ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-18 |
141-15 |
-0-03 |
-0.1% |
141-12 |
| High |
141-27 |
143-13 |
1-18 |
1.1% |
141-31 |
| Low |
140-21 |
140-28 |
0-07 |
0.2% |
138-22 |
| Close |
141-12 |
143-06 |
1-26 |
1.3% |
139-14 |
| Range |
1-06 |
2-17 |
1-11 |
113.2% |
3-09 |
| ATR |
1-28 |
1-30 |
0-01 |
2.5% |
0-00 |
| Volume |
228,000 |
391,982 |
163,982 |
71.9% |
1,488,154 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
149-05 |
144-19 |
|
| R3 |
147-18 |
146-20 |
143-28 |
|
| R2 |
145-01 |
145-01 |
143-21 |
|
| R1 |
144-03 |
144-03 |
143-13 |
144-18 |
| PP |
142-16 |
142-16 |
142-16 |
142-23 |
| S1 |
141-18 |
141-18 |
142-31 |
142-01 |
| S2 |
139-31 |
139-31 |
142-23 |
|
| S3 |
137-14 |
139-01 |
142-16 |
|
| S4 |
134-29 |
136-16 |
141-25 |
|
|
| 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 |
143-13 |
138-22 |
4-23 |
3.3% |
1-25 |
1.2% |
95% |
True |
False |
294,654 |
| 10 |
143-13 |
138-22 |
4-23 |
3.3% |
1-20 |
1.1% |
95% |
True |
False |
294,005 |
| 20 |
143-13 |
134-26 |
8-19 |
6.0% |
1-29 |
1.3% |
97% |
True |
False |
288,458 |
| 40 |
143-13 |
123-21 |
19-24 |
13.8% |
2-04 |
1.5% |
99% |
True |
False |
145,944 |
| 60 |
143-13 |
120-28 |
22-17 |
15.7% |
1-24 |
1.2% |
99% |
True |
False |
97,353 |
| 80 |
143-13 |
120-28 |
22-17 |
15.7% |
1-13 |
1.0% |
99% |
True |
False |
73,018 |
| 100 |
143-13 |
119-30 |
23-15 |
16.4% |
1-05 |
0.8% |
99% |
True |
False |
58,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-05 |
|
2.618 |
150-01 |
|
1.618 |
147-16 |
|
1.000 |
145-30 |
|
0.618 |
144-31 |
|
HIGH |
143-13 |
|
0.618 |
142-14 |
|
0.500 |
142-04 |
|
0.382 |
141-27 |
|
LOW |
140-28 |
|
0.618 |
139-10 |
|
1.000 |
138-11 |
|
1.618 |
136-25 |
|
2.618 |
134-08 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-27 |
142-22 |
| PP |
142-16 |
142-07 |
| S1 |
142-04 |
141-23 |
|