ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
145-21 |
144-18 |
-1-03 |
-0.8% |
144-12 |
| High |
146-13 |
144-25 |
-1-20 |
-1.1% |
145-10 |
| Low |
144-05 |
143-12 |
-0-25 |
-0.5% |
139-26 |
| Close |
145-12 |
143-18 |
-1-26 |
-1.2% |
142-20 |
| Range |
2-08 |
1-13 |
-0-27 |
-37.5% |
5-16 |
| ATR |
2-06 |
2-05 |
0-00 |
-0.6% |
0-00 |
| Volume |
401,451 |
293,012 |
-108,439 |
-27.0% |
1,650,630 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-08 |
144-11 |
|
| R3 |
146-23 |
145-27 |
143-30 |
|
| R2 |
145-10 |
145-10 |
143-26 |
|
| R1 |
144-14 |
144-14 |
143-22 |
144-06 |
| PP |
143-29 |
143-29 |
143-29 |
143-25 |
| S1 |
143-01 |
143-01 |
143-14 |
142-24 |
| S2 |
142-16 |
142-16 |
143-10 |
|
| S3 |
141-03 |
141-20 |
143-06 |
|
| S4 |
139-22 |
140-07 |
142-25 |
|
|
| 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 |
146-13 |
140-27 |
5-18 |
3.9% |
2-01 |
1.4% |
49% |
False |
False |
347,173 |
| 10 |
147-00 |
139-26 |
7-06 |
5.0% |
2-12 |
1.6% |
52% |
False |
False |
362,706 |
| 20 |
147-00 |
138-22 |
8-10 |
5.8% |
2-00 |
1.4% |
59% |
False |
False |
328,356 |
| 40 |
147-00 |
133-24 |
13-08 |
9.2% |
2-03 |
1.5% |
74% |
False |
False |
236,148 |
| 60 |
147-00 |
123-10 |
23-22 |
16.5% |
1-31 |
1.4% |
85% |
False |
False |
157,772 |
| 80 |
147-00 |
120-28 |
26-04 |
18.2% |
1-22 |
1.2% |
87% |
False |
False |
118,354 |
| 100 |
147-00 |
120-28 |
26-04 |
18.2% |
1-12 |
1.0% |
87% |
False |
False |
94,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-24 |
|
2.618 |
148-15 |
|
1.618 |
147-02 |
|
1.000 |
146-06 |
|
0.618 |
145-21 |
|
HIGH |
144-25 |
|
0.618 |
144-08 |
|
0.500 |
144-02 |
|
0.382 |
143-29 |
|
LOW |
143-12 |
|
0.618 |
142-16 |
|
1.000 |
141-31 |
|
1.618 |
141-03 |
|
2.618 |
139-22 |
|
4.250 |
137-13 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-02 |
144-18 |
| PP |
143-29 |
144-07 |
| S1 |
143-24 |
143-28 |
|