ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
142-13 |
-1-16 |
-1.0% |
142-23 |
| High |
144-08 |
142-24 |
-1-16 |
-1.0% |
146-13 |
| Low |
142-06 |
140-07 |
-1-31 |
-1.4% |
140-07 |
| Close |
142-14 |
141-10 |
-1-04 |
-0.8% |
141-10 |
| Range |
2-02 |
2-17 |
0-15 |
22.7% |
6-06 |
| ATR |
2-05 |
2-06 |
0-01 |
1.2% |
0-00 |
| Volume |
277,113 |
358,364 |
81,251 |
29.3% |
1,697,835 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-01 |
147-22 |
142-23 |
|
| R3 |
146-16 |
145-05 |
142-00 |
|
| R2 |
143-31 |
143-31 |
141-25 |
|
| R1 |
142-20 |
142-20 |
141-17 |
142-01 |
| PP |
141-14 |
141-14 |
141-14 |
141-04 |
| S1 |
140-03 |
140-03 |
141-03 |
139-16 |
| S2 |
138-29 |
138-29 |
140-27 |
|
| S3 |
136-12 |
137-18 |
140-20 |
|
| S4 |
133-27 |
135-01 |
139-29 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-07 |
157-14 |
144-23 |
|
| R3 |
155-01 |
151-08 |
143-00 |
|
| R2 |
148-27 |
148-27 |
142-14 |
|
| R1 |
145-02 |
145-02 |
141-28 |
143-28 |
| PP |
142-21 |
142-21 |
142-21 |
142-01 |
| S1 |
138-28 |
138-28 |
140-24 |
137-22 |
| S2 |
136-15 |
136-15 |
140-06 |
|
| S3 |
130-09 |
132-22 |
139-20 |
|
| S4 |
124-03 |
126-16 |
137-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-13 |
140-07 |
6-06 |
4.4% |
2-09 |
1.6% |
18% |
False |
True |
339,567 |
| 10 |
146-13 |
139-26 |
6-19 |
4.7% |
2-07 |
1.6% |
23% |
False |
False |
334,846 |
| 20 |
147-00 |
138-22 |
8-10 |
5.9% |
2-02 |
1.5% |
32% |
False |
False |
331,963 |
| 40 |
147-00 |
134-03 |
12-29 |
9.1% |
2-01 |
1.4% |
56% |
False |
False |
251,835 |
| 60 |
147-00 |
123-10 |
23-22 |
16.8% |
2-01 |
1.4% |
76% |
False |
False |
168,359 |
| 80 |
147-00 |
120-28 |
26-04 |
18.5% |
1-23 |
1.2% |
78% |
False |
False |
126,297 |
| 100 |
147-00 |
120-28 |
26-04 |
18.5% |
1-14 |
1.0% |
78% |
False |
False |
101,040 |
| 120 |
147-00 |
118-01 |
28-31 |
20.5% |
1-06 |
0.8% |
80% |
False |
False |
84,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-16 |
|
2.618 |
149-12 |
|
1.618 |
146-27 |
|
1.000 |
145-09 |
|
0.618 |
144-10 |
|
HIGH |
142-24 |
|
0.618 |
141-25 |
|
0.500 |
141-16 |
|
0.382 |
141-06 |
|
LOW |
140-07 |
|
0.618 |
138-21 |
|
1.000 |
137-22 |
|
1.618 |
136-04 |
|
2.618 |
133-19 |
|
4.250 |
129-15 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-16 |
142-16 |
| PP |
141-14 |
142-03 |
| S1 |
141-12 |
141-23 |
|