ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-11 |
143-05 |
0-26 |
0.6% |
139-26 |
| High |
143-12 |
143-08 |
-0-04 |
-0.1% |
143-12 |
| Low |
141-18 |
141-29 |
0-11 |
0.2% |
139-24 |
| Close |
143-04 |
142-19 |
-0-17 |
-0.4% |
142-19 |
| Range |
1-26 |
1-11 |
-0-15 |
-25.9% |
3-20 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.0% |
0-00 |
| Volume |
9,025 |
7,785 |
-1,240 |
-13.7% |
27,823 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-30 |
143-11 |
|
| R3 |
145-09 |
144-19 |
142-31 |
|
| R2 |
143-30 |
143-30 |
142-27 |
|
| R1 |
143-08 |
143-08 |
142-23 |
142-30 |
| PP |
142-19 |
142-19 |
142-19 |
142-13 |
| S1 |
141-29 |
141-29 |
142-15 |
141-18 |
| S2 |
141-08 |
141-08 |
142-11 |
|
| S3 |
139-29 |
140-18 |
142-07 |
|
| S4 |
138-18 |
139-07 |
141-27 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-25 |
151-10 |
144-19 |
|
| R3 |
149-05 |
147-22 |
143-19 |
|
| R2 |
145-17 |
145-17 |
143-08 |
|
| R1 |
144-02 |
144-02 |
142-30 |
144-26 |
| PP |
141-29 |
141-29 |
141-29 |
142-09 |
| S1 |
140-14 |
140-14 |
142-08 |
141-06 |
| S2 |
138-09 |
138-09 |
141-30 |
|
| S3 |
134-21 |
136-26 |
141-19 |
|
| S4 |
131-01 |
133-06 |
140-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-12 |
139-24 |
3-20 |
2.5% |
1-15 |
1.0% |
78% |
False |
False |
5,564 |
| 10 |
143-12 |
139-24 |
3-20 |
2.5% |
1-22 |
1.2% |
78% |
False |
False |
3,778 |
| 20 |
143-12 |
134-22 |
8-22 |
6.1% |
1-29 |
1.3% |
91% |
False |
False |
2,314 |
| 40 |
145-31 |
134-22 |
11-09 |
7.9% |
1-23 |
1.2% |
70% |
False |
False |
1,258 |
| 60 |
146-12 |
134-05 |
12-07 |
8.6% |
1-16 |
1.0% |
69% |
False |
False |
855 |
| 80 |
146-12 |
123-16 |
22-28 |
16.0% |
1-09 |
0.9% |
83% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-31 |
|
2.618 |
146-25 |
|
1.618 |
145-14 |
|
1.000 |
144-19 |
|
0.618 |
144-03 |
|
HIGH |
143-08 |
|
0.618 |
142-24 |
|
0.500 |
142-18 |
|
0.382 |
142-13 |
|
LOW |
141-29 |
|
0.618 |
141-02 |
|
1.000 |
140-18 |
|
1.618 |
139-23 |
|
2.618 |
138-12 |
|
4.250 |
136-06 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-19 |
142-16 |
| PP |
142-19 |
142-13 |
| S1 |
142-18 |
142-10 |
|