ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
141-12 |
1-11 |
1.0% |
140-12 |
| High |
141-19 |
141-31 |
0-12 |
0.3% |
141-29 |
| Low |
139-17 |
140-23 |
1-06 |
0.9% |
139-07 |
| Close |
141-10 |
141-12 |
0-02 |
0.0% |
141-10 |
| Range |
2-02 |
1-08 |
-0-26 |
-39.4% |
2-22 |
| ATR |
2-02 |
2-00 |
-0-02 |
-2.8% |
0-00 |
| Volume |
309,038 |
234,170 |
-74,868 |
-24.2% |
1,340,106 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-03 |
144-16 |
142-02 |
|
| R3 |
143-27 |
143-08 |
141-23 |
|
| R2 |
142-19 |
142-19 |
141-19 |
|
| R1 |
142-00 |
142-00 |
141-16 |
142-00 |
| PP |
141-11 |
141-11 |
141-11 |
141-12 |
| S1 |
140-24 |
140-24 |
141-08 |
140-24 |
| S2 |
140-03 |
140-03 |
141-05 |
|
| S3 |
138-27 |
139-16 |
141-01 |
|
| S4 |
137-19 |
138-08 |
140-22 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-25 |
142-25 |
|
| R3 |
146-06 |
145-03 |
142-02 |
|
| R2 |
143-16 |
143-16 |
141-26 |
|
| R1 |
142-13 |
142-13 |
141-18 |
142-30 |
| PP |
140-26 |
140-26 |
140-26 |
141-03 |
| S1 |
139-23 |
139-23 |
141-02 |
140-08 |
| S2 |
138-04 |
138-04 |
140-26 |
|
| S3 |
135-14 |
137-01 |
140-18 |
|
| S4 |
132-24 |
134-11 |
139-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-31 |
139-07 |
2-24 |
1.9% |
1-17 |
1.1% |
78% |
True |
False |
314,855 |
| 10 |
141-31 |
135-01 |
6-30 |
4.9% |
1-30 |
1.4% |
91% |
True |
False |
318,628 |
| 20 |
141-31 |
134-04 |
7-27 |
5.5% |
1-31 |
1.4% |
92% |
True |
False |
183,174 |
| 40 |
141-31 |
123-10 |
18-21 |
13.2% |
2-01 |
1.4% |
97% |
True |
False |
92,408 |
| 60 |
141-31 |
120-28 |
21-03 |
14.9% |
1-20 |
1.1% |
97% |
True |
False |
61,644 |
| 80 |
141-31 |
120-28 |
21-03 |
14.9% |
1-09 |
0.9% |
97% |
True |
False |
46,236 |
| 100 |
141-31 |
118-01 |
23-30 |
16.9% |
1-01 |
0.7% |
98% |
True |
False |
36,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-09 |
|
2.618 |
145-08 |
|
1.618 |
144-00 |
|
1.000 |
143-07 |
|
0.618 |
142-24 |
|
HIGH |
141-31 |
|
0.618 |
141-16 |
|
0.500 |
141-11 |
|
0.382 |
141-06 |
|
LOW |
140-23 |
|
0.618 |
139-30 |
|
1.000 |
139-15 |
|
1.618 |
138-22 |
|
2.618 |
137-14 |
|
4.250 |
135-13 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
141-04 |
| PP |
141-11 |
140-28 |
| S1 |
141-11 |
140-20 |
|