ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-28 |
137-09 |
1-13 |
1.0% |
139-02 |
| High |
137-16 |
137-24 |
0-08 |
0.2% |
139-17 |
| Low |
135-26 |
135-24 |
-0-02 |
0.0% |
134-26 |
| Close |
137-10 |
136-01 |
-1-09 |
-0.9% |
136-30 |
| Range |
1-22 |
2-00 |
0-10 |
18.5% |
4-23 |
| ATR |
2-02 |
2-02 |
0-00 |
-0.2% |
0-00 |
| Volume |
250,088 |
404,643 |
154,555 |
61.8% |
460,395 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-16 |
141-09 |
137-04 |
|
| R3 |
140-16 |
139-09 |
136-19 |
|
| R2 |
138-16 |
138-16 |
136-13 |
|
| R1 |
137-09 |
137-09 |
136-07 |
136-28 |
| PP |
136-16 |
136-16 |
136-16 |
136-10 |
| S1 |
135-09 |
135-09 |
135-27 |
134-28 |
| S2 |
134-16 |
134-16 |
135-21 |
|
| S3 |
132-16 |
133-09 |
135-15 |
|
| S4 |
130-16 |
131-09 |
134-30 |
|
|
| 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 |
137-24 |
134-26 |
2-30 |
2.2% |
1-27 |
1.4% |
41% |
True |
False |
231,707 |
| 10 |
139-28 |
134-26 |
5-02 |
3.7% |
2-02 |
1.5% |
24% |
False |
False |
129,793 |
| 20 |
139-28 |
129-11 |
10-17 |
7.7% |
2-17 |
1.9% |
64% |
False |
False |
66,381 |
| 40 |
139-28 |
121-11 |
18-17 |
13.6% |
1-28 |
1.4% |
79% |
False |
False |
33,489 |
| 60 |
139-28 |
120-28 |
19-00 |
14.0% |
1-13 |
1.0% |
80% |
False |
False |
22,339 |
| 80 |
139-28 |
120-28 |
19-00 |
14.0% |
1-04 |
0.8% |
80% |
False |
False |
16,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-08 |
|
2.618 |
143-00 |
|
1.618 |
141-00 |
|
1.000 |
139-24 |
|
0.618 |
139-00 |
|
HIGH |
137-24 |
|
0.618 |
137-00 |
|
0.500 |
136-24 |
|
0.382 |
136-16 |
|
LOW |
135-24 |
|
0.618 |
134-16 |
|
1.000 |
133-24 |
|
1.618 |
132-16 |
|
2.618 |
130-16 |
|
4.250 |
127-08 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-24 |
136-14 |
| PP |
136-16 |
136-09 |
| S1 |
136-09 |
136-05 |
|