ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
135-00 |
136-25 |
1-25 |
1.3% |
137-21 |
| High |
136-12 |
139-15 |
3-03 |
2.3% |
139-23 |
| Low |
134-22 |
136-25 |
2-03 |
1.6% |
134-22 |
| Close |
136-08 |
138-16 |
2-08 |
1.7% |
136-08 |
| Range |
1-22 |
2-22 |
1-00 |
59.3% |
5-01 |
| ATR |
1-24 |
1-28 |
0-03 |
5.9% |
0-00 |
| Volume |
1,511 |
401 |
-1,110 |
-73.5% |
3,015 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-10 |
145-03 |
139-31 |
|
| R3 |
143-20 |
142-13 |
139-08 |
|
| R2 |
140-30 |
140-30 |
139-00 |
|
| R1 |
139-23 |
139-23 |
138-24 |
140-10 |
| PP |
138-08 |
138-08 |
138-08 |
138-18 |
| S1 |
137-01 |
137-01 |
138-08 |
137-20 |
| S2 |
135-18 |
135-18 |
138-00 |
|
| S3 |
132-28 |
134-11 |
137-24 |
|
| S4 |
130-06 |
131-21 |
137-01 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
149-05 |
139-01 |
|
| R3 |
146-30 |
144-04 |
137-20 |
|
| R2 |
141-29 |
141-29 |
137-06 |
|
| R1 |
139-03 |
139-03 |
136-23 |
138-00 |
| PP |
136-28 |
136-28 |
136-28 |
136-11 |
| S1 |
134-02 |
134-02 |
135-25 |
132-30 |
| S2 |
131-27 |
131-27 |
135-10 |
|
| S3 |
126-26 |
129-01 |
134-28 |
|
| S4 |
121-25 |
124-00 |
133-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-23 |
134-22 |
5-01 |
3.6% |
2-09 |
1.7% |
76% |
False |
False |
651 |
| 10 |
140-08 |
134-22 |
5-18 |
4.0% |
1-23 |
1.2% |
69% |
False |
False |
501 |
| 20 |
145-31 |
134-22 |
11-09 |
8.1% |
1-19 |
1.2% |
34% |
False |
False |
334 |
| 40 |
146-12 |
134-22 |
11-22 |
8.4% |
1-15 |
1.1% |
33% |
False |
False |
210 |
| 60 |
146-12 |
129-00 |
17-12 |
12.5% |
1-07 |
0.9% |
55% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-28 |
|
2.618 |
146-16 |
|
1.618 |
143-26 |
|
1.000 |
142-05 |
|
0.618 |
141-04 |
|
HIGH |
139-15 |
|
0.618 |
138-14 |
|
0.500 |
138-04 |
|
0.382 |
137-26 |
|
LOW |
136-25 |
|
0.618 |
135-04 |
|
1.000 |
134-03 |
|
1.618 |
132-14 |
|
2.618 |
129-24 |
|
4.250 |
125-12 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-12 |
138-01 |
| PP |
138-08 |
137-18 |
| S1 |
138-04 |
137-02 |
|