ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-26 |
143-01 |
1-07 |
0.9% |
142-01 |
| High |
142-31 |
143-01 |
0-02 |
0.0% |
143-01 |
| Low |
140-25 |
141-10 |
0-17 |
0.4% |
140-15 |
| Close |
142-27 |
141-16 |
-1-11 |
-0.9% |
141-16 |
| Range |
2-06 |
1-23 |
-0-15 |
-21.4% |
2-18 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.5% |
0-00 |
| Volume |
8,813 |
5,790 |
-3,023 |
-34.3% |
58,932 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-03 |
146-01 |
142-14 |
|
| R3 |
145-12 |
144-10 |
141-31 |
|
| R2 |
143-21 |
143-21 |
141-26 |
|
| R1 |
142-19 |
142-19 |
141-21 |
142-08 |
| PP |
141-30 |
141-30 |
141-30 |
141-25 |
| S1 |
140-28 |
140-28 |
141-11 |
140-18 |
| S2 |
140-07 |
140-07 |
141-06 |
|
| S3 |
138-16 |
139-05 |
141-01 |
|
| S4 |
136-25 |
137-14 |
140-18 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
148-00 |
142-29 |
|
| R3 |
146-25 |
145-14 |
142-07 |
|
| R2 |
144-07 |
144-07 |
141-31 |
|
| R1 |
142-28 |
142-28 |
141-24 |
142-08 |
| PP |
141-21 |
141-21 |
141-21 |
141-12 |
| S1 |
140-10 |
140-10 |
141-08 |
139-22 |
| S2 |
139-03 |
139-03 |
141-01 |
|
| S3 |
136-17 |
137-24 |
140-25 |
|
| S4 |
133-31 |
135-06 |
140-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-01 |
140-15 |
2-18 |
1.8% |
1-21 |
1.2% |
40% |
True |
False |
11,786 |
| 10 |
144-03 |
140-03 |
4-00 |
2.8% |
1-27 |
1.3% |
35% |
False |
False |
131,378 |
| 20 |
145-14 |
140-02 |
5-12 |
3.8% |
1-20 |
1.2% |
27% |
False |
False |
213,854 |
| 40 |
145-14 |
135-05 |
10-09 |
7.3% |
1-30 |
1.4% |
62% |
False |
False |
277,015 |
| 60 |
147-00 |
135-05 |
11-27 |
8.4% |
2-00 |
1.4% |
54% |
False |
False |
290,997 |
| 80 |
147-00 |
134-26 |
12-06 |
8.6% |
2-00 |
1.4% |
55% |
False |
False |
276,634 |
| 100 |
147-00 |
123-10 |
23-22 |
16.7% |
2-01 |
1.4% |
77% |
False |
False |
221,704 |
| 120 |
147-00 |
120-28 |
26-04 |
18.5% |
1-27 |
1.3% |
79% |
False |
False |
184,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-11 |
|
2.618 |
147-17 |
|
1.618 |
145-26 |
|
1.000 |
144-24 |
|
0.618 |
144-03 |
|
HIGH |
143-01 |
|
0.618 |
142-12 |
|
0.500 |
142-06 |
|
0.382 |
141-31 |
|
LOW |
141-10 |
|
0.618 |
140-08 |
|
1.000 |
139-19 |
|
1.618 |
138-17 |
|
2.618 |
136-26 |
|
4.250 |
134-00 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-06 |
141-24 |
| PP |
141-30 |
141-21 |
| S1 |
141-23 |
141-19 |
|