ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-27 |
135-18 |
-3-09 |
-2.4% |
138-16 |
| High |
139-04 |
137-01 |
-2-03 |
-1.5% |
140-13 |
| Low |
135-07 |
135-05 |
-0-02 |
0.0% |
135-05 |
| Close |
135-13 |
136-28 |
1-15 |
1.1% |
136-28 |
| Range |
3-29 |
1-28 |
-2-01 |
-52.0% |
5-08 |
| ATR |
2-05 |
2-04 |
-0-01 |
-0.9% |
0-00 |
| Volume |
477,171 |
324,433 |
-152,738 |
-32.0% |
1,755,298 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-31 |
141-10 |
137-29 |
|
| R3 |
140-03 |
139-14 |
137-12 |
|
| R2 |
138-07 |
138-07 |
137-07 |
|
| R1 |
137-18 |
137-18 |
137-02 |
137-28 |
| PP |
136-11 |
136-11 |
136-11 |
136-17 |
| S1 |
135-22 |
135-22 |
136-22 |
136-00 |
| S2 |
134-15 |
134-15 |
136-17 |
|
| S3 |
132-19 |
133-26 |
136-12 |
|
| S4 |
130-23 |
131-30 |
135-27 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-07 |
150-10 |
139-24 |
|
| R3 |
147-31 |
145-02 |
138-10 |
|
| R2 |
142-23 |
142-23 |
137-27 |
|
| R1 |
139-26 |
139-26 |
137-11 |
138-20 |
| PP |
137-15 |
137-15 |
137-15 |
136-29 |
| S1 |
134-18 |
134-18 |
136-13 |
133-12 |
| S2 |
132-07 |
132-07 |
135-29 |
|
| S3 |
126-31 |
129-10 |
135-14 |
|
| S4 |
121-23 |
124-02 |
134-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-13 |
135-05 |
5-08 |
3.8% |
2-10 |
1.7% |
33% |
False |
True |
351,059 |
| 10 |
141-00 |
135-05 |
5-27 |
4.3% |
2-02 |
1.5% |
29% |
False |
True |
326,200 |
| 20 |
146-13 |
135-05 |
11-08 |
8.2% |
2-03 |
1.5% |
15% |
False |
True |
311,111 |
| 40 |
147-00 |
135-05 |
11-27 |
8.7% |
2-01 |
1.5% |
15% |
False |
True |
323,427 |
| 60 |
147-00 |
129-30 |
17-02 |
12.5% |
2-06 |
1.6% |
41% |
False |
False |
243,552 |
| 80 |
147-00 |
121-23 |
25-09 |
18.5% |
1-31 |
1.4% |
60% |
False |
False |
182,842 |
| 100 |
147-00 |
120-28 |
26-04 |
19.1% |
1-22 |
1.2% |
61% |
False |
False |
146,282 |
| 120 |
147-00 |
120-28 |
26-04 |
19.1% |
1-14 |
1.1% |
61% |
False |
False |
121,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-00 |
|
2.618 |
141-30 |
|
1.618 |
140-02 |
|
1.000 |
138-29 |
|
0.618 |
138-06 |
|
HIGH |
137-01 |
|
0.618 |
136-10 |
|
0.500 |
136-03 |
|
0.382 |
135-28 |
|
LOW |
135-05 |
|
0.618 |
134-00 |
|
1.000 |
133-09 |
|
1.618 |
132-04 |
|
2.618 |
130-08 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-20 |
137-25 |
| PP |
136-11 |
137-15 |
| S1 |
136-03 |
137-06 |
|