ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
144-12 |
142-30 |
-1-14 |
-1.0% |
140-01 |
| High |
145-10 |
143-11 |
-1-31 |
-1.4% |
147-00 |
| Low |
142-26 |
140-24 |
-2-02 |
-1.4% |
140-01 |
| Close |
142-28 |
140-25 |
-2-03 |
-1.5% |
144-23 |
| Range |
2-16 |
2-19 |
0-03 |
3.8% |
6-31 |
| ATR |
2-04 |
2-05 |
0-01 |
1.6% |
0-00 |
| Volume |
308,962 |
320,291 |
11,329 |
3.7% |
1,802,658 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
147-22 |
142-07 |
|
| R3 |
146-26 |
145-03 |
141-16 |
|
| R2 |
144-07 |
144-07 |
141-08 |
|
| R1 |
142-16 |
142-16 |
141-01 |
142-02 |
| PP |
141-20 |
141-20 |
141-20 |
141-13 |
| S1 |
139-29 |
139-29 |
140-17 |
139-15 |
| S2 |
139-01 |
139-01 |
140-10 |
|
| S3 |
136-14 |
137-10 |
140-02 |
|
| S4 |
133-27 |
134-23 |
139-11 |
|
|
| 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 |
140-24 |
6-08 |
4.4% |
2-24 |
2.0% |
1% |
False |
True |
387,061 |
| 10 |
147-00 |
138-22 |
8-10 |
5.9% |
2-05 |
1.5% |
25% |
False |
False |
341,872 |
| 20 |
147-00 |
135-01 |
11-31 |
8.5% |
2-01 |
1.4% |
48% |
False |
False |
334,950 |
| 40 |
147-00 |
127-20 |
19-12 |
13.8% |
2-09 |
1.6% |
68% |
False |
False |
184,454 |
| 60 |
147-00 |
121-11 |
25-21 |
18.2% |
1-28 |
1.3% |
76% |
False |
False |
123,072 |
| 80 |
147-00 |
120-28 |
26-04 |
18.6% |
1-17 |
1.1% |
76% |
False |
False |
92,308 |
| 100 |
147-00 |
120-28 |
26-04 |
18.6% |
1-08 |
0.9% |
76% |
False |
False |
73,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-12 |
|
2.618 |
150-04 |
|
1.618 |
147-17 |
|
1.000 |
145-30 |
|
0.618 |
144-30 |
|
HIGH |
143-11 |
|
0.618 |
142-11 |
|
0.500 |
142-02 |
|
0.382 |
141-24 |
|
LOW |
140-24 |
|
0.618 |
139-05 |
|
1.000 |
138-05 |
|
1.618 |
136-18 |
|
2.618 |
133-31 |
|
4.250 |
129-23 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-02 |
143-28 |
| PP |
141-20 |
142-27 |
| S1 |
141-06 |
141-26 |
|