ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
135-30 |
137-18 |
1-20 |
1.2% |
136-26 |
| High |
137-20 |
140-13 |
2-25 |
2.0% |
140-13 |
| Low |
135-01 |
136-26 |
1-25 |
1.3% |
135-01 |
| Close |
137-13 |
140-11 |
2-30 |
2.1% |
140-11 |
| Range |
2-19 |
3-19 |
1-00 |
38.6% |
5-12 |
| ATR |
2-03 |
2-07 |
0-03 |
5.1% |
0-00 |
| Volume |
350,776 |
433,326 |
82,550 |
23.5% |
1,612,010 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-31 |
148-24 |
142-10 |
|
| R3 |
146-12 |
145-05 |
141-11 |
|
| R2 |
142-25 |
142-25 |
141-00 |
|
| R1 |
141-18 |
141-18 |
140-22 |
142-06 |
| PP |
139-06 |
139-06 |
139-06 |
139-16 |
| S1 |
137-31 |
137-31 |
140-00 |
138-18 |
| S2 |
135-19 |
135-19 |
139-22 |
|
| S3 |
132-00 |
134-12 |
139-11 |
|
| S4 |
128-13 |
130-25 |
138-12 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-23 |
152-29 |
143-10 |
|
| R3 |
149-11 |
147-17 |
141-26 |
|
| R2 |
143-31 |
143-31 |
141-11 |
|
| R1 |
142-05 |
142-05 |
140-27 |
143-02 |
| PP |
138-19 |
138-19 |
138-19 |
139-02 |
| S1 |
136-25 |
136-25 |
139-27 |
137-22 |
| S2 |
133-07 |
133-07 |
139-11 |
|
| S3 |
127-27 |
131-13 |
138-28 |
|
| S4 |
122-15 |
126-01 |
137-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-13 |
135-01 |
5-12 |
3.8% |
2-11 |
1.7% |
99% |
True |
False |
322,402 |
| 10 |
140-13 |
134-26 |
5-19 |
4.0% |
2-05 |
1.5% |
99% |
True |
False |
207,240 |
| 20 |
140-13 |
129-30 |
10-15 |
7.5% |
2-16 |
1.8% |
99% |
True |
False |
105,336 |
| 40 |
140-13 |
123-10 |
17-03 |
12.2% |
1-31 |
1.4% |
100% |
True |
False |
53,089 |
| 60 |
140-13 |
120-28 |
19-17 |
13.9% |
1-16 |
1.1% |
100% |
True |
False |
35,408 |
| 80 |
140-13 |
120-28 |
19-17 |
13.9% |
1-06 |
0.8% |
100% |
True |
False |
26,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-22 |
|
2.618 |
149-26 |
|
1.618 |
146-07 |
|
1.000 |
144-00 |
|
0.618 |
142-20 |
|
HIGH |
140-13 |
|
0.618 |
139-01 |
|
0.500 |
138-20 |
|
0.382 |
138-06 |
|
LOW |
136-26 |
|
0.618 |
134-19 |
|
1.000 |
133-07 |
|
1.618 |
131-00 |
|
2.618 |
127-13 |
|
4.250 |
121-17 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-24 |
139-15 |
| PP |
139-06 |
138-19 |
| S1 |
138-20 |
137-23 |
|