ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
145-00 |
143-03 |
-1-29 |
-1.3% |
142-31 |
| High |
145-00 |
143-31 |
-1-01 |
-0.7% |
145-08 |
| Low |
143-19 |
141-17 |
-2-02 |
-1.4% |
142-28 |
| Close |
143-21 |
143-27 |
0-06 |
0.1% |
143-21 |
| Range |
1-13 |
2-14 |
1-01 |
73.3% |
2-12 |
| ATR |
1-23 |
1-25 |
0-02 |
3.0% |
0-00 |
| Volume |
148,525 |
171,252 |
22,727 |
15.3% |
329,939 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-14 |
149-18 |
145-06 |
|
| R3 |
148-00 |
147-04 |
144-16 |
|
| R2 |
145-18 |
145-18 |
144-09 |
|
| R1 |
144-22 |
144-22 |
144-02 |
145-04 |
| PP |
143-04 |
143-04 |
143-04 |
143-10 |
| S1 |
142-08 |
142-08 |
143-20 |
142-22 |
| S2 |
140-22 |
140-22 |
143-13 |
|
| S3 |
138-08 |
139-26 |
143-06 |
|
| S4 |
135-26 |
137-12 |
142-16 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
149-23 |
144-31 |
|
| R3 |
148-22 |
147-11 |
144-10 |
|
| R2 |
146-10 |
146-10 |
144-03 |
|
| R1 |
144-31 |
144-31 |
143-28 |
145-20 |
| PP |
143-30 |
143-30 |
143-30 |
144-08 |
| S1 |
142-19 |
142-19 |
143-14 |
143-08 |
| S2 |
141-18 |
141-18 |
143-07 |
|
| S3 |
139-06 |
140-07 |
143-00 |
|
| S4 |
136-26 |
137-27 |
142-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
141-17 |
3-23 |
2.6% |
1-17 |
1.1% |
62% |
False |
True |
100,238 |
| 10 |
145-08 |
139-24 |
5-16 |
3.8% |
1-16 |
1.0% |
74% |
False |
False |
52,901 |
| 20 |
145-08 |
136-25 |
8-15 |
5.9% |
1-26 |
1.3% |
83% |
False |
False |
27,223 |
| 40 |
145-31 |
134-22 |
11-09 |
7.8% |
1-23 |
1.2% |
81% |
False |
False |
13,770 |
| 60 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
78% |
False |
False |
9,208 |
| 80 |
146-12 |
129-00 |
17-12 |
12.1% |
1-11 |
0.9% |
85% |
False |
False |
6,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
150-11 |
|
1.618 |
147-29 |
|
1.000 |
146-13 |
|
0.618 |
145-15 |
|
HIGH |
143-31 |
|
0.618 |
143-01 |
|
0.500 |
142-24 |
|
0.382 |
142-15 |
|
LOW |
141-17 |
|
0.618 |
140-01 |
|
1.000 |
139-03 |
|
1.618 |
137-19 |
|
2.618 |
135-05 |
|
4.250 |
131-06 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-15 |
143-22 |
| PP |
143-04 |
143-17 |
| S1 |
142-24 |
143-12 |
|