ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-21 |
143-13 |
-0-08 |
-0.2% |
142-26 |
| High |
143-29 |
143-19 |
-0-10 |
-0.2% |
145-14 |
| Low |
142-15 |
141-07 |
-1-08 |
-0.9% |
142-26 |
| Close |
143-09 |
141-20 |
-1-21 |
-1.2% |
143-27 |
| Range |
1-14 |
2-12 |
0-30 |
65.2% |
2-20 |
| ATR |
1-28 |
1-29 |
0-01 |
1.9% |
0-00 |
| Volume |
454,720 |
136,059 |
-318,661 |
-70.1% |
1,430,897 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-09 |
147-26 |
142-30 |
|
| R3 |
146-29 |
145-14 |
142-09 |
|
| R2 |
144-17 |
144-17 |
142-02 |
|
| R1 |
143-02 |
143-02 |
141-27 |
142-20 |
| PP |
142-05 |
142-05 |
142-05 |
141-29 |
| S1 |
140-22 |
140-22 |
141-13 |
140-08 |
| S2 |
139-25 |
139-25 |
141-06 |
|
| S3 |
137-13 |
138-10 |
140-31 |
|
| S4 |
135-01 |
135-30 |
140-10 |
|
|
| 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 |
141-07 |
4-07 |
3.0% |
1-26 |
1.3% |
10% |
False |
True |
384,350 |
| 10 |
145-14 |
141-07 |
4-07 |
3.0% |
1-19 |
1.1% |
10% |
False |
True |
353,050 |
| 20 |
145-14 |
139-20 |
5-26 |
4.1% |
1-26 |
1.3% |
34% |
False |
False |
327,087 |
| 40 |
145-14 |
135-05 |
10-09 |
7.3% |
2-00 |
1.4% |
63% |
False |
False |
321,300 |
| 60 |
147-00 |
135-05 |
11-27 |
8.4% |
2-00 |
1.4% |
55% |
False |
False |
324,030 |
| 80 |
147-00 |
132-27 |
14-05 |
10.0% |
2-03 |
1.5% |
62% |
False |
False |
275,086 |
| 100 |
147-00 |
123-10 |
23-22 |
16.7% |
1-31 |
1.4% |
77% |
False |
False |
220,256 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-24 |
1.2% |
79% |
False |
False |
183,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-22 |
|
2.618 |
149-26 |
|
1.618 |
147-14 |
|
1.000 |
145-31 |
|
0.618 |
145-02 |
|
HIGH |
143-19 |
|
0.618 |
142-22 |
|
0.500 |
142-13 |
|
0.382 |
142-04 |
|
LOW |
141-07 |
|
0.618 |
139-24 |
|
1.000 |
138-27 |
|
1.618 |
137-12 |
|
2.618 |
135-00 |
|
4.250 |
131-04 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-13 |
142-21 |
| PP |
142-05 |
142-10 |
| S1 |
141-28 |
141-31 |
|