ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-25 |
139-09 |
-0-16 |
-0.4% |
141-12 |
| High |
141-00 |
139-28 |
-1-04 |
-0.8% |
141-14 |
| Low |
138-21 |
138-16 |
-0-05 |
-0.1% |
137-27 |
| Close |
139-19 |
139-15 |
-0-04 |
-0.1% |
138-13 |
| Range |
2-11 |
1-12 |
-0-31 |
-41.3% |
3-19 |
| ATR |
2-06 |
2-04 |
-0-02 |
-2.7% |
0-00 |
| Volume |
350,923 |
295,647 |
-55,276 |
-15.8% |
1,262,385 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-13 |
142-26 |
140-07 |
|
| R3 |
142-01 |
141-14 |
139-27 |
|
| R2 |
140-21 |
140-21 |
139-23 |
|
| R1 |
140-02 |
140-02 |
139-19 |
140-12 |
| PP |
139-09 |
139-09 |
139-09 |
139-14 |
| S1 |
138-22 |
138-22 |
139-11 |
139-00 |
| S2 |
137-29 |
137-29 |
139-07 |
|
| S3 |
136-17 |
137-10 |
139-03 |
|
| S4 |
135-05 |
135-30 |
138-23 |
|
|
| 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 |
141-00 |
137-13 |
3-19 |
2.6% |
1-30 |
1.4% |
57% |
False |
False |
307,653 |
| 10 |
144-08 |
137-13 |
6-27 |
4.9% |
2-02 |
1.5% |
30% |
False |
False |
281,566 |
| 20 |
147-00 |
137-13 |
9-19 |
6.9% |
2-07 |
1.6% |
21% |
False |
False |
322,136 |
| 40 |
147-00 |
134-26 |
12-06 |
8.7% |
2-02 |
1.5% |
38% |
False |
False |
305,297 |
| 60 |
147-00 |
123-21 |
23-11 |
16.7% |
2-05 |
1.5% |
68% |
False |
False |
204,675 |
| 80 |
147-00 |
120-28 |
26-04 |
18.7% |
1-28 |
1.3% |
71% |
False |
False |
153,549 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-18 |
1.1% |
71% |
False |
False |
122,841 |
| 120 |
147-00 |
119-30 |
27-02 |
19.4% |
1-11 |
1.0% |
72% |
False |
False |
102,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-23 |
|
2.618 |
143-15 |
|
1.618 |
142-03 |
|
1.000 |
141-08 |
|
0.618 |
140-23 |
|
HIGH |
139-28 |
|
0.618 |
139-11 |
|
0.500 |
139-06 |
|
0.382 |
139-01 |
|
LOW |
138-16 |
|
0.618 |
137-21 |
|
1.000 |
137-04 |
|
1.618 |
136-09 |
|
2.618 |
134-29 |
|
4.250 |
132-21 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-12 |
| PP |
139-09 |
139-09 |
| S1 |
139-06 |
139-06 |
|