ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-17 |
141-21 |
0-04 |
0.1% |
140-26 |
| High |
142-21 |
142-17 |
-0-04 |
-0.1% |
143-04 |
| Low |
141-07 |
141-16 |
0-09 |
0.2% |
140-06 |
| Close |
141-16 |
142-04 |
0-20 |
0.4% |
140-14 |
| Range |
1-14 |
1-01 |
-0-13 |
-28.3% |
2-30 |
| ATR |
2-05 |
2-02 |
-0-03 |
-3.7% |
0-00 |
| Volume |
309,852 |
256,160 |
-53,692 |
-17.3% |
1,429,733 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-21 |
142-22 |
|
| R3 |
144-04 |
143-20 |
142-13 |
|
| R2 |
143-03 |
143-03 |
142-10 |
|
| R1 |
142-19 |
142-19 |
142-07 |
142-27 |
| PP |
142-02 |
142-02 |
142-02 |
142-06 |
| S1 |
141-18 |
141-18 |
142-01 |
141-26 |
| S2 |
141-01 |
141-01 |
141-30 |
|
| S3 |
140-00 |
140-17 |
141-27 |
|
| S4 |
138-31 |
139-16 |
141-18 |
|
|
| 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 |
142-29 |
140-02 |
2-27 |
2.0% |
1-19 |
1.1% |
73% |
False |
False |
252,226 |
| 10 |
143-04 |
139-20 |
3-16 |
2.5% |
1-29 |
1.3% |
71% |
False |
False |
293,430 |
| 20 |
143-04 |
135-05 |
7-31 |
5.6% |
2-04 |
1.5% |
87% |
False |
False |
323,450 |
| 40 |
147-00 |
135-05 |
11-27 |
8.3% |
2-05 |
1.5% |
59% |
False |
False |
322,793 |
| 60 |
147-00 |
134-26 |
12-06 |
8.6% |
2-03 |
1.5% |
60% |
False |
False |
311,348 |
| 80 |
147-00 |
123-21 |
23-11 |
16.4% |
2-05 |
1.5% |
79% |
False |
False |
234,368 |
| 100 |
147-00 |
120-28 |
26-04 |
18.4% |
1-29 |
1.4% |
81% |
False |
False |
187,529 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-21 |
1.2% |
81% |
False |
False |
156,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-29 |
|
2.618 |
145-07 |
|
1.618 |
144-06 |
|
1.000 |
143-18 |
|
0.618 |
143-05 |
|
HIGH |
142-17 |
|
0.618 |
142-04 |
|
0.500 |
142-00 |
|
0.382 |
141-29 |
|
LOW |
141-16 |
|
0.618 |
140-28 |
|
1.000 |
140-15 |
|
1.618 |
139-27 |
|
2.618 |
138-26 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-03 |
141-28 |
| PP |
142-02 |
141-20 |
| S1 |
142-00 |
141-12 |
|