ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
137-09 |
135-30 |
-1-11 |
-1.0% |
139-02 |
| High |
137-24 |
137-20 |
-0-04 |
-0.1% |
139-17 |
| Low |
135-24 |
135-01 |
-0-23 |
-0.5% |
134-26 |
| Close |
136-01 |
137-13 |
1-12 |
1.0% |
136-30 |
| Range |
2-00 |
2-19 |
0-19 |
29.7% |
4-23 |
| ATR |
2-02 |
2-03 |
0-01 |
1.8% |
0-00 |
| Volume |
404,643 |
350,776 |
-53,867 |
-13.3% |
460,395 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-15 |
143-17 |
138-27 |
|
| R3 |
141-28 |
140-30 |
138-04 |
|
| R2 |
139-09 |
139-09 |
137-28 |
|
| R1 |
138-11 |
138-11 |
137-21 |
138-26 |
| PP |
136-22 |
136-22 |
136-22 |
136-30 |
| S1 |
135-24 |
135-24 |
137-05 |
136-07 |
| S2 |
134-03 |
134-03 |
136-30 |
|
| S3 |
131-16 |
133-05 |
136-22 |
|
| S4 |
128-29 |
130-18 |
135-31 |
|
|
| 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 |
135-01 |
2-23 |
2.0% |
2-01 |
1.5% |
87% |
False |
True |
273,289 |
| 10 |
139-19 |
134-26 |
4-25 |
3.5% |
1-31 |
1.4% |
54% |
False |
False |
164,622 |
| 20 |
139-28 |
129-30 |
9-30 |
7.2% |
2-16 |
1.8% |
75% |
False |
False |
83,802 |
| 40 |
139-28 |
121-23 |
18-05 |
13.2% |
1-29 |
1.4% |
86% |
False |
False |
42,257 |
| 60 |
139-28 |
120-28 |
19-00 |
13.8% |
1-14 |
1.1% |
87% |
False |
False |
28,186 |
| 80 |
139-28 |
120-28 |
19-00 |
13.8% |
1-05 |
0.8% |
87% |
False |
False |
21,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-21 |
|
2.618 |
144-13 |
|
1.618 |
141-26 |
|
1.000 |
140-07 |
|
0.618 |
139-07 |
|
HIGH |
137-20 |
|
0.618 |
136-20 |
|
0.500 |
136-10 |
|
0.382 |
136-01 |
|
LOW |
135-01 |
|
0.618 |
133-14 |
|
1.000 |
132-14 |
|
1.618 |
130-27 |
|
2.618 |
128-08 |
|
4.250 |
124-00 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-02 |
137-02 |
| PP |
136-22 |
136-23 |
| S1 |
136-10 |
136-12 |
|