ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
135-18 |
136-19 |
1-01 |
0.8% |
138-16 |
| High |
137-01 |
140-00 |
2-31 |
2.2% |
140-13 |
| Low |
135-05 |
136-18 |
1-13 |
1.0% |
135-05 |
| Close |
136-28 |
139-01 |
2-05 |
1.6% |
136-28 |
| Range |
1-28 |
3-14 |
1-18 |
83.3% |
5-08 |
| ATR |
2-04 |
2-07 |
0-03 |
4.4% |
0-00 |
| Volume |
324,433 |
321,716 |
-2,717 |
-0.8% |
1,755,298 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
147-12 |
140-30 |
|
| R3 |
145-13 |
143-30 |
139-31 |
|
| R2 |
141-31 |
141-31 |
139-21 |
|
| R1 |
140-16 |
140-16 |
139-11 |
141-08 |
| PP |
138-17 |
138-17 |
138-17 |
138-29 |
| S1 |
137-02 |
137-02 |
138-23 |
137-26 |
| S2 |
135-03 |
135-03 |
138-13 |
|
| S3 |
131-21 |
133-20 |
138-03 |
|
| S4 |
128-07 |
130-06 |
137-04 |
|
|
| 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% |
2-25 |
2.0% |
74% |
False |
False |
372,291 |
| 10 |
141-00 |
135-05 |
5-27 |
4.2% |
2-05 |
1.5% |
66% |
False |
False |
331,248 |
| 20 |
146-13 |
135-05 |
11-08 |
8.1% |
2-04 |
1.5% |
34% |
False |
False |
308,802 |
| 40 |
147-00 |
135-05 |
11-27 |
8.5% |
2-01 |
1.5% |
33% |
False |
False |
320,637 |
| 60 |
147-00 |
129-30 |
17-02 |
12.3% |
2-06 |
1.6% |
53% |
False |
False |
248,870 |
| 80 |
147-00 |
123-10 |
23-22 |
17.0% |
2-00 |
1.4% |
66% |
False |
False |
186,863 |
| 100 |
147-00 |
120-28 |
26-04 |
18.8% |
1-23 |
1.2% |
69% |
False |
False |
149,499 |
| 120 |
147-00 |
120-28 |
26-04 |
18.8% |
1-15 |
1.1% |
69% |
False |
False |
124,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-20 |
|
2.618 |
149-00 |
|
1.618 |
145-18 |
|
1.000 |
143-14 |
|
0.618 |
142-04 |
|
HIGH |
140-00 |
|
0.618 |
138-22 |
|
0.500 |
138-09 |
|
0.382 |
137-28 |
|
LOW |
136-18 |
|
0.618 |
134-14 |
|
1.000 |
133-04 |
|
1.618 |
131-00 |
|
2.618 |
127-18 |
|
4.250 |
121-30 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-25 |
138-18 |
| PP |
138-17 |
138-02 |
| S1 |
138-09 |
137-18 |
|