ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-20 |
144-13 |
0-25 |
0.5% |
140-17 |
| High |
144-15 |
145-14 |
0-31 |
0.7% |
143-21 |
| Low |
143-01 |
143-28 |
0-27 |
0.6% |
140-02 |
| Close |
144-03 |
145-11 |
1-08 |
0.9% |
142-25 |
| Range |
1-14 |
1-18 |
0-04 |
8.7% |
3-19 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.3% |
0-00 |
| Volume |
379,187 |
437,698 |
58,511 |
15.4% |
1,491,080 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-18 |
149-01 |
146-06 |
|
| R3 |
148-00 |
147-15 |
145-25 |
|
| R2 |
146-14 |
146-14 |
145-20 |
|
| R1 |
145-29 |
145-29 |
145-16 |
146-06 |
| PP |
144-28 |
144-28 |
144-28 |
145-01 |
| S1 |
144-11 |
144-11 |
145-06 |
144-20 |
| S2 |
143-10 |
143-10 |
145-02 |
|
| S3 |
141-24 |
142-25 |
144-29 |
|
| S4 |
140-06 |
141-07 |
144-16 |
|
|
| 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 |
145-14 |
141-26 |
3-20 |
2.5% |
1-16 |
1.0% |
97% |
True |
False |
358,057 |
| 10 |
145-14 |
140-02 |
5-12 |
3.7% |
1-18 |
1.1% |
98% |
True |
False |
305,141 |
| 20 |
145-14 |
135-05 |
10-09 |
7.1% |
2-02 |
1.4% |
99% |
True |
False |
335,834 |
| 40 |
146-13 |
135-05 |
11-08 |
7.7% |
2-00 |
1.4% |
91% |
False |
False |
320,270 |
| 60 |
147-00 |
135-01 |
11-31 |
8.2% |
2-01 |
1.4% |
86% |
False |
False |
326,793 |
| 80 |
147-00 |
129-11 |
17-21 |
12.1% |
2-05 |
1.5% |
91% |
False |
False |
256,696 |
| 100 |
147-00 |
121-11 |
25-21 |
17.7% |
1-30 |
1.3% |
94% |
False |
False |
205,430 |
| 120 |
147-00 |
120-28 |
26-04 |
18.0% |
1-22 |
1.2% |
94% |
False |
False |
171,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-02 |
|
2.618 |
149-17 |
|
1.618 |
147-31 |
|
1.000 |
147-00 |
|
0.618 |
146-13 |
|
HIGH |
145-14 |
|
0.618 |
144-27 |
|
0.500 |
144-21 |
|
0.382 |
144-15 |
|
LOW |
143-28 |
|
0.618 |
142-29 |
|
1.000 |
142-10 |
|
1.618 |
141-11 |
|
2.618 |
139-25 |
|
4.250 |
137-08 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-04 |
144-30 |
| PP |
144-28 |
144-17 |
| S1 |
144-21 |
144-04 |
|