ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-26 |
143-20 |
0-26 |
0.6% |
140-17 |
| High |
143-30 |
144-15 |
0-17 |
0.4% |
143-21 |
| Low |
142-26 |
143-01 |
0-07 |
0.2% |
140-02 |
| Close |
143-19 |
144-03 |
0-16 |
0.3% |
142-25 |
| Range |
1-04 |
1-14 |
0-10 |
27.8% |
3-19 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.9% |
0-00 |
| Volume |
297,912 |
379,187 |
81,275 |
27.3% |
1,491,080 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-18 |
144-28 |
|
| R3 |
146-24 |
146-04 |
144-16 |
|
| R2 |
145-10 |
145-10 |
144-11 |
|
| R1 |
144-22 |
144-22 |
144-07 |
145-00 |
| PP |
143-28 |
143-28 |
143-28 |
144-00 |
| S1 |
143-08 |
143-08 |
143-31 |
143-18 |
| S2 |
142-14 |
142-14 |
143-27 |
|
| S3 |
141-00 |
141-26 |
143-22 |
|
| S4 |
139-18 |
140-12 |
143-10 |
|
|
| 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 |
144-15 |
141-16 |
2-31 |
2.1% |
1-12 |
1.0% |
87% |
True |
False |
321,749 |
| 10 |
144-15 |
140-02 |
4-13 |
3.1% |
1-21 |
1.2% |
91% |
True |
False |
301,411 |
| 20 |
144-15 |
135-05 |
9-10 |
6.5% |
2-02 |
1.4% |
96% |
True |
False |
332,484 |
| 40 |
146-13 |
135-05 |
11-08 |
7.8% |
2-01 |
1.4% |
79% |
False |
False |
318,024 |
| 60 |
147-00 |
135-01 |
11-31 |
8.3% |
2-01 |
1.4% |
76% |
False |
False |
323,666 |
| 80 |
147-00 |
127-20 |
19-12 |
13.4% |
2-05 |
1.5% |
85% |
False |
False |
251,239 |
| 100 |
147-00 |
121-11 |
25-21 |
17.8% |
1-30 |
1.3% |
89% |
False |
False |
201,053 |
| 120 |
147-00 |
120-28 |
26-04 |
18.1% |
1-22 |
1.2% |
89% |
False |
False |
167,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-18 |
|
2.618 |
148-07 |
|
1.618 |
146-25 |
|
1.000 |
145-29 |
|
0.618 |
145-11 |
|
HIGH |
144-15 |
|
0.618 |
143-29 |
|
0.500 |
143-24 |
|
0.382 |
143-19 |
|
LOW |
143-01 |
|
0.618 |
142-05 |
|
1.000 |
141-19 |
|
1.618 |
140-23 |
|
2.618 |
139-09 |
|
4.250 |
136-30 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-31 |
143-26 |
| PP |
143-28 |
143-18 |
| S1 |
143-24 |
143-10 |
|