ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
136-02 |
136-26 |
0-24 |
0.6% |
139-02 |
| High |
137-24 |
136-30 |
-0-26 |
-0.6% |
139-17 |
| Low |
135-25 |
135-03 |
-0-22 |
-0.5% |
134-26 |
| Close |
136-30 |
135-18 |
-1-12 |
-1.0% |
136-30 |
| Range |
1-31 |
1-27 |
-0-04 |
-6.3% |
4-23 |
| ATR |
2-03 |
2-02 |
-0-01 |
-0.8% |
0-00 |
| Volume |
187,765 |
173,177 |
-14,588 |
-7.8% |
460,395 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-13 |
140-10 |
136-18 |
|
| R3 |
139-18 |
138-15 |
136-02 |
|
| R2 |
137-23 |
137-23 |
135-29 |
|
| R1 |
136-20 |
136-20 |
135-23 |
136-08 |
| PP |
135-28 |
135-28 |
135-28 |
135-22 |
| S1 |
134-25 |
134-25 |
135-13 |
134-13 |
| S2 |
134-01 |
134-01 |
135-07 |
|
| S3 |
132-06 |
132-30 |
135-02 |
|
| S4 |
130-11 |
131-03 |
134-18 |
|
|
| 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 |
139-08 |
134-26 |
4-14 |
3.3% |
2-02 |
1.5% |
17% |
False |
False |
125,124 |
| 10 |
139-28 |
134-04 |
5-24 |
4.2% |
2-01 |
1.5% |
25% |
False |
False |
64,813 |
| 20 |
139-28 |
127-20 |
12-08 |
9.0% |
2-17 |
1.9% |
65% |
False |
False |
33,959 |
| 40 |
139-28 |
121-11 |
18-17 |
13.7% |
1-25 |
1.3% |
77% |
False |
False |
17,133 |
| 60 |
139-28 |
120-28 |
19-00 |
14.0% |
1-11 |
1.0% |
77% |
False |
False |
11,428 |
| 80 |
139-28 |
120-28 |
19-00 |
14.0% |
1-02 |
0.8% |
77% |
False |
False |
8,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-25 |
|
2.618 |
141-24 |
|
1.618 |
139-29 |
|
1.000 |
138-25 |
|
0.618 |
138-02 |
|
HIGH |
136-30 |
|
0.618 |
136-07 |
|
0.500 |
136-00 |
|
0.382 |
135-26 |
|
LOW |
135-03 |
|
0.618 |
133-31 |
|
1.000 |
133-08 |
|
1.618 |
132-04 |
|
2.618 |
130-09 |
|
4.250 |
127-08 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
136-09 |
| PP |
135-28 |
136-01 |
| S1 |
135-23 |
135-26 |
|