ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
143-29 |
-0-21 |
-0.5% |
144-12 |
| High |
144-25 |
144-08 |
-0-17 |
-0.4% |
145-10 |
| Low |
143-12 |
142-06 |
-1-06 |
-0.8% |
139-26 |
| Close |
143-18 |
142-14 |
-1-04 |
-0.8% |
142-20 |
| Range |
1-13 |
2-02 |
0-21 |
46.7% |
5-16 |
| ATR |
2-05 |
2-05 |
0-00 |
-0.3% |
0-00 |
| Volume |
293,012 |
277,113 |
-15,899 |
-5.4% |
1,650,630 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-05 |
147-27 |
143-18 |
|
| R3 |
147-03 |
145-25 |
143-00 |
|
| R2 |
145-01 |
145-01 |
142-26 |
|
| R1 |
143-23 |
143-23 |
142-20 |
143-11 |
| PP |
142-31 |
142-31 |
142-31 |
142-24 |
| S1 |
141-21 |
141-21 |
142-08 |
141-09 |
| S2 |
140-29 |
140-29 |
142-02 |
|
| S3 |
138-27 |
139-19 |
141-28 |
|
| S4 |
136-25 |
137-17 |
141-10 |
|
|
| 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 |
141-04 |
5-09 |
3.7% |
2-06 |
1.5% |
25% |
False |
False |
341,736 |
| 10 |
147-00 |
139-26 |
7-06 |
5.0% |
2-08 |
1.6% |
37% |
False |
False |
339,477 |
| 20 |
147-00 |
138-22 |
8-10 |
5.8% |
2-01 |
1.4% |
45% |
False |
False |
329,497 |
| 40 |
147-00 |
133-24 |
13-08 |
9.3% |
2-02 |
1.4% |
66% |
False |
False |
243,016 |
| 60 |
147-00 |
123-10 |
23-22 |
16.6% |
2-00 |
1.4% |
81% |
False |
False |
162,387 |
| 80 |
147-00 |
120-28 |
26-04 |
18.3% |
1-22 |
1.2% |
83% |
False |
False |
121,818 |
| 100 |
147-00 |
120-28 |
26-04 |
18.3% |
1-13 |
1.0% |
83% |
False |
False |
97,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-00 |
|
2.618 |
149-21 |
|
1.618 |
147-19 |
|
1.000 |
146-10 |
|
0.618 |
145-17 |
|
HIGH |
144-08 |
|
0.618 |
143-15 |
|
0.500 |
143-07 |
|
0.382 |
142-31 |
|
LOW |
142-06 |
|
0.618 |
140-29 |
|
1.000 |
140-04 |
|
1.618 |
138-27 |
|
2.618 |
136-25 |
|
4.250 |
133-14 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-07 |
144-10 |
| PP |
142-31 |
143-22 |
| S1 |
142-22 |
143-02 |
|