ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-21 |
139-12 |
-1-09 |
-0.9% |
136-26 |
| High |
140-22 |
140-18 |
-0-04 |
-0.1% |
140-13 |
| Low |
139-07 |
139-09 |
0-02 |
0.0% |
135-01 |
| Close |
139-17 |
140-04 |
0-19 |
0.4% |
140-11 |
| Range |
1-15 |
1-09 |
-0-06 |
-12.8% |
5-12 |
| ATR |
2-04 |
2-02 |
-0-02 |
-2.8% |
0-00 |
| Volume |
315,692 |
254,282 |
-61,410 |
-19.5% |
1,612,010 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-27 |
143-08 |
140-27 |
|
| R3 |
142-18 |
141-31 |
140-15 |
|
| R2 |
141-09 |
141-09 |
140-12 |
|
| R1 |
140-22 |
140-22 |
140-08 |
141-00 |
| PP |
140-00 |
140-00 |
140-00 |
140-04 |
| S1 |
139-13 |
139-13 |
140-00 |
139-22 |
| S2 |
138-23 |
138-23 |
139-28 |
|
| S3 |
137-14 |
138-04 |
139-25 |
|
| S4 |
136-05 |
136-27 |
139-13 |
|
|
| 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 |
141-29 |
135-01 |
6-28 |
4.9% |
2-03 |
1.5% |
74% |
False |
False |
363,034 |
| 10 |
141-29 |
134-26 |
7-03 |
5.1% |
1-31 |
1.4% |
75% |
False |
False |
297,370 |
| 20 |
141-29 |
133-24 |
8-05 |
5.8% |
2-02 |
1.5% |
78% |
False |
False |
156,535 |
| 40 |
141-29 |
123-10 |
18-19 |
13.3% |
1-31 |
1.4% |
90% |
False |
False |
78,832 |
| 60 |
141-29 |
120-28 |
21-01 |
15.0% |
1-18 |
1.1% |
92% |
False |
False |
52,591 |
| 80 |
141-29 |
120-28 |
21-01 |
15.0% |
1-08 |
0.9% |
92% |
False |
False |
39,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
143-29 |
|
1.618 |
142-20 |
|
1.000 |
141-27 |
|
0.618 |
141-11 |
|
HIGH |
140-18 |
|
0.618 |
140-02 |
|
0.500 |
139-30 |
|
0.382 |
139-25 |
|
LOW |
139-09 |
|
0.618 |
138-16 |
|
1.000 |
138-00 |
|
1.618 |
137-07 |
|
2.618 |
135-30 |
|
4.250 |
133-27 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-02 |
140-18 |
| PP |
140-00 |
140-13 |
| S1 |
139-30 |
140-09 |
|