ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-08 |
141-17 |
0-09 |
0.2% |
140-18 |
| High |
142-07 |
142-07 |
0-00 |
0.0% |
142-24 |
| Low |
140-29 |
141-08 |
0-11 |
0.2% |
139-30 |
| Close |
141-05 |
141-26 |
0-21 |
0.5% |
140-00 |
| Range |
1-10 |
0-31 |
-0-11 |
-26.2% |
2-26 |
| ATR |
1-29 |
1-28 |
-0-02 |
-3.2% |
0-00 |
| Volume |
4,983 |
5,522 |
539 |
10.8% |
9,963 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-21 |
144-07 |
142-11 |
|
| R3 |
143-22 |
143-08 |
142-03 |
|
| R2 |
142-23 |
142-23 |
142-00 |
|
| R1 |
142-09 |
142-09 |
141-29 |
142-16 |
| PP |
141-24 |
141-24 |
141-24 |
141-28 |
| S1 |
141-10 |
141-10 |
141-23 |
141-17 |
| S2 |
140-25 |
140-25 |
141-20 |
|
| S3 |
139-26 |
140-11 |
141-17 |
|
| S4 |
138-27 |
139-12 |
141-09 |
|
|
| 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 |
142-15 |
139-24 |
2-23 |
1.9% |
1-15 |
1.0% |
76% |
False |
False |
3,113 |
| 10 |
142-24 |
139-16 |
3-08 |
2.3% |
1-25 |
1.3% |
71% |
False |
False |
2,415 |
| 20 |
142-24 |
134-22 |
8-02 |
5.7% |
1-28 |
1.3% |
88% |
False |
False |
1,510 |
| 40 |
146-12 |
134-22 |
11-22 |
8.2% |
1-25 |
1.3% |
61% |
False |
False |
849 |
| 60 |
146-12 |
134-05 |
12-07 |
8.6% |
1-14 |
1.0% |
63% |
False |
False |
575 |
| 80 |
146-12 |
122-13 |
23-31 |
16.9% |
1-08 |
0.9% |
81% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-11 |
|
2.618 |
144-24 |
|
1.618 |
143-25 |
|
1.000 |
143-06 |
|
0.618 |
142-26 |
|
HIGH |
142-07 |
|
0.618 |
141-27 |
|
0.500 |
141-24 |
|
0.382 |
141-20 |
|
LOW |
141-08 |
|
0.618 |
140-21 |
|
1.000 |
140-09 |
|
1.618 |
139-22 |
|
2.618 |
138-23 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-25 |
141-17 |
| PP |
141-24 |
141-08 |
| S1 |
141-24 |
141-00 |
|