ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
139-25 |
142-04 |
2-11 |
1.7% |
138-16 |
| High |
142-26 |
142-22 |
-0-04 |
-0.1% |
140-13 |
| Low |
139-12 |
140-24 |
1-12 |
1.0% |
135-05 |
| Close |
142-00 |
141-24 |
-0-08 |
-0.2% |
136-28 |
| Range |
3-14 |
1-30 |
-1-16 |
-43.6% |
5-08 |
| ATR |
2-11 |
2-10 |
-0-01 |
-1.2% |
0-00 |
| Volume |
535,682 |
333,103 |
-202,579 |
-37.8% |
1,755,298 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-17 |
146-19 |
142-26 |
|
| R3 |
145-19 |
144-21 |
142-09 |
|
| R2 |
143-21 |
143-21 |
142-03 |
|
| R1 |
142-23 |
142-23 |
141-30 |
142-07 |
| PP |
141-23 |
141-23 |
141-23 |
141-16 |
| S1 |
140-25 |
140-25 |
141-18 |
140-09 |
| S2 |
139-25 |
139-25 |
141-13 |
|
| S3 |
137-27 |
138-27 |
141-07 |
|
| S4 |
135-29 |
136-29 |
140-22 |
|
|
| 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 |
2.1% |
86% |
False |
False |
398,421 |
| 10 |
142-26 |
135-05 |
7-21 |
5.4% |
2-10 |
1.6% |
86% |
False |
False |
353,470 |
| 20 |
144-08 |
135-05 |
9-03 |
6.4% |
2-06 |
1.5% |
73% |
False |
False |
317,518 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-03 |
1.5% |
56% |
False |
False |
322,937 |
| 60 |
147-00 |
133-24 |
13-08 |
9.3% |
2-04 |
1.5% |
60% |
False |
False |
263,271 |
| 80 |
147-00 |
123-10 |
23-22 |
16.7% |
2-01 |
1.4% |
78% |
False |
False |
197,708 |
| 100 |
147-00 |
120-28 |
26-04 |
18.4% |
1-25 |
1.3% |
80% |
False |
False |
158,187 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-17 |
1.1% |
80% |
False |
False |
131,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-30 |
|
2.618 |
147-24 |
|
1.618 |
145-26 |
|
1.000 |
144-20 |
|
0.618 |
143-28 |
|
HIGH |
142-22 |
|
0.618 |
141-30 |
|
0.500 |
141-23 |
|
0.382 |
141-16 |
|
LOW |
140-24 |
|
0.618 |
139-18 |
|
1.000 |
138-26 |
|
1.618 |
137-20 |
|
2.618 |
135-22 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-24 |
141-02 |
| PP |
141-23 |
140-12 |
| S1 |
141-23 |
139-22 |
|