ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
145-30 |
144-12 |
-1-18 |
-1.1% |
140-01 |
| High |
147-00 |
145-10 |
-1-22 |
-1.1% |
147-00 |
| Low |
144-06 |
142-26 |
-1-12 |
-1.0% |
140-01 |
| Close |
144-23 |
142-28 |
-1-27 |
-1.3% |
144-23 |
| Range |
2-26 |
2-16 |
-0-10 |
-11.1% |
6-31 |
| ATR |
2-03 |
2-04 |
0-01 |
1.4% |
0-00 |
| Volume |
404,676 |
308,962 |
-95,714 |
-23.7% |
1,802,658 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-05 |
149-17 |
144-08 |
|
| R3 |
148-21 |
147-01 |
143-18 |
|
| R2 |
146-05 |
146-05 |
143-11 |
|
| R1 |
144-17 |
144-17 |
143-03 |
144-03 |
| PP |
143-21 |
143-21 |
143-21 |
143-14 |
| S1 |
142-01 |
142-01 |
142-21 |
141-19 |
| S2 |
141-05 |
141-05 |
142-13 |
|
| S3 |
138-21 |
139-17 |
142-06 |
|
| S4 |
136-05 |
137-01 |
141-16 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-26 |
161-24 |
148-18 |
|
| R3 |
157-27 |
154-25 |
146-20 |
|
| R2 |
150-28 |
150-28 |
146-00 |
|
| R1 |
147-26 |
147-26 |
145-11 |
149-11 |
| PP |
143-29 |
143-29 |
143-29 |
144-22 |
| S1 |
140-27 |
140-27 |
144-03 |
142-12 |
| S2 |
136-30 |
136-30 |
143-14 |
|
| S3 |
129-31 |
133-28 |
142-26 |
|
| S4 |
123-00 |
126-29 |
140-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-00 |
140-21 |
6-11 |
4.4% |
2-15 |
1.7% |
35% |
False |
False |
368,603 |
| 10 |
147-00 |
138-22 |
8-10 |
5.8% |
2-01 |
1.4% |
50% |
False |
False |
336,560 |
| 20 |
147-00 |
135-01 |
11-31 |
8.4% |
2-00 |
1.4% |
66% |
False |
False |
327,594 |
| 40 |
147-00 |
125-28 |
21-04 |
14.8% |
2-08 |
1.6% |
80% |
False |
False |
176,478 |
| 60 |
147-00 |
121-01 |
25-31 |
18.2% |
1-27 |
1.3% |
84% |
False |
False |
117,735 |
| 80 |
147-00 |
120-28 |
26-04 |
18.3% |
1-16 |
1.0% |
84% |
False |
False |
88,305 |
| 100 |
147-00 |
120-28 |
26-04 |
18.3% |
1-08 |
0.9% |
84% |
False |
False |
70,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-30 |
|
2.618 |
151-27 |
|
1.618 |
149-11 |
|
1.000 |
147-26 |
|
0.618 |
146-27 |
|
HIGH |
145-10 |
|
0.618 |
144-11 |
|
0.500 |
144-02 |
|
0.382 |
143-25 |
|
LOW |
142-26 |
|
0.618 |
141-09 |
|
1.000 |
140-10 |
|
1.618 |
138-25 |
|
2.618 |
136-09 |
|
4.250 |
132-06 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-02 |
144-29 |
| PP |
143-21 |
144-07 |
| S1 |
143-09 |
143-18 |
|