ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
141-12 |
139-13 |
-1-31 |
-1.4% |
142-23 |
| High |
141-14 |
140-18 |
-0-28 |
-0.6% |
146-13 |
| Low |
138-19 |
139-13 |
0-26 |
0.6% |
140-07 |
| Close |
138-22 |
139-28 |
1-06 |
0.9% |
141-10 |
| Range |
2-27 |
1-05 |
-1-22 |
-59.3% |
6-06 |
| ATR |
2-07 |
2-07 |
-0-01 |
-1.1% |
0-00 |
| Volume |
66,997 |
273,645 |
206,648 |
308.4% |
1,697,835 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-13 |
142-26 |
140-16 |
|
| R3 |
142-08 |
141-21 |
140-06 |
|
| R2 |
141-03 |
141-03 |
140-03 |
|
| R1 |
140-16 |
140-16 |
139-31 |
140-26 |
| PP |
139-30 |
139-30 |
139-30 |
140-03 |
| S1 |
139-11 |
139-11 |
139-25 |
139-20 |
| S2 |
138-25 |
138-25 |
139-21 |
|
| S3 |
137-20 |
138-06 |
139-18 |
|
| S4 |
136-15 |
137-01 |
139-08 |
|
|
| 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 |
144-25 |
138-19 |
6-06 |
4.4% |
2-00 |
1.4% |
21% |
False |
False |
253,826 |
| 10 |
146-13 |
138-19 |
7-26 |
5.6% |
2-03 |
1.5% |
16% |
False |
False |
305,985 |
| 20 |
147-00 |
138-19 |
8-13 |
6.0% |
2-04 |
1.5% |
15% |
False |
False |
323,929 |
| 40 |
147-00 |
134-04 |
12-28 |
9.2% |
2-02 |
1.5% |
45% |
False |
False |
260,174 |
| 60 |
147-00 |
123-10 |
23-22 |
16.9% |
2-02 |
1.5% |
70% |
False |
False |
174,032 |
| 80 |
147-00 |
120-28 |
26-04 |
18.7% |
1-24 |
1.3% |
73% |
False |
False |
130,555 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-15 |
1.0% |
73% |
False |
False |
104,446 |
| 120 |
147-00 |
118-02 |
28-30 |
20.7% |
1-07 |
0.9% |
75% |
False |
False |
87,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
143-19 |
|
1.618 |
142-14 |
|
1.000 |
141-23 |
|
0.618 |
141-09 |
|
HIGH |
140-18 |
|
0.618 |
140-04 |
|
0.500 |
140-00 |
|
0.382 |
139-27 |
|
LOW |
139-13 |
|
0.618 |
138-22 |
|
1.000 |
138-08 |
|
1.618 |
137-17 |
|
2.618 |
136-12 |
|
4.250 |
134-16 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
140-22 |
| PP |
139-30 |
140-13 |
| S1 |
139-29 |
140-04 |
|