ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-17 |
141-17 |
1-00 |
0.7% |
140-26 |
| High |
142-02 |
142-21 |
0-19 |
0.4% |
143-04 |
| Low |
140-02 |
141-07 |
1-05 |
0.8% |
140-06 |
| Close |
141-25 |
141-16 |
-0-09 |
-0.2% |
140-14 |
| Range |
2-00 |
1-14 |
-0-18 |
-28.1% |
2-30 |
| ATR |
2-06 |
2-05 |
-0-02 |
-2.5% |
0-00 |
| Volume |
249,578 |
309,852 |
60,274 |
24.2% |
1,429,733 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-03 |
145-08 |
142-09 |
|
| R3 |
144-21 |
143-26 |
141-29 |
|
| R2 |
143-07 |
143-07 |
141-24 |
|
| R1 |
142-12 |
142-12 |
141-20 |
142-02 |
| PP |
141-25 |
141-25 |
141-25 |
141-21 |
| S1 |
140-30 |
140-30 |
141-12 |
140-20 |
| S2 |
140-11 |
140-11 |
141-08 |
|
| S3 |
138-29 |
139-16 |
141-03 |
|
| S4 |
137-15 |
138-02 |
140-23 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-02 |
148-06 |
142-02 |
|
| R3 |
147-04 |
145-08 |
141-08 |
|
| R2 |
144-06 |
144-06 |
140-31 |
|
| R1 |
142-10 |
142-10 |
140-23 |
141-25 |
| PP |
141-08 |
141-08 |
141-08 |
141-00 |
| S1 |
139-12 |
139-12 |
140-05 |
138-27 |
| S2 |
138-10 |
138-10 |
139-29 |
|
| S3 |
135-12 |
136-14 |
139-20 |
|
| S4 |
132-14 |
133-16 |
138-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
140-02 |
3-02 |
2.2% |
1-31 |
1.4% |
47% |
False |
False |
281,073 |
| 10 |
143-04 |
139-20 |
3-16 |
2.5% |
2-00 |
1.4% |
54% |
False |
False |
301,124 |
| 20 |
143-04 |
135-05 |
7-31 |
5.6% |
2-04 |
1.5% |
80% |
False |
False |
325,424 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-07 |
1.6% |
54% |
False |
False |
326,188 |
| 60 |
147-00 |
134-26 |
12-06 |
8.6% |
2-03 |
1.5% |
55% |
False |
False |
307,281 |
| 80 |
147-00 |
123-10 |
23-22 |
16.7% |
2-05 |
1.5% |
77% |
False |
False |
231,169 |
| 100 |
147-00 |
120-28 |
26-04 |
18.5% |
1-30 |
1.4% |
79% |
False |
False |
184,968 |
| 120 |
147-00 |
120-28 |
26-04 |
18.5% |
1-21 |
1.2% |
79% |
False |
False |
154,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-24 |
|
2.618 |
146-13 |
|
1.618 |
144-31 |
|
1.000 |
144-03 |
|
0.618 |
143-17 |
|
HIGH |
142-21 |
|
0.618 |
142-03 |
|
0.500 |
141-30 |
|
0.382 |
141-25 |
|
LOW |
141-07 |
|
0.618 |
140-11 |
|
1.000 |
139-25 |
|
1.618 |
138-29 |
|
2.618 |
137-15 |
|
4.250 |
135-04 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
141-14 |
| PP |
141-25 |
141-13 |
| S1 |
141-21 |
141-12 |
|