ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-17 |
141-06 |
-0-11 |
-0.2% |
143-07 |
| High |
142-00 |
142-08 |
0-08 |
0.2% |
144-03 |
| Low |
140-06 |
140-03 |
-0-03 |
-0.1% |
140-03 |
| Close |
140-21 |
142-02 |
1-13 |
1.0% |
142-02 |
| Range |
1-26 |
2-05 |
0-11 |
19.0% |
4-00 |
| ATR |
1-29 |
1-29 |
0-01 |
1.0% |
0-00 |
| Volume |
60,359 |
26,538 |
-33,821 |
-56.0% |
1,254,851 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-05 |
143-08 |
|
| R3 |
145-25 |
145-00 |
142-21 |
|
| R2 |
143-20 |
143-20 |
142-15 |
|
| R1 |
142-27 |
142-27 |
142-08 |
143-08 |
| PP |
141-15 |
141-15 |
141-15 |
141-21 |
| S1 |
140-22 |
140-22 |
141-28 |
141-02 |
| S2 |
139-10 |
139-10 |
141-21 |
|
| S3 |
137-05 |
138-17 |
141-15 |
|
| S4 |
135-00 |
136-12 |
140-28 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-03 |
152-02 |
144-08 |
|
| R3 |
150-03 |
148-02 |
143-05 |
|
| R2 |
146-03 |
146-03 |
142-25 |
|
| R1 |
144-02 |
144-02 |
142-14 |
143-02 |
| PP |
142-03 |
142-03 |
142-03 |
141-19 |
| S1 |
140-02 |
140-02 |
141-22 |
139-02 |
| S2 |
138-03 |
138-03 |
141-11 |
|
| S3 |
134-03 |
136-02 |
140-31 |
|
| S4 |
130-03 |
132-02 |
139-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-03 |
140-03 |
4-00 |
2.8% |
2-01 |
1.4% |
49% |
False |
True |
250,970 |
| 10 |
145-14 |
140-03 |
5-11 |
3.8% |
1-23 |
1.2% |
37% |
False |
True |
297,194 |
| 20 |
145-14 |
139-20 |
5-26 |
4.1% |
1-25 |
1.2% |
42% |
False |
False |
297,210 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
2-00 |
1.4% |
67% |
False |
False |
309,219 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
2-00 |
1.4% |
58% |
False |
False |
315,979 |
| 80 |
147-00 |
133-24 |
13-08 |
9.3% |
2-01 |
1.4% |
63% |
False |
False |
276,118 |
| 100 |
147-00 |
123-10 |
23-22 |
16.7% |
2-00 |
1.4% |
79% |
False |
False |
221,120 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-25 |
1.3% |
81% |
False |
False |
184,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-13 |
|
2.618 |
147-29 |
|
1.618 |
145-24 |
|
1.000 |
144-13 |
|
0.618 |
143-19 |
|
HIGH |
142-08 |
|
0.618 |
141-14 |
|
0.500 |
141-06 |
|
0.382 |
140-29 |
|
LOW |
140-03 |
|
0.618 |
138-24 |
|
1.000 |
137-30 |
|
1.618 |
136-19 |
|
2.618 |
134-14 |
|
4.250 |
130-30 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-24 |
142-00 |
| PP |
141-15 |
141-29 |
| S1 |
141-06 |
141-27 |
|