ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
136-19 |
139-25 |
3-06 |
2.3% |
138-16 |
| High |
140-00 |
142-26 |
2-26 |
2.0% |
140-13 |
| Low |
136-18 |
139-12 |
2-26 |
2.1% |
135-05 |
| Close |
139-01 |
142-00 |
2-31 |
2.1% |
136-28 |
| Range |
3-14 |
3-14 |
0-00 |
0.0% |
5-08 |
| ATR |
2-07 |
2-11 |
0-04 |
5.0% |
0-00 |
| Volume |
321,716 |
535,682 |
213,966 |
66.5% |
1,755,298 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
150-09 |
143-28 |
|
| R3 |
148-09 |
146-27 |
142-30 |
|
| R2 |
144-27 |
144-27 |
142-20 |
|
| R1 |
143-13 |
143-13 |
142-10 |
144-04 |
| PP |
141-13 |
141-13 |
141-13 |
141-24 |
| S1 |
139-31 |
139-31 |
141-22 |
140-22 |
| S2 |
137-31 |
137-31 |
141-12 |
|
| S3 |
134-17 |
136-17 |
141-02 |
|
| S4 |
131-03 |
133-03 |
140-04 |
|
|
| 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 |
142-26 |
135-05 |
7-21 |
5.4% |
2-29 |
2.0% |
89% |
True |
False |
405,937 |
| 10 |
142-26 |
135-05 |
7-21 |
5.4% |
2-08 |
1.6% |
89% |
True |
False |
349,724 |
| 20 |
144-25 |
135-05 |
9-20 |
6.8% |
2-05 |
1.5% |
71% |
False |
False |
315,513 |
| 40 |
147-00 |
135-05 |
11-27 |
8.3% |
2-03 |
1.5% |
58% |
False |
False |
322,501 |
| 60 |
147-00 |
132-27 |
14-05 |
10.0% |
2-06 |
1.5% |
65% |
False |
False |
257,752 |
| 80 |
147-00 |
123-10 |
23-22 |
16.7% |
2-01 |
1.4% |
79% |
False |
False |
193,548 |
| 100 |
147-00 |
120-28 |
26-04 |
18.4% |
1-24 |
1.2% |
81% |
False |
False |
154,856 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-16 |
1.1% |
81% |
False |
False |
129,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-14 |
|
2.618 |
151-26 |
|
1.618 |
148-12 |
|
1.000 |
146-08 |
|
0.618 |
144-30 |
|
HIGH |
142-26 |
|
0.618 |
141-16 |
|
0.500 |
141-03 |
|
0.382 |
140-22 |
|
LOW |
139-12 |
|
0.618 |
137-08 |
|
1.000 |
135-30 |
|
1.618 |
133-26 |
|
2.618 |
130-12 |
|
4.250 |
124-24 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-22 |
141-00 |
| PP |
141-13 |
140-00 |
| S1 |
141-03 |
139-00 |
|