ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-11 |
138-03 |
-1-08 |
-0.9% |
141-12 |
| High |
139-22 |
139-26 |
0-04 |
0.1% |
141-14 |
| Low |
137-27 |
137-13 |
-0-14 |
-0.3% |
137-27 |
| Close |
138-13 |
139-24 |
1-11 |
1.0% |
138-13 |
| Range |
1-27 |
2-13 |
0-18 |
30.5% |
3-19 |
| ATR |
2-05 |
2-06 |
0-01 |
0.8% |
0-00 |
| Volume |
273,634 |
271,233 |
-2,401 |
-0.9% |
1,262,385 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-12 |
141-02 |
|
| R3 |
143-26 |
142-31 |
140-13 |
|
| R2 |
141-13 |
141-13 |
140-06 |
|
| R1 |
140-18 |
140-18 |
139-31 |
141-00 |
| PP |
139-00 |
139-00 |
139-00 |
139-06 |
| S1 |
138-05 |
138-05 |
139-17 |
138-18 |
| S2 |
136-19 |
136-19 |
139-10 |
|
| S3 |
134-06 |
135-24 |
139-03 |
|
| S4 |
131-25 |
133-11 |
138-14 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
147-26 |
140-12 |
|
| R3 |
146-13 |
144-07 |
139-13 |
|
| R2 |
142-26 |
142-26 |
139-02 |
|
| R1 |
140-20 |
140-20 |
138-24 |
139-30 |
| PP |
139-07 |
139-07 |
139-07 |
138-28 |
| S1 |
137-01 |
137-01 |
138-02 |
136-10 |
| S2 |
135-20 |
135-20 |
137-24 |
|
| S3 |
132-01 |
133-14 |
137-13 |
|
| S4 |
128-14 |
129-27 |
136-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-18 |
137-13 |
3-05 |
2.3% |
1-29 |
1.4% |
74% |
False |
True |
293,324 |
| 10 |
146-13 |
137-13 |
9-00 |
6.4% |
2-02 |
1.5% |
26% |
False |
True |
286,355 |
| 20 |
147-00 |
137-13 |
9-19 |
6.9% |
2-07 |
1.6% |
24% |
False |
True |
320,806 |
| 40 |
147-00 |
134-26 |
12-06 |
8.7% |
2-01 |
1.5% |
41% |
False |
False |
289,635 |
| 60 |
147-00 |
123-10 |
23-22 |
16.9% |
2-04 |
1.5% |
69% |
False |
False |
193,902 |
| 80 |
147-00 |
120-28 |
26-04 |
18.7% |
1-27 |
1.3% |
72% |
False |
False |
145,467 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-17 |
1.1% |
72% |
False |
False |
116,376 |
| 120 |
147-00 |
119-06 |
27-26 |
19.9% |
1-10 |
0.9% |
74% |
False |
False |
96,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-01 |
|
2.618 |
146-04 |
|
1.618 |
143-23 |
|
1.000 |
142-07 |
|
0.618 |
141-10 |
|
HIGH |
139-26 |
|
0.618 |
138-29 |
|
0.500 |
138-20 |
|
0.382 |
138-10 |
|
LOW |
137-13 |
|
0.618 |
135-29 |
|
1.000 |
135-00 |
|
1.618 |
133-16 |
|
2.618 |
131-03 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-14 |
| PP |
139-00 |
139-05 |
| S1 |
138-20 |
138-28 |
|