-01 |
|
| R3 |
140-24 |
139-27 |
137-15 |
|
| R2 |
138-25 |
138-25 |
137-10 |
|
| R1 |
137-28 |
137-28 |
137-04 |
138-10 |
| PP |
136-26 |
136-26 |
136-26 |
137-02 |
| S1 |
135-29 |
135-29 |
136-24 |
136-12 |
| S2 |
134-27 |
134-27 |
136-18 |
|
| S3 |
132-28 |
133-30 |
136-13 |
|
| S4 |
130-29 |
131-31 |
135-27 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
148-26 |
139-17 |
|
| R3 |
146-17 |
144-03 |
138-08 |
|
| R2 |
141-26 |
141-26 |
137-26 |
|
| R1 |
139-12 |
139-12 |
137-12 |
138-08 |
| PP |
137-03 |
137-03 |
137-03 |
136-17 |
| S1 |
134-21 |
134-21 |
136-16 |
133-16 |
| S2 |
132-12 |
132-12 |
136-02 |
|
| S3 |
127-21 |
129-30 |
135-20 |
|
| S4 |
122-30 |
125-07 |
134-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-17 |
134-26 |
4-23 |
3.4% |
1-31 |
1.4% |
45% |
False |
False |
92,079 |
| 10 |
139-28 |
134-04 |
5-24 |
4.2% |
2-00 |
1.5% |
49% |
False |
False |
47,720 |
| 20 |
139-28 |
125-28 |
14-00 |
10.2% |
2-17 |
1.8% |
79% |
False |
False |
25,363 |
| 40 |
139-28 |
121-01 |
18-27 |
13.8% |
1-24 |
1.3% |
84% |
False |
False |
12,805 |
| 60 |
139-28 |
120-28 |
19-00 |
13.9% |
1-11 |
1.0% |
85% |
False |
False |
8,542 |
| 80 |
139-28 |
120-28 |
19-00 |
13.9% |
1-02 |
0.8% |
85% |
False |
False |
6,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-04 |
|
2.618 |
142-29 |
|
1.618 |
140-30 |
|
1.000 |
139-23 |
|
0.618 |
138-31 |
|
HIGH |
137-24 |
|
0.618 |
137-00 |
|
0.500 |
136-24 |
|
0.382 |
136-17 |
|
LOW |
135-25 |
|
0.618 |
134-18 |
|
1.000 |
133-26 |
|
1.618 |
132-19 |
|
2.618 |
130-20 |
|
4.250 |
127-13 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-28 |
136-26 |
| PP |
136-26 |
136-21 |
| S1 |
136-24 |
136-16 |
|