ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
139-26 |
141-08 |
1-14 |
1.0% |
140-18 |
High |
141-19 |
142-07 |
0-20 |
0.4% |
142-24 |
Low |
139-24 |
140-29 |
1-05 |
0.8% |
139-30 |
Close |
141-13 |
141-05 |
-0-08 |
-0.2% |
140-00 |
Range |
1-27 |
1-10 |
-0-17 |
-28.8% |
2-26 |
ATR |
1-31 |
1-29 |
-0-01 |
-2.4% |
0-00 |
Volume |
508 |
4,983 |
4,475 |
880.9% |
9,963 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-12 |
144-18 |
141-28 |
|
R3 |
144-02 |
143-08 |
141-17 |
|
R2 |
142-24 |
142-24 |
141-13 |
|
R1 |
141-30 |
141-30 |
141-09 |
141-22 |
PP |
141-14 |
141-14 |
141-14 |
141-10 |
S1 |
140-20 |
140-20 |
141-01 |
140-12 |
S2 |
140-04 |
140-04 |
140-29 |
|
S3 |
138-26 |
139-10 |
140-25 |
|
S4 |
137-16 |
138-00 |
140-14 |
|
|
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% |
1-27 |
1.3% |
47% |
False |
False |
2,652 |
10 |
142-24 |
139-16 |
3-08 |
2.3% |
1-28 |
1.3% |
51% |
False |
False |
1,980 |
20 |
142-24 |
134-22 |
8-02 |
5.7% |
1-28 |
1.3% |
80% |
False |
False |
1,269 |
40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-26 |
1.3% |
55% |
False |
False |
712 |
60 |
146-12 |
134-05 |
12-07 |
8.7% |
1-14 |
1.0% |
57% |
False |
False |
483 |
80 |
146-12 |
122-13 |
23-31 |
17.0% |
1-07 |
0.9% |
78% |
False |
False |
365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-26 |
2.618 |
145-21 |
1.618 |
144-11 |
1.000 |
143-17 |
0.618 |
143-01 |
HIGH |
142-07 |
0.618 |
141-23 |
0.500 |
141-18 |
0.382 |
141-13 |
LOW |
140-29 |
0.618 |
140-03 |
1.000 |
139-19 |
1.618 |
138-25 |
2.618 |
137-15 |
4.250 |
135-10 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
141-18 |
141-03 |
PP |
141-14 |
141-01 |
S1 |
141-09 |
141-00 |
|