ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
139-02 |
142-03 |
3-01 |
2.2% |
137-21 |
| High |
142-14 |
142-03 |
-0-11 |
-0.2% |
139-23 |
| Low |
139-02 |
140-14 |
1-12 |
1.0% |
134-22 |
| Close |
141-19 |
141-11 |
-0-08 |
-0.2% |
136-08 |
| Range |
3-12 |
1-21 |
-1-23 |
-50.9% |
5-01 |
| ATR |
2-00 |
2-00 |
-0-01 |
-1.3% |
0-00 |
| Volume |
732 |
1,178 |
446 |
60.9% |
3,015 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
145-15 |
142-08 |
|
| R3 |
144-19 |
143-26 |
141-26 |
|
| R2 |
142-30 |
142-30 |
141-21 |
|
| R1 |
142-05 |
142-05 |
141-16 |
141-23 |
| PP |
141-09 |
141-09 |
141-09 |
141-02 |
| S1 |
140-16 |
140-16 |
141-06 |
140-02 |
| S2 |
139-20 |
139-20 |
141-01 |
|
| S3 |
137-31 |
138-27 |
140-28 |
|
| S4 |
136-10 |
137-06 |
140-14 |
|
|
| 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 |
142-14 |
134-22 |
7-24 |
5.5% |
2-15 |
1.7% |
86% |
False |
False |
969 |
| 10 |
142-14 |
134-22 |
7-24 |
5.5% |
1-30 |
1.4% |
86% |
False |
False |
606 |
| 20 |
143-02 |
134-22 |
8-12 |
5.9% |
1-22 |
1.2% |
79% |
False |
False |
411 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-17 |
1.1% |
57% |
False |
False |
258 |
| 60 |
146-12 |
132-24 |
13-20 |
9.6% |
1-06 |
0.8% |
63% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
146-14 |
|
1.618 |
144-25 |
|
1.000 |
143-24 |
|
0.618 |
143-04 |
|
HIGH |
142-03 |
|
0.618 |
141-15 |
|
0.500 |
141-08 |
|
0.382 |
141-02 |
|
LOW |
140-14 |
|
0.618 |
139-13 |
|
1.000 |
138-25 |
|
1.618 |
137-24 |
|
2.618 |
136-03 |
|
4.250 |
133-13 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
140-24 |
| PP |
141-09 |
140-06 |
| S1 |
141-08 |
139-20 |
|