ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-13 |
138-09 |
-1-04 |
-0.8% |
142-29 |
| High |
139-13 |
139-23 |
0-10 |
0.2% |
145-31 |
| Low |
137-20 |
138-01 |
0-13 |
0.3% |
139-26 |
| Close |
137-31 |
138-31 |
1-00 |
0.7% |
140-26 |
| Range |
1-25 |
1-22 |
-0-03 |
-5.3% |
6-05 |
| ATR |
1-24 |
1-24 |
0-00 |
0.0% |
0-00 |
| Volume |
35 |
172 |
137 |
391.4% |
802 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-31 |
143-05 |
139-29 |
|
| R3 |
142-09 |
141-15 |
139-14 |
|
| R2 |
140-19 |
140-19 |
139-09 |
|
| R1 |
139-25 |
139-25 |
139-04 |
140-06 |
| PP |
138-29 |
138-29 |
138-29 |
139-04 |
| S1 |
138-03 |
138-03 |
138-26 |
138-16 |
| S2 |
137-07 |
137-07 |
138-21 |
|
| S3 |
135-17 |
136-13 |
138-16 |
|
| S4 |
133-27 |
134-23 |
138-01 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
156-29 |
144-06 |
|
| R3 |
154-16 |
150-24 |
142-16 |
|
| R2 |
148-11 |
148-11 |
141-30 |
|
| R1 |
144-19 |
144-19 |
141-12 |
143-12 |
| PP |
142-06 |
142-06 |
142-06 |
141-19 |
| S1 |
138-14 |
138-14 |
140-08 |
137-08 |
| S2 |
136-01 |
136-01 |
139-22 |
|
| S3 |
129-28 |
132-09 |
139-04 |
|
| S4 |
123-23 |
126-04 |
137-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-05 |
137-20 |
4-17 |
3.3% |
1-17 |
1.1% |
30% |
False |
False |
131 |
| 10 |
145-31 |
137-20 |
8-11 |
6.0% |
1-19 |
1.1% |
16% |
False |
False |
141 |
| 20 |
146-12 |
137-20 |
8-24 |
6.3% |
1-20 |
1.2% |
15% |
False |
False |
141 |
| 40 |
146-12 |
134-05 |
12-07 |
8.8% |
1-03 |
0.8% |
39% |
False |
False |
77 |
| 60 |
146-12 |
122-03 |
24-09 |
17.5% |
0-30 |
0.7% |
69% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
144-04 |
|
1.618 |
142-14 |
|
1.000 |
141-13 |
|
0.618 |
140-24 |
|
HIGH |
139-23 |
|
0.618 |
139-02 |
|
0.500 |
138-28 |
|
0.382 |
138-22 |
|
LOW |
138-01 |
|
0.618 |
137-00 |
|
1.000 |
136-11 |
|
1.618 |
135-10 |
|
2.618 |
133-20 |
|
4.250 |
130-28 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-30 |
138-28 |
| PP |
138-29 |
138-25 |
| S1 |
138-28 |
138-22 |
|