ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-10 |
141-05 |
-0-05 |
-0.1% |
144-12 |
| High |
142-05 |
143-06 |
1-01 |
0.7% |
145-10 |
| Low |
140-27 |
141-04 |
0-09 |
0.2% |
139-26 |
| Close |
142-03 |
142-20 |
0-17 |
0.4% |
142-20 |
| Range |
1-10 |
2-02 |
0-24 |
57.1% |
5-16 |
| ATR |
2-03 |
2-03 |
0-00 |
-0.1% |
0-00 |
| Volume |
304,299 |
369,212 |
64,913 |
21.3% |
1,650,630 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-16 |
147-20 |
143-24 |
|
| R3 |
146-14 |
145-18 |
143-06 |
|
| R2 |
144-12 |
144-12 |
143-00 |
|
| R1 |
143-16 |
143-16 |
142-26 |
143-30 |
| PP |
142-10 |
142-10 |
142-10 |
142-17 |
| S1 |
141-14 |
141-14 |
142-14 |
141-28 |
| S2 |
140-08 |
140-08 |
142-08 |
|
| S3 |
138-06 |
139-12 |
142-02 |
|
| S4 |
136-04 |
137-10 |
141-16 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-03 |
156-11 |
145-21 |
|
| R3 |
153-19 |
150-27 |
144-04 |
|
| R2 |
148-03 |
148-03 |
143-20 |
|
| R1 |
145-11 |
145-11 |
143-04 |
143-31 |
| PP |
142-19 |
142-19 |
142-19 |
141-28 |
| S1 |
139-27 |
139-27 |
142-04 |
138-15 |
| S2 |
137-03 |
137-03 |
141-20 |
|
| S3 |
131-19 |
134-11 |
141-04 |
|
| S4 |
126-03 |
128-27 |
139-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-10 |
139-26 |
5-16 |
3.9% |
2-05 |
1.5% |
51% |
False |
False |
330,126 |
| 10 |
147-00 |
139-26 |
7-06 |
5.0% |
2-08 |
1.6% |
39% |
False |
False |
345,328 |
| 20 |
147-00 |
136-26 |
10-06 |
7.1% |
2-00 |
1.4% |
57% |
False |
False |
335,743 |
| 40 |
147-00 |
129-30 |
17-02 |
12.0% |
2-08 |
1.6% |
74% |
False |
False |
209,773 |
| 60 |
147-00 |
121-23 |
25-09 |
17.7% |
1-30 |
1.4% |
83% |
False |
False |
140,086 |
| 80 |
147-00 |
120-28 |
26-04 |
18.3% |
1-19 |
1.1% |
83% |
False |
False |
105,075 |
| 100 |
147-00 |
120-28 |
26-04 |
18.3% |
1-10 |
0.9% |
83% |
False |
False |
84,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-30 |
|
2.618 |
148-19 |
|
1.618 |
146-17 |
|
1.000 |
145-08 |
|
0.618 |
144-15 |
|
HIGH |
143-06 |
|
0.618 |
142-13 |
|
0.500 |
142-05 |
|
0.382 |
141-29 |
|
LOW |
141-04 |
|
0.618 |
139-27 |
|
1.000 |
139-02 |
|
1.618 |
137-25 |
|
2.618 |
135-23 |
|
4.250 |
132-12 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-15 |
142-08 |
| PP |
142-10 |
141-28 |
| S1 |
142-05 |
141-16 |
|