ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
142-26 |
-0-13 |
-0.3% |
140-17 |
| High |
143-19 |
143-30 |
0-11 |
0.2% |
143-21 |
| Low |
142-04 |
142-26 |
0-22 |
0.5% |
140-02 |
| Close |
142-25 |
143-19 |
0-26 |
0.6% |
142-25 |
| Range |
1-15 |
1-04 |
-0-11 |
-23.4% |
3-19 |
| ATR |
2-00 |
1-30 |
-0-02 |
-3.0% |
0-00 |
| Volume |
286,200 |
297,912 |
11,712 |
4.1% |
1,491,080 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
146-11 |
144-07 |
|
| R3 |
145-22 |
145-07 |
143-29 |
|
| R2 |
144-18 |
144-18 |
143-26 |
|
| R1 |
144-03 |
144-03 |
143-22 |
144-10 |
| PP |
143-14 |
143-14 |
143-14 |
143-18 |
| S1 |
142-31 |
142-31 |
143-16 |
143-06 |
| S2 |
142-10 |
142-10 |
143-12 |
|
| S3 |
141-06 |
141-27 |
143-09 |
|
| S4 |
140-02 |
140-23 |
142-31 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-30 |
151-15 |
144-24 |
|
| R3 |
149-11 |
147-28 |
143-25 |
|
| R2 |
145-24 |
145-24 |
143-14 |
|
| R1 |
144-09 |
144-09 |
143-04 |
145-00 |
| PP |
142-05 |
142-05 |
142-05 |
142-17 |
| S1 |
140-22 |
140-22 |
142-14 |
141-14 |
| S2 |
138-18 |
138-18 |
142-04 |
|
| S3 |
134-31 |
137-03 |
141-25 |
|
| S4 |
131-12 |
133-16 |
140-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-30 |
141-07 |
2-23 |
1.9% |
1-12 |
1.0% |
87% |
True |
False |
307,882 |
| 10 |
143-30 |
140-02 |
3-28 |
2.7% |
1-22 |
1.2% |
91% |
True |
False |
291,167 |
| 20 |
143-30 |
135-05 |
8-25 |
6.1% |
2-04 |
1.5% |
96% |
True |
False |
331,897 |
| 40 |
146-13 |
135-05 |
11-08 |
7.8% |
2-02 |
1.4% |
75% |
False |
False |
316,552 |
| 60 |
147-00 |
135-01 |
11-31 |
8.3% |
2-01 |
1.4% |
72% |
False |
False |
320,233 |
| 80 |
147-00 |
125-28 |
21-04 |
14.7% |
2-05 |
1.5% |
84% |
False |
False |
246,515 |
| 100 |
147-00 |
121-01 |
25-31 |
18.1% |
1-30 |
1.3% |
87% |
False |
False |
197,262 |
| 120 |
147-00 |
120-28 |
26-04 |
18.2% |
1-22 |
1.2% |
87% |
False |
False |
164,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-23 |
|
2.618 |
146-28 |
|
1.618 |
145-24 |
|
1.000 |
145-02 |
|
0.618 |
144-20 |
|
HIGH |
143-30 |
|
0.618 |
143-16 |
|
0.500 |
143-12 |
|
0.382 |
143-08 |
|
LOW |
142-26 |
|
0.618 |
142-04 |
|
1.000 |
141-22 |
|
1.618 |
141-00 |
|
2.618 |
139-28 |
|
4.250 |
138-01 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-17 |
143-11 |
| PP |
143-14 |
143-04 |
| S1 |
143-12 |
142-28 |
|