ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
140-24 |
141-25 |
1-01 |
0.7% |
143-03 |
High |
142-02 |
142-04 |
0-02 |
0.0% |
143-31 |
Low |
139-24 |
140-20 |
0-28 |
0.6% |
139-24 |
Close |
141-26 |
141-17 |
-0-09 |
-0.2% |
141-26 |
Range |
2-10 |
1-16 |
-0-26 |
-35.1% |
4-07 |
ATR |
1-27 |
1-26 |
-0-01 |
-1.4% |
0-00 |
Volume |
353,262 |
261,981 |
-91,281 |
-25.8% |
1,718,399 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-30 |
145-07 |
142-11 |
|
R3 |
144-14 |
143-23 |
141-30 |
|
R2 |
142-30 |
142-30 |
141-26 |
|
R1 |
142-07 |
142-07 |
141-21 |
141-26 |
PP |
141-14 |
141-14 |
141-14 |
141-07 |
S1 |
140-23 |
140-23 |
141-13 |
140-10 |
S2 |
139-30 |
139-30 |
141-08 |
|
S3 |
138-14 |
139-07 |
141-04 |
|
S4 |
136-30 |
137-23 |
140-23 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-16 |
152-12 |
144-04 |
|
R3 |
150-09 |
148-05 |
142-31 |
|
R2 |
146-02 |
146-02 |
142-19 |
|
R1 |
143-30 |
143-30 |
142-06 |
142-28 |
PP |
141-27 |
141-27 |
141-27 |
141-10 |
S1 |
139-23 |
139-23 |
141-14 |
138-22 |
S2 |
137-20 |
137-20 |
141-01 |
|
S3 |
133-13 |
135-16 |
140-21 |
|
S4 |
129-06 |
131-09 |
139-16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143-25 |
139-24 |
4-01 |
2.8% |
1-30 |
1.4% |
44% |
False |
False |
361,825 |
10 |
145-08 |
139-24 |
5-16 |
3.9% |
1-24 |
1.2% |
32% |
False |
False |
231,031 |
20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-23 |
1.2% |
32% |
False |
False |
117,405 |
40 |
145-08 |
134-22 |
10-18 |
7.5% |
1-23 |
1.2% |
65% |
False |
False |
58,978 |
60 |
146-12 |
134-22 |
11-22 |
8.3% |
1-21 |
1.2% |
59% |
False |
False |
39,359 |
80 |
146-12 |
133-13 |
12-31 |
9.2% |
1-11 |
1.0% |
63% |
False |
False |
29,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-16 |
2.618 |
146-02 |
1.618 |
144-18 |
1.000 |
143-20 |
0.618 |
143-02 |
HIGH |
142-04 |
0.618 |
141-18 |
0.500 |
141-12 |
0.382 |
141-06 |
LOW |
140-20 |
0.618 |
139-22 |
1.000 |
139-04 |
1.618 |
138-06 |
2.618 |
136-22 |
4.250 |
134-08 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
141-15 |
141-11 |
PP |
141-14 |
141-04 |
S1 |
141-12 |
140-30 |
|