ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-15 |
143-08 |
1-25 |
1.3% |
141-12 |
| High |
143-13 |
146-17 |
3-04 |
2.2% |
141-31 |
| Low |
140-28 |
143-07 |
2-11 |
1.7% |
138-22 |
| Close |
143-06 |
146-02 |
2-28 |
2.0% |
139-14 |
| Range |
2-17 |
3-10 |
0-25 |
30.9% |
3-09 |
| ATR |
1-30 |
2-01 |
0-03 |
5.3% |
0-00 |
| Volume |
391,982 |
509,397 |
117,415 |
30.0% |
1,488,154 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-07 |
153-30 |
147-28 |
|
| R3 |
151-29 |
150-20 |
146-31 |
|
| R2 |
148-19 |
148-19 |
146-21 |
|
| R1 |
147-10 |
147-10 |
146-12 |
147-30 |
| PP |
145-09 |
145-09 |
145-09 |
145-19 |
| S1 |
144-00 |
144-00 |
145-24 |
144-20 |
| S2 |
141-31 |
141-31 |
145-15 |
|
| S3 |
138-21 |
140-22 |
145-05 |
|
| S4 |
135-11 |
137-12 |
144-08 |
|
|
| 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 |
146-17 |
138-22 |
7-27 |
5.4% |
2-00 |
1.4% |
94% |
True |
False |
327,467 |
| 10 |
146-17 |
138-22 |
7-27 |
5.4% |
1-27 |
1.3% |
94% |
True |
False |
319,517 |
| 20 |
146-17 |
134-26 |
11-23 |
8.0% |
1-29 |
1.3% |
96% |
True |
False |
308,444 |
| 40 |
146-17 |
124-08 |
22-09 |
15.3% |
2-06 |
1.5% |
98% |
True |
False |
158,650 |
| 60 |
146-17 |
120-28 |
25-21 |
17.6% |
1-25 |
1.2% |
98% |
True |
False |
105,843 |
| 80 |
146-17 |
120-28 |
25-21 |
17.6% |
1-14 |
1.0% |
98% |
True |
False |
79,385 |
| 100 |
146-17 |
120-06 |
26-11 |
18.0% |
1-06 |
0.8% |
98% |
True |
False |
63,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-20 |
|
2.618 |
155-07 |
|
1.618 |
151-29 |
|
1.000 |
149-27 |
|
0.618 |
148-19 |
|
HIGH |
146-17 |
|
0.618 |
145-09 |
|
0.500 |
144-28 |
|
0.382 |
144-15 |
|
LOW |
143-07 |
|
0.618 |
141-05 |
|
1.000 |
139-29 |
|
1.618 |
137-27 |
|
2.618 |
134-17 |
|
4.250 |
129-04 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-21 |
145-08 |
| PP |
145-09 |
144-13 |
| S1 |
144-28 |
143-19 |
|