ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
142-15 |
1-28 |
1.3% |
136-19 |
| High |
143-04 |
142-29 |
-0-07 |
-0.2% |
143-04 |
| Low |
140-11 |
140-15 |
0-04 |
0.1% |
136-18 |
| Close |
142-23 |
141-10 |
-1-13 |
-1.0% |
141-00 |
| Range |
2-25 |
2-14 |
-0-11 |
-12.4% |
6-18 |
| ATR |
2-09 |
2-10 |
0-00 |
0.5% |
0-00 |
| Volume |
400,398 |
404,201 |
3,803 |
0.9% |
1,879,480 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
147-17 |
142-21 |
|
| R3 |
146-14 |
145-03 |
141-31 |
|
| R2 |
144-00 |
144-00 |
141-24 |
|
| R1 |
142-21 |
142-21 |
141-17 |
142-04 |
| PP |
141-18 |
141-18 |
141-18 |
141-09 |
| S1 |
140-07 |
140-07 |
141-03 |
139-22 |
| S2 |
139-04 |
139-04 |
140-28 |
|
| S3 |
136-22 |
137-25 |
140-21 |
|
| S4 |
134-08 |
135-11 |
139-31 |
|
|
| 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 |
139-20 |
3-16 |
2.5% |
2-06 |
1.5% |
48% |
False |
False |
345,208 |
| 10 |
143-04 |
135-05 |
7-31 |
5.6% |
2-14 |
1.7% |
77% |
False |
False |
359,230 |
| 20 |
143-04 |
135-05 |
7-31 |
5.6% |
2-07 |
1.6% |
77% |
False |
False |
340,175 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-06 |
1.6% |
52% |
False |
False |
329,568 |
| 60 |
147-00 |
134-26 |
12-06 |
8.6% |
2-04 |
1.5% |
53% |
False |
False |
297,561 |
| 80 |
147-00 |
123-10 |
23-22 |
16.8% |
2-04 |
1.5% |
76% |
False |
False |
223,666 |
| 100 |
147-00 |
120-28 |
26-04 |
18.5% |
1-28 |
1.3% |
78% |
False |
False |
178,960 |
| 120 |
147-00 |
120-28 |
26-04 |
18.5% |
1-20 |
1.2% |
78% |
False |
False |
149,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-08 |
|
2.618 |
149-09 |
|
1.618 |
146-27 |
|
1.000 |
145-11 |
|
0.618 |
144-13 |
|
HIGH |
142-29 |
|
0.618 |
141-31 |
|
0.500 |
141-22 |
|
0.382 |
141-13 |
|
LOW |
140-15 |
|
0.618 |
138-31 |
|
1.000 |
138-01 |
|
1.618 |
136-17 |
|
2.618 |
134-03 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-22 |
141-24 |
| PP |
141-18 |
141-19 |
| S1 |
141-14 |
141-14 |
|