ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
144-28 |
143-07 |
-1-21 |
-1.1% |
142-26 |
| High |
145-06 |
144-03 |
-1-03 |
-0.8% |
145-14 |
| Low |
143-24 |
141-25 |
-1-31 |
-1.4% |
142-26 |
| Close |
143-27 |
144-00 |
0-05 |
0.1% |
143-27 |
| Range |
1-14 |
2-10 |
0-28 |
60.9% |
2-20 |
| ATR |
1-28 |
1-29 |
0-01 |
1.7% |
0-00 |
| Volume |
316,100 |
577,175 |
261,075 |
82.6% |
1,430,897 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-07 |
149-14 |
145-09 |
|
| R3 |
147-29 |
147-04 |
144-20 |
|
| R2 |
145-19 |
145-19 |
144-14 |
|
| R1 |
144-26 |
144-26 |
144-07 |
145-06 |
| PP |
143-09 |
143-09 |
143-09 |
143-16 |
| S1 |
142-16 |
142-16 |
143-25 |
142-28 |
| S2 |
140-31 |
140-31 |
143-18 |
|
| S3 |
138-21 |
140-06 |
143-12 |
|
| S4 |
136-11 |
137-28 |
142-23 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-29 |
150-16 |
145-09 |
|
| R3 |
149-09 |
147-28 |
144-18 |
|
| R2 |
146-21 |
146-21 |
144-10 |
|
| R1 |
145-08 |
145-08 |
144-03 |
145-30 |
| PP |
144-01 |
144-01 |
144-01 |
144-12 |
| S1 |
142-20 |
142-20 |
143-19 |
143-10 |
| S2 |
141-13 |
141-13 |
143-12 |
|
| S3 |
138-25 |
140-00 |
143-04 |
|
| S4 |
136-05 |
137-12 |
142-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-14 |
141-25 |
3-21 |
2.5% |
1-18 |
1.1% |
61% |
False |
True |
401,614 |
| 10 |
145-14 |
140-02 |
5-12 |
3.7% |
1-18 |
1.1% |
73% |
False |
False |
349,915 |
| 20 |
145-14 |
136-18 |
8-28 |
6.2% |
1-31 |
1.4% |
84% |
False |
False |
340,418 |
| 40 |
146-13 |
135-05 |
11-08 |
7.8% |
2-01 |
1.4% |
79% |
False |
False |
325,764 |
| 60 |
147-00 |
135-05 |
11-27 |
8.2% |
2-01 |
1.4% |
75% |
False |
False |
329,091 |
| 80 |
147-00 |
129-30 |
17-02 |
11.8% |
2-04 |
1.5% |
82% |
False |
False |
267,768 |
| 100 |
147-00 |
121-23 |
25-09 |
17.6% |
1-31 |
1.4% |
88% |
False |
False |
214,357 |
| 120 |
147-00 |
120-28 |
26-04 |
18.1% |
1-23 |
1.2% |
89% |
False |
False |
178,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-30 |
|
2.618 |
150-05 |
|
1.618 |
147-27 |
|
1.000 |
146-13 |
|
0.618 |
145-17 |
|
HIGH |
144-03 |
|
0.618 |
143-07 |
|
0.500 |
142-30 |
|
0.382 |
142-21 |
|
LOW |
141-25 |
|
0.618 |
140-11 |
|
1.000 |
139-15 |
|
1.618 |
138-01 |
|
2.618 |
135-23 |
|
4.250 |
131-30 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-21 |
143-28 |
| PP |
143-09 |
143-24 |
| S1 |
142-30 |
143-20 |
|