ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-04 |
140-00 |
-1-04 |
-0.8% |
140-12 |
| High |
141-17 |
140-28 |
-0-21 |
-0.5% |
141-29 |
| Low |
140-00 |
139-16 |
-0-16 |
-0.4% |
139-07 |
| Close |
140-06 |
140-10 |
0-04 |
0.1% |
141-10 |
| Range |
1-17 |
1-12 |
-0-05 |
-10.2% |
2-22 |
| ATR |
1-31 |
1-30 |
-0-01 |
-2.2% |
0-00 |
| Volume |
267,167 |
402,132 |
134,965 |
50.5% |
1,340,106 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-23 |
141-02 |
|
| R3 |
142-31 |
142-11 |
140-22 |
|
| R2 |
141-19 |
141-19 |
140-18 |
|
| R1 |
140-31 |
140-31 |
140-14 |
141-09 |
| PP |
140-07 |
140-07 |
140-07 |
140-12 |
| S1 |
139-19 |
139-19 |
140-06 |
139-29 |
| S2 |
138-27 |
138-27 |
140-02 |
|
| S3 |
137-15 |
138-07 |
139-30 |
|
| S4 |
136-03 |
136-27 |
139-18 |
|
|
| 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 |
139-09 |
2-22 |
1.9% |
1-16 |
1.1% |
38% |
False |
False |
293,357 |
| 10 |
141-31 |
135-01 |
6-30 |
4.9% |
1-28 |
1.3% |
76% |
False |
False |
343,232 |
| 20 |
141-31 |
134-26 |
7-05 |
5.1% |
1-31 |
1.4% |
77% |
False |
False |
216,418 |
| 40 |
141-31 |
123-10 |
18-21 |
13.3% |
2-00 |
1.4% |
91% |
False |
False |
109,135 |
| 60 |
141-31 |
120-28 |
21-03 |
15.0% |
1-21 |
1.2% |
92% |
False |
False |
72,799 |
| 80 |
141-31 |
120-28 |
21-03 |
15.0% |
1-10 |
0.9% |
92% |
False |
False |
54,602 |
| 100 |
141-31 |
118-14 |
23-17 |
16.8% |
1-02 |
0.8% |
93% |
False |
False |
43,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-23 |
|
2.618 |
144-15 |
|
1.618 |
143-03 |
|
1.000 |
142-08 |
|
0.618 |
141-23 |
|
HIGH |
140-28 |
|
0.618 |
140-11 |
|
0.500 |
140-06 |
|
0.382 |
140-01 |
|
LOW |
139-16 |
|
0.618 |
138-21 |
|
1.000 |
138-04 |
|
1.618 |
137-09 |
|
2.618 |
135-29 |
|
4.250 |
133-21 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-09 |
140-24 |
| PP |
140-07 |
140-19 |
| S1 |
140-06 |
140-14 |
|