ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-29 |
140-00 |
-0-29 |
-0.6% |
136-25 |
| High |
141-15 |
142-24 |
1-09 |
0.9% |
142-23 |
| Low |
139-30 |
139-31 |
0-01 |
0.0% |
136-25 |
| Close |
140-10 |
142-12 |
2-02 |
1.5% |
140-18 |
| Range |
1-17 |
2-25 |
1-08 |
81.6% |
5-30 |
| ATR |
1-31 |
2-01 |
0-02 |
2.9% |
0-00 |
| Volume |
1,862 |
3,219 |
1,357 |
72.9% |
5,485 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
149-00 |
143-29 |
|
| R3 |
147-08 |
146-07 |
143-04 |
|
| R2 |
144-15 |
144-15 |
142-28 |
|
| R1 |
143-14 |
143-14 |
142-20 |
143-30 |
| PP |
141-22 |
141-22 |
141-22 |
141-31 |
| S1 |
140-21 |
140-21 |
142-04 |
141-06 |
| S2 |
138-29 |
138-29 |
141-28 |
|
| S3 |
136-04 |
137-28 |
141-20 |
|
| S4 |
133-11 |
135-03 |
140-27 |
|
|
| 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 |
142-24 |
139-16 |
3-08 |
2.3% |
2-04 |
1.5% |
88% |
True |
False |
1,716 |
| 10 |
142-24 |
134-22 |
8-02 |
5.7% |
2-09 |
1.6% |
95% |
True |
False |
1,343 |
| 20 |
142-24 |
134-22 |
8-02 |
5.7% |
1-28 |
1.3% |
95% |
True |
False |
803 |
| 40 |
146-12 |
134-22 |
11-22 |
8.2% |
1-23 |
1.2% |
66% |
False |
False |
470 |
| 60 |
146-12 |
134-05 |
12-07 |
8.6% |
1-10 |
0.9% |
67% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-18 |
|
2.618 |
150-01 |
|
1.618 |
147-08 |
|
1.000 |
145-17 |
|
0.618 |
144-15 |
|
HIGH |
142-24 |
|
0.618 |
141-22 |
|
0.500 |
141-12 |
|
0.382 |
141-01 |
|
LOW |
139-31 |
|
0.618 |
138-08 |
|
1.000 |
137-06 |
|
1.618 |
135-15 |
|
2.618 |
132-22 |
|
4.250 |
128-05 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-01 |
142-01 |
| PP |
141-22 |
141-22 |
| S1 |
141-12 |
141-11 |
|