ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-14 |
138-25 |
-0-21 |
-0.5% |
139-24 |
| High |
140-08 |
139-05 |
-1-03 |
-0.8% |
139-24 |
| Low |
138-13 |
138-04 |
-0-09 |
-0.2% |
137-09 |
| Close |
139-02 |
138-30 |
-0-04 |
-0.1% |
137-25 |
| Range |
1-27 |
1-01 |
-0-26 |
-44.1% |
2-15 |
| ATR |
1-25 |
1-23 |
-0-02 |
-3.0% |
0-00 |
| Volume |
160 |
701 |
541 |
338.1% |
904 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-27 |
141-13 |
139-16 |
|
| R3 |
140-26 |
140-12 |
139-07 |
|
| R2 |
139-25 |
139-25 |
139-04 |
|
| R1 |
139-11 |
139-11 |
139-01 |
139-18 |
| PP |
138-24 |
138-24 |
138-24 |
138-27 |
| S1 |
138-10 |
138-10 |
138-27 |
138-17 |
| S2 |
137-23 |
137-23 |
138-24 |
|
| S3 |
136-22 |
137-09 |
138-21 |
|
| S4 |
135-21 |
136-08 |
138-12 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-22 |
144-06 |
139-04 |
|
| R3 |
143-07 |
141-23 |
138-15 |
|
| R2 |
140-24 |
140-24 |
138-07 |
|
| R1 |
139-08 |
139-08 |
138-00 |
138-24 |
| PP |
138-09 |
138-09 |
138-09 |
138-01 |
| S1 |
136-25 |
136-25 |
137-18 |
136-10 |
| S2 |
135-26 |
135-26 |
137-11 |
|
| S3 |
133-11 |
134-10 |
137-03 |
|
| S4 |
130-28 |
131-27 |
136-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-08 |
136-27 |
3-13 |
2.5% |
1-17 |
1.1% |
61% |
False |
False |
286 |
| 10 |
143-02 |
136-27 |
6-07 |
4.5% |
1-15 |
1.1% |
34% |
False |
False |
216 |
| 20 |
146-12 |
136-27 |
9-17 |
6.9% |
1-22 |
1.2% |
22% |
False |
False |
188 |
| 40 |
146-12 |
134-05 |
12-07 |
8.8% |
1-07 |
0.9% |
39% |
False |
False |
108 |
| 60 |
146-12 |
122-13 |
23-31 |
17.3% |
1-01 |
0.7% |
69% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-17 |
|
2.618 |
141-27 |
|
1.618 |
140-26 |
|
1.000 |
140-06 |
|
0.618 |
139-25 |
|
HIGH |
139-05 |
|
0.618 |
138-24 |
|
0.500 |
138-20 |
|
0.382 |
138-17 |
|
LOW |
138-04 |
|
0.618 |
137-16 |
|
1.000 |
137-03 |
|
1.618 |
136-15 |
|
2.618 |
135-14 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-27 |
138-26 |
| PP |
138-24 |
138-22 |
| S1 |
138-20 |
138-18 |
|