ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-25 |
139-26 |
-0-31 |
-0.7% |
140-18 |
| High |
140-31 |
141-19 |
0-20 |
0.4% |
142-24 |
| Low |
139-30 |
139-24 |
-0-06 |
-0.1% |
139-30 |
| Close |
140-00 |
141-13 |
1-13 |
1.0% |
140-00 |
| Range |
1-01 |
1-27 |
0-26 |
78.8% |
2-26 |
| ATR |
1-31 |
1-31 |
0-00 |
-0.5% |
0-00 |
| Volume |
2,033 |
508 |
-1,525 |
-75.0% |
9,963 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-14 |
145-25 |
142-13 |
|
| R3 |
144-19 |
143-30 |
141-29 |
|
| R2 |
142-24 |
142-24 |
141-24 |
|
| R1 |
142-03 |
142-03 |
141-18 |
142-14 |
| PP |
140-29 |
140-29 |
140-29 |
141-03 |
| S1 |
140-08 |
140-08 |
141-08 |
140-18 |
| S2 |
139-02 |
139-02 |
141-02 |
|
| S3 |
137-07 |
138-13 |
140-29 |
|
| S4 |
135-12 |
136-18 |
140-13 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
147-15 |
141-18 |
|
| R3 |
146-17 |
144-21 |
140-25 |
|
| R2 |
143-23 |
143-23 |
140-16 |
|
| R1 |
141-27 |
141-27 |
140-08 |
141-12 |
| PP |
140-29 |
140-29 |
140-29 |
140-21 |
| S1 |
139-01 |
139-01 |
139-24 |
138-18 |
| S2 |
138-03 |
138-03 |
139-16 |
|
| S3 |
135-09 |
136-07 |
139-07 |
|
| S4 |
132-15 |
133-13 |
138-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-24 |
139-24 |
3-00 |
2.1% |
1-28 |
1.3% |
55% |
False |
True |
2,028 |
| 10 |
142-24 |
139-02 |
3-22 |
2.6% |
2-02 |
1.5% |
64% |
False |
False |
1,555 |
| 20 |
142-24 |
134-22 |
8-02 |
5.7% |
1-28 |
1.3% |
83% |
False |
False |
1,028 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-25 |
1.3% |
57% |
False |
False |
591 |
| 60 |
146-12 |
134-05 |
12-07 |
8.6% |
1-13 |
1.0% |
59% |
False |
False |
400 |
| 80 |
146-12 |
122-03 |
24-09 |
17.2% |
1-07 |
0.9% |
80% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-14 |
|
2.618 |
146-13 |
|
1.618 |
144-18 |
|
1.000 |
143-14 |
|
0.618 |
142-23 |
|
HIGH |
141-19 |
|
0.618 |
140-28 |
|
0.500 |
140-22 |
|
0.382 |
140-15 |
|
LOW |
139-24 |
|
0.618 |
138-20 |
|
1.000 |
137-29 |
|
1.618 |
136-25 |
|
2.618 |
134-30 |
|
4.250 |
131-29 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-05 |
141-10 |
| PP |
140-29 |
141-07 |
| S1 |
140-22 |
141-04 |
|