ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-03 |
143-15 |
0-12 |
0.3% |
142-31 |
| High |
143-31 |
143-25 |
-0-06 |
-0.1% |
145-08 |
| Low |
141-17 |
142-09 |
0-24 |
0.5% |
142-28 |
| Close |
143-27 |
143-04 |
-0-23 |
-0.5% |
143-21 |
| Range |
2-14 |
1-16 |
-0-30 |
-38.5% |
2-12 |
| ATR |
1-25 |
1-24 |
0-00 |
-0.9% |
0-00 |
| Volume |
171,252 |
400,209 |
228,957 |
133.7% |
329,939 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-18 |
146-27 |
143-30 |
|
| R3 |
146-02 |
145-11 |
143-17 |
|
| R2 |
144-18 |
144-18 |
143-13 |
|
| R1 |
143-27 |
143-27 |
143-08 |
143-14 |
| PP |
143-02 |
143-02 |
143-02 |
142-28 |
| S1 |
142-11 |
142-11 |
143-00 |
141-30 |
| S2 |
141-18 |
141-18 |
142-27 |
|
| S3 |
140-02 |
140-27 |
142-23 |
|
| S4 |
138-18 |
139-11 |
142-10 |
|
|
| 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% |
1-21 |
1.2% |
43% |
False |
False |
176,685 |
| 10 |
145-08 |
140-29 |
4-11 |
3.0% |
1-15 |
1.0% |
51% |
False |
False |
92,871 |
| 20 |
145-08 |
139-02 |
6-06 |
4.3% |
1-24 |
1.2% |
66% |
False |
False |
47,213 |
| 40 |
145-31 |
134-22 |
11-09 |
7.9% |
1-22 |
1.2% |
75% |
False |
False |
23,774 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
72% |
False |
False |
15,878 |
| 80 |
146-12 |
129-00 |
17-12 |
12.1% |
1-11 |
0.9% |
81% |
False |
False |
11,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-05 |
|
2.618 |
147-23 |
|
1.618 |
146-07 |
|
1.000 |
145-09 |
|
0.618 |
144-23 |
|
HIGH |
143-25 |
|
0.618 |
143-07 |
|
0.500 |
143-01 |
|
0.382 |
142-27 |
|
LOW |
142-09 |
|
0.618 |
141-11 |
|
1.000 |
140-25 |
|
1.618 |
139-27 |
|
2.618 |
138-11 |
|
4.250 |
135-29 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-03 |
143-08 |
| PP |
143-02 |
143-07 |
| S1 |
143-01 |
143-06 |
|