ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
138-23 |
-1-10 |
-0.9% |
142-23 |
| High |
140-13 |
140-10 |
-0-03 |
-0.1% |
146-13 |
| Low |
137-30 |
138-19 |
0-21 |
0.5% |
140-07 |
| Close |
138-18 |
139-17 |
0-31 |
0.7% |
141-10 |
| Range |
2-15 |
1-23 |
-0-24 |
-30.4% |
6-06 |
| ATR |
2-07 |
2-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
301,277 |
346,832 |
45,555 |
15.1% |
1,697,835 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-20 |
143-26 |
140-15 |
|
| R3 |
142-29 |
142-03 |
140-00 |
|
| R2 |
141-06 |
141-06 |
139-27 |
|
| R1 |
140-12 |
140-12 |
139-22 |
140-25 |
| PP |
139-15 |
139-15 |
139-15 |
139-22 |
| S1 |
138-21 |
138-21 |
139-12 |
139-02 |
| S2 |
137-24 |
137-24 |
139-07 |
|
| S3 |
136-01 |
136-30 |
139-02 |
|
| S4 |
134-10 |
135-07 |
138-19 |
|
|
| 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 |
142-24 |
137-30 |
4-26 |
3.4% |
2-05 |
1.5% |
33% |
False |
False |
269,423 |
| 10 |
146-13 |
137-30 |
8-15 |
6.1% |
2-05 |
1.5% |
19% |
False |
False |
305,579 |
| 20 |
147-00 |
137-30 |
9-02 |
6.5% |
2-05 |
1.5% |
18% |
False |
False |
318,961 |
| 40 |
147-00 |
134-26 |
12-06 |
8.7% |
2-02 |
1.5% |
39% |
False |
False |
276,254 |
| 60 |
147-00 |
123-10 |
23-22 |
17.0% |
2-03 |
1.5% |
68% |
False |
False |
184,829 |
| 80 |
147-00 |
120-28 |
26-04 |
18.7% |
1-26 |
1.3% |
71% |
False |
False |
138,656 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-16 |
1.1% |
71% |
False |
False |
110,927 |
| 120 |
147-00 |
118-14 |
28-18 |
20.5% |
1-08 |
0.9% |
74% |
False |
False |
92,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-20 |
|
2.618 |
144-26 |
|
1.618 |
143-03 |
|
1.000 |
142-01 |
|
0.618 |
141-12 |
|
HIGH |
140-10 |
|
0.618 |
139-21 |
|
0.500 |
139-14 |
|
0.382 |
139-08 |
|
LOW |
138-19 |
|
0.618 |
137-17 |
|
1.000 |
136-28 |
|
1.618 |
135-26 |
|
2.618 |
134-03 |
|
4.250 |
131-09 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
139-14 |
| PP |
139-15 |
139-11 |
| S1 |
139-14 |
139-08 |
|