ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-02 |
141-26 |
0-24 |
0.5% |
143-07 |
| High |
142-06 |
142-31 |
0-25 |
0.5% |
144-03 |
| Low |
140-15 |
140-25 |
0-10 |
0.2% |
140-03 |
| Close |
142-04 |
142-27 |
0-23 |
0.5% |
142-02 |
| Range |
1-23 |
2-06 |
0-15 |
27.3% |
4-00 |
| ATR |
1-26 |
1-27 |
0-01 |
1.4% |
0-00 |
| Volume |
12,169 |
8,813 |
-3,356 |
-27.6% |
1,254,851 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-24 |
148-00 |
144-02 |
|
| R3 |
146-18 |
145-26 |
143-14 |
|
| R2 |
144-12 |
144-12 |
143-08 |
|
| R1 |
143-20 |
143-20 |
143-01 |
144-00 |
| PP |
142-06 |
142-06 |
142-06 |
142-12 |
| S1 |
141-14 |
141-14 |
142-21 |
141-26 |
| S2 |
140-00 |
140-00 |
142-14 |
|
| S3 |
137-26 |
139-08 |
142-08 |
|
| S4 |
135-20 |
137-02 |
141-20 |
|
|
| 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 |
142-31 |
140-03 |
2-28 |
2.0% |
1-23 |
1.2% |
96% |
True |
False |
15,936 |
| 10 |
145-06 |
140-03 |
5-03 |
3.6% |
1-26 |
1.3% |
54% |
False |
False |
162,409 |
| 20 |
145-14 |
140-02 |
5-12 |
3.8% |
1-22 |
1.2% |
52% |
False |
False |
233,775 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
1-30 |
1.4% |
75% |
False |
False |
285,541 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
2-01 |
1.4% |
65% |
False |
False |
296,656 |
| 80 |
147-00 |
134-26 |
12-06 |
8.5% |
2-00 |
1.4% |
66% |
False |
False |
276,597 |
| 100 |
147-00 |
123-10 |
23-22 |
16.6% |
2-00 |
1.4% |
82% |
False |
False |
221,648 |
| 120 |
147-00 |
120-28 |
26-04 |
18.3% |
1-27 |
1.3% |
84% |
False |
False |
184,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-08 |
|
2.618 |
148-22 |
|
1.618 |
146-16 |
|
1.000 |
145-05 |
|
0.618 |
144-10 |
|
HIGH |
142-31 |
|
0.618 |
142-04 |
|
0.500 |
141-28 |
|
0.382 |
141-20 |
|
LOW |
140-25 |
|
0.618 |
139-14 |
|
1.000 |
138-19 |
|
1.618 |
137-08 |
|
2.618 |
135-02 |
|
4.250 |
131-16 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-17 |
142-15 |
| PP |
142-06 |
142-03 |
| S1 |
141-28 |
141-23 |
|