ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
142-13 |
141-12 |
-1-01 |
-0.7% |
142-23 |
| High |
142-24 |
141-14 |
-1-10 |
-0.9% |
146-13 |
| Low |
140-07 |
138-19 |
-1-20 |
-1.2% |
140-07 |
| Close |
141-10 |
138-22 |
-2-20 |
-1.9% |
141-10 |
| Range |
2-17 |
2-27 |
0-10 |
12.3% |
6-06 |
| ATR |
2-06 |
2-07 |
0-02 |
2.2% |
0-00 |
| Volume |
358,364 |
66,997 |
-291,367 |
-81.3% |
1,697,835 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-03 |
146-08 |
140-08 |
|
| R3 |
145-08 |
143-13 |
139-15 |
|
| R2 |
142-13 |
142-13 |
139-07 |
|
| R1 |
140-18 |
140-18 |
138-30 |
140-02 |
| PP |
139-18 |
139-18 |
139-18 |
139-10 |
| S1 |
137-23 |
137-23 |
138-14 |
137-07 |
| S2 |
136-23 |
136-23 |
138-05 |
|
| S3 |
133-28 |
134-28 |
137-29 |
|
| S4 |
131-01 |
132-01 |
137-04 |
|
|
| 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 |
138-19 |
7-26 |
5.6% |
2-07 |
1.6% |
1% |
False |
True |
279,387 |
| 10 |
146-13 |
138-19 |
7-26 |
5.6% |
2-08 |
1.6% |
1% |
False |
True |
310,650 |
| 20 |
147-00 |
138-19 |
8-13 |
6.1% |
2-05 |
1.5% |
1% |
False |
True |
323,605 |
| 40 |
147-00 |
134-04 |
12-28 |
9.3% |
2-02 |
1.5% |
35% |
False |
False |
253,389 |
| 60 |
147-00 |
123-10 |
23-22 |
17.1% |
2-02 |
1.5% |
65% |
False |
False |
169,473 |
| 80 |
147-00 |
120-28 |
26-04 |
18.8% |
1-24 |
1.3% |
68% |
False |
False |
127,135 |
| 100 |
147-00 |
120-28 |
26-04 |
18.8% |
1-15 |
1.0% |
68% |
False |
False |
101,710 |
| 120 |
147-00 |
118-01 |
28-31 |
20.9% |
1-07 |
0.9% |
71% |
False |
False |
84,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-17 |
|
2.618 |
148-28 |
|
1.618 |
146-01 |
|
1.000 |
144-09 |
|
0.618 |
143-06 |
|
HIGH |
141-14 |
|
0.618 |
140-11 |
|
0.500 |
140-00 |
|
0.382 |
139-22 |
|
LOW |
138-19 |
|
0.618 |
136-27 |
|
1.000 |
135-24 |
|
1.618 |
134-00 |
|
2.618 |
131-05 |
|
4.250 |
126-16 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
141-14 |
| PP |
139-18 |
140-16 |
| S1 |
139-04 |
139-19 |
|