ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-01 |
141-10 |
-1-23 |
-1.2% |
142-01 |
| High |
143-01 |
142-22 |
-0-11 |
-0.2% |
143-01 |
| Low |
141-10 |
141-08 |
-0-02 |
0.0% |
140-15 |
| Close |
141-16 |
142-14 |
0-30 |
0.7% |
141-16 |
| Range |
1-23 |
1-14 |
-0-09 |
-16.4% |
2-18 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.6% |
0-00 |
| Volume |
5,790 |
3,883 |
-1,907 |
-32.9% |
58,932 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-14 |
145-28 |
143-07 |
|
| R3 |
145-00 |
144-14 |
142-27 |
|
| R2 |
143-18 |
143-18 |
142-22 |
|
| R1 |
143-00 |
143-00 |
142-18 |
143-09 |
| PP |
142-04 |
142-04 |
142-04 |
142-08 |
| S1 |
141-18 |
141-18 |
142-10 |
141-27 |
| S2 |
140-22 |
140-22 |
142-06 |
|
| S3 |
139-08 |
140-04 |
142-01 |
|
| S4 |
137-26 |
138-22 |
141-21 |
|
|
| 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% |
77% |
False |
False |
8,452 |
| 10 |
143-29 |
140-03 |
3-26 |
2.7% |
1-24 |
1.2% |
61% |
False |
False |
74,049 |
| 20 |
145-14 |
140-02 |
5-12 |
3.8% |
1-21 |
1.2% |
44% |
False |
False |
211,982 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
1-30 |
1.4% |
71% |
False |
False |
270,271 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
2-00 |
1.4% |
61% |
False |
False |
287,072 |
| 80 |
147-00 |
134-26 |
12-06 |
8.6% |
1-31 |
1.4% |
63% |
False |
False |
276,652 |
| 100 |
147-00 |
123-10 |
23-22 |
16.6% |
2-01 |
1.4% |
81% |
False |
False |
221,742 |
| 120 |
147-00 |
120-28 |
26-04 |
18.3% |
1-27 |
1.3% |
83% |
False |
False |
184,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-26 |
|
2.618 |
146-14 |
|
1.618 |
145-00 |
|
1.000 |
144-04 |
|
0.618 |
143-18 |
|
HIGH |
142-22 |
|
0.618 |
142-04 |
|
0.500 |
141-31 |
|
0.382 |
141-26 |
|
LOW |
141-08 |
|
0.618 |
140-12 |
|
1.000 |
139-26 |
|
1.618 |
138-30 |
|
2.618 |
137-16 |
|
4.250 |
135-04 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
142-08 |
| PP |
142-04 |
142-03 |
| S1 |
141-31 |
141-29 |
|