ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-16 |
138-02 |
-0-14 |
-0.3% |
138-03 |
| High |
139-03 |
140-12 |
1-09 |
0.9% |
141-00 |
| Low |
137-29 |
137-18 |
-0-11 |
-0.2% |
137-13 |
| Close |
138-03 |
140-02 |
1-31 |
1.4% |
138-16 |
| Range |
1-06 |
2-26 |
1-20 |
136.8% |
3-19 |
| ATR |
1-31 |
2-01 |
0-02 |
3.1% |
0-00 |
| Volume |
215,557 |
367,453 |
151,896 |
70.5% |
1,506,707 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-25 |
146-23 |
141-20 |
|
| R3 |
144-31 |
143-29 |
140-27 |
|
| R2 |
142-05 |
142-05 |
140-18 |
|
| R1 |
141-03 |
141-03 |
140-10 |
141-20 |
| PP |
139-11 |
139-11 |
139-11 |
139-19 |
| S1 |
138-09 |
138-09 |
139-26 |
138-26 |
| S2 |
136-17 |
136-17 |
139-18 |
|
| S3 |
133-23 |
135-15 |
139-09 |
|
| S4 |
130-29 |
132-21 |
138-16 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
147-23 |
140-15 |
|
| R3 |
146-05 |
144-04 |
139-16 |
|
| R2 |
142-18 |
142-18 |
139-05 |
|
| R1 |
140-17 |
140-17 |
138-27 |
141-18 |
| PP |
138-31 |
138-31 |
138-31 |
139-15 |
| S1 |
136-30 |
136-30 |
138-05 |
137-30 |
| S2 |
135-12 |
135-12 |
137-27 |
|
| S3 |
131-25 |
133-11 |
137-16 |
|
| S4 |
128-06 |
129-24 |
136-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-12 |
137-18 |
2-26 |
2.0% |
1-20 |
1.2% |
89% |
True |
True |
293,512 |
| 10 |
141-00 |
137-13 |
3-19 |
2.6% |
1-28 |
1.3% |
74% |
False |
False |
301,146 |
| 20 |
146-13 |
137-13 |
9-00 |
6.4% |
2-00 |
1.4% |
30% |
False |
False |
303,565 |
| 40 |
147-00 |
135-01 |
11-31 |
8.5% |
2-00 |
1.4% |
42% |
False |
False |
319,257 |
| 60 |
147-00 |
127-20 |
19-12 |
13.8% |
2-06 |
1.6% |
64% |
False |
False |
224,158 |
| 80 |
147-00 |
121-11 |
25-21 |
18.3% |
1-29 |
1.4% |
73% |
False |
False |
168,195 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-20 |
1.2% |
73% |
False |
False |
134,560 |
| 120 |
147-00 |
120-28 |
26-04 |
18.7% |
1-12 |
1.0% |
73% |
False |
False |
112,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-10 |
|
2.618 |
147-24 |
|
1.618 |
144-30 |
|
1.000 |
143-06 |
|
0.618 |
142-04 |
|
HIGH |
140-12 |
|
0.618 |
139-10 |
|
0.500 |
138-31 |
|
0.382 |
138-20 |
|
LOW |
137-18 |
|
0.618 |
135-26 |
|
1.000 |
134-24 |
|
1.618 |
133-00 |
|
2.618 |
130-06 |
|
4.250 |
125-20 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
139-22 |
| PP |
139-11 |
139-11 |
| S1 |
138-31 |
138-31 |
|