ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-13 |
140-01 |
0-20 |
0.4% |
142-23 |
| High |
140-18 |
140-13 |
-0-05 |
-0.1% |
146-13 |
| Low |
139-13 |
137-30 |
-1-15 |
-1.1% |
140-07 |
| Close |
139-28 |
138-18 |
-1-10 |
-0.9% |
141-10 |
| Range |
1-05 |
2-15 |
1-10 |
113.5% |
6-06 |
| ATR |
2-07 |
2-07 |
0-01 |
0.9% |
0-00 |
| Volume |
273,645 |
301,277 |
27,632 |
10.1% |
1,697,835 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
144-30 |
139-29 |
|
| R3 |
143-29 |
142-15 |
139-08 |
|
| R2 |
141-14 |
141-14 |
139-00 |
|
| R1 |
140-00 |
140-00 |
138-25 |
139-16 |
| PP |
138-31 |
138-31 |
138-31 |
138-23 |
| S1 |
137-17 |
137-17 |
138-11 |
137-00 |
| S2 |
136-16 |
136-16 |
138-04 |
|
| S3 |
134-01 |
135-02 |
137-28 |
|
| S4 |
131-18 |
132-19 |
137-07 |
|
|
| 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 |
144-08 |
137-30 |
6-10 |
4.6% |
2-07 |
1.6% |
10% |
False |
True |
255,479 |
| 10 |
146-13 |
137-30 |
8-15 |
6.1% |
2-04 |
1.5% |
7% |
False |
True |
301,326 |
| 20 |
147-00 |
137-30 |
9-02 |
6.5% |
2-06 |
1.6% |
7% |
False |
True |
318,886 |
| 40 |
147-00 |
134-26 |
12-06 |
8.8% |
2-02 |
1.5% |
31% |
False |
False |
267,652 |
| 60 |
147-00 |
123-10 |
23-22 |
17.1% |
2-02 |
1.5% |
64% |
False |
False |
179,052 |
| 80 |
147-00 |
120-28 |
26-04 |
18.9% |
1-25 |
1.3% |
68% |
False |
False |
134,321 |
| 100 |
147-00 |
120-28 |
26-04 |
18.9% |
1-16 |
1.1% |
68% |
False |
False |
107,459 |
| 120 |
147-00 |
118-14 |
28-18 |
20.6% |
1-08 |
0.9% |
70% |
False |
False |
89,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-29 |
|
2.618 |
146-28 |
|
1.618 |
144-13 |
|
1.000 |
142-28 |
|
0.618 |
141-30 |
|
HIGH |
140-13 |
|
0.618 |
139-15 |
|
0.500 |
139-06 |
|
0.382 |
138-28 |
|
LOW |
137-30 |
|
0.618 |
136-13 |
|
1.000 |
135-15 |
|
1.618 |
133-30 |
|
2.618 |
131-15 |
|
4.250 |
127-14 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-06 |
139-22 |
| PP |
138-31 |
139-10 |
| S1 |
138-24 |
138-30 |
|