ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-23 |
139-03 |
-1-20 |
-1.2% |
141-12 |
| High |
140-28 |
139-27 |
-1-01 |
-0.7% |
141-31 |
| Low |
138-23 |
138-22 |
-0-01 |
0.0% |
138-22 |
| Close |
139-05 |
139-14 |
0-09 |
0.2% |
139-14 |
| Range |
2-05 |
1-05 |
-1-00 |
-46.4% |
3-09 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.9% |
0-00 |
| Volume |
345,329 |
239,356 |
-105,973 |
-30.7% |
1,488,154 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-25 |
142-09 |
140-02 |
|
| R3 |
141-20 |
141-04 |
139-24 |
|
| R2 |
140-15 |
140-15 |
139-21 |
|
| R1 |
139-31 |
139-31 |
139-17 |
140-07 |
| PP |
139-10 |
139-10 |
139-10 |
139-14 |
| S1 |
138-26 |
138-26 |
139-11 |
139-02 |
| S2 |
138-05 |
138-05 |
139-07 |
|
| S3 |
137-00 |
137-21 |
139-04 |
|
| S4 |
135-27 |
136-16 |
138-26 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
147-30 |
141-08 |
|
| R3 |
146-19 |
144-21 |
140-11 |
|
| R2 |
143-10 |
143-10 |
140-01 |
|
| R1 |
141-12 |
141-12 |
139-24 |
140-22 |
| PP |
140-01 |
140-01 |
140-01 |
139-22 |
| S1 |
138-03 |
138-03 |
139-04 |
137-14 |
| S2 |
136-24 |
136-24 |
138-27 |
|
| S3 |
133-15 |
134-26 |
138-17 |
|
| S4 |
130-06 |
131-17 |
137-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-31 |
138-22 |
3-09 |
2.4% |
1-16 |
1.1% |
23% |
False |
True |
297,630 |
| 10 |
141-31 |
136-26 |
5-05 |
3.7% |
1-24 |
1.3% |
51% |
False |
False |
326,158 |
| 20 |
141-31 |
134-26 |
7-05 |
5.1% |
1-28 |
1.3% |
65% |
False |
False |
245,390 |
| 40 |
141-31 |
123-10 |
18-21 |
13.4% |
2-02 |
1.5% |
86% |
False |
False |
123,746 |
| 60 |
141-31 |
120-28 |
21-03 |
15.1% |
1-22 |
1.2% |
88% |
False |
False |
82,544 |
| 80 |
141-31 |
120-28 |
21-03 |
15.1% |
1-11 |
1.0% |
88% |
False |
False |
61,911 |
| 100 |
141-31 |
118-14 |
23-17 |
16.9% |
1-03 |
0.8% |
89% |
False |
False |
49,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-24 |
|
2.618 |
142-28 |
|
1.618 |
141-23 |
|
1.000 |
141-00 |
|
0.618 |
140-18 |
|
HIGH |
139-27 |
|
0.618 |
139-13 |
|
0.500 |
139-08 |
|
0.382 |
139-04 |
|
LOW |
138-22 |
|
0.618 |
137-31 |
|
1.000 |
137-17 |
|
1.618 |
136-26 |
|
2.618 |
135-21 |
|
4.250 |
133-25 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-25 |
| PP |
139-10 |
139-21 |
| S1 |
139-08 |
139-18 |
|