ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
140-18 |
0-17 |
0.4% |
136-25 |
| High |
141-00 |
142-01 |
1-01 |
0.7% |
142-23 |
| Low |
139-16 |
139-30 |
0-14 |
0.3% |
136-25 |
| Close |
140-18 |
141-20 |
1-02 |
0.8% |
140-18 |
| Range |
1-16 |
2-03 |
0-19 |
39.6% |
5-30 |
| ATR |
2-00 |
2-00 |
0-00 |
0.4% |
0-00 |
| Volume |
1,165 |
328 |
-837 |
-71.8% |
5,485 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-21 |
142-25 |
|
| R3 |
145-12 |
144-18 |
142-06 |
|
| R2 |
143-09 |
143-09 |
142-00 |
|
| R1 |
142-15 |
142-15 |
141-26 |
142-28 |
| PP |
141-06 |
141-06 |
141-06 |
141-13 |
| S1 |
140-12 |
140-12 |
141-14 |
140-25 |
| S2 |
139-03 |
139-03 |
141-08 |
|
| S3 |
137-00 |
138-09 |
141-02 |
|
| S4 |
134-29 |
136-06 |
140-15 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
155-04 |
143-26 |
|
| R3 |
151-29 |
149-06 |
142-06 |
|
| R2 |
145-31 |
145-31 |
141-21 |
|
| R1 |
143-08 |
143-08 |
141-03 |
144-20 |
| PP |
140-01 |
140-01 |
140-01 |
140-22 |
| S1 |
137-10 |
137-10 |
140-01 |
138-22 |
| S2 |
134-03 |
134-03 |
139-15 |
|
| S3 |
128-05 |
131-12 |
138-30 |
|
| S4 |
122-07 |
125-14 |
137-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-23 |
139-02 |
3-21 |
2.6% |
2-08 |
1.6% |
70% |
False |
False |
1,082 |
| 10 |
142-23 |
134-22 |
8-01 |
5.7% |
2-09 |
1.6% |
86% |
False |
False |
867 |
| 20 |
142-23 |
134-22 |
8-01 |
5.7% |
1-24 |
1.2% |
86% |
False |
False |
556 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-21 |
1.2% |
59% |
False |
False |
344 |
| 60 |
146-12 |
133-13 |
12-31 |
9.2% |
1-08 |
0.9% |
63% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-30 |
|
2.618 |
147-16 |
|
1.618 |
145-13 |
|
1.000 |
144-04 |
|
0.618 |
143-10 |
|
HIGH |
142-01 |
|
0.618 |
141-07 |
|
0.500 |
141-00 |
|
0.382 |
140-24 |
|
LOW |
139-30 |
|
0.618 |
138-21 |
|
1.000 |
137-27 |
|
1.618 |
136-18 |
|
2.618 |
134-15 |
|
4.250 |
131-01 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-13 |
141-14 |
| PP |
141-06 |
141-09 |
| S1 |
141-00 |
141-04 |
|