ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-04 |
140-21 |
-1-15 |
-1.0% |
136-19 |
| High |
143-04 |
141-15 |
-1-21 |
-1.2% |
143-04 |
| Low |
140-16 |
139-20 |
-0-28 |
-0.6% |
136-18 |
| Close |
140-22 |
141-00 |
0-10 |
0.2% |
141-00 |
| Range |
2-20 |
1-27 |
-0-25 |
-29.8% |
6-18 |
| ATR |
2-11 |
2-09 |
-0-01 |
-1.5% |
0-00 |
| Volume |
351,333 |
337,646 |
-13,687 |
-3.9% |
1,879,480 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-15 |
142-00 |
|
| R3 |
144-12 |
143-20 |
141-16 |
|
| R2 |
142-17 |
142-17 |
141-11 |
|
| R1 |
141-25 |
141-25 |
141-05 |
142-05 |
| PP |
140-22 |
140-22 |
140-22 |
140-28 |
| S1 |
139-30 |
139-30 |
140-27 |
140-10 |
| S2 |
138-27 |
138-27 |
140-21 |
|
| S3 |
137-00 |
138-03 |
140-16 |
|
| S4 |
135-05 |
136-08 |
140-00 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
157-01 |
144-20 |
|
| R3 |
153-11 |
150-15 |
142-26 |
|
| R2 |
146-25 |
146-25 |
142-06 |
|
| R1 |
143-29 |
143-29 |
141-19 |
145-11 |
| PP |
140-07 |
140-07 |
140-07 |
140-30 |
| S1 |
137-11 |
137-11 |
140-13 |
138-25 |
| S2 |
133-21 |
133-21 |
139-26 |
|
| S3 |
127-03 |
130-25 |
139-06 |
|
| S4 |
120-17 |
124-07 |
137-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
136-18 |
6-18 |
4.7% |
2-21 |
1.9% |
68% |
False |
False |
375,896 |
| 10 |
143-04 |
135-05 |
7-31 |
5.7% |
2-16 |
1.8% |
73% |
False |
False |
363,477 |
| 20 |
143-04 |
135-05 |
7-31 |
5.7% |
2-06 |
1.6% |
73% |
False |
False |
320,193 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-04 |
1.5% |
49% |
False |
False |
326,078 |
| 60 |
147-00 |
134-03 |
12-29 |
9.2% |
2-03 |
1.5% |
54% |
False |
False |
274,621 |
| 80 |
147-00 |
123-10 |
23-22 |
16.8% |
2-02 |
1.5% |
75% |
False |
False |
206,317 |
| 100 |
147-00 |
120-28 |
26-04 |
18.5% |
1-26 |
1.3% |
77% |
False |
False |
165,076 |
| 120 |
147-00 |
120-28 |
26-04 |
18.5% |
1-18 |
1.1% |
77% |
False |
False |
137,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-10 |
|
2.618 |
146-09 |
|
1.618 |
144-14 |
|
1.000 |
143-10 |
|
0.618 |
142-19 |
|
HIGH |
141-15 |
|
0.618 |
140-24 |
|
0.500 |
140-18 |
|
0.382 |
140-11 |
|
LOW |
139-20 |
|
0.618 |
138-16 |
|
1.000 |
137-25 |
|
1.618 |
136-21 |
|
2.618 |
134-26 |
|
4.250 |
131-25 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-27 |
141-12 |
| PP |
140-22 |
141-08 |
| S1 |
140-18 |
141-04 |
|