ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-25 |
141-20 |
-0-05 |
-0.1% |
143-03 |
| High |
142-04 |
141-31 |
-0-05 |
-0.1% |
143-31 |
| Low |
140-20 |
140-21 |
0-01 |
0.0% |
139-24 |
| Close |
141-17 |
140-23 |
-0-26 |
-0.6% |
141-26 |
| Range |
1-16 |
1-10 |
-0-06 |
-12.5% |
4-07 |
| ATR |
1-26 |
1-25 |
-0-01 |
-2.0% |
0-00 |
| Volume |
261,981 |
247,131 |
-14,850 |
-5.7% |
1,718,399 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-02 |
144-06 |
141-14 |
|
| R3 |
143-24 |
142-28 |
141-03 |
|
| R2 |
142-14 |
142-14 |
140-31 |
|
| R1 |
141-18 |
141-18 |
140-27 |
141-11 |
| PP |
141-04 |
141-04 |
141-04 |
141-00 |
| S1 |
140-08 |
140-08 |
140-19 |
140-01 |
| S2 |
139-26 |
139-26 |
140-15 |
|
| S3 |
138-16 |
138-30 |
140-11 |
|
| S4 |
137-06 |
137-20 |
140-00 |
|
|
| 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 |
143-14 |
139-24 |
3-22 |
2.6% |
1-29 |
1.4% |
26% |
False |
False |
331,210 |
| 10 |
145-08 |
139-24 |
5-16 |
3.9% |
1-25 |
1.3% |
18% |
False |
False |
253,947 |
| 20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-22 |
1.2% |
18% |
False |
False |
129,745 |
| 40 |
145-08 |
134-22 |
10-18 |
7.5% |
1-23 |
1.2% |
57% |
False |
False |
65,150 |
| 60 |
146-12 |
134-22 |
11-22 |
8.3% |
1-21 |
1.2% |
52% |
False |
False |
43,478 |
| 80 |
146-12 |
133-13 |
12-31 |
9.2% |
1-11 |
1.0% |
56% |
False |
False |
32,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-18 |
|
2.618 |
145-13 |
|
1.618 |
144-03 |
|
1.000 |
143-09 |
|
0.618 |
142-25 |
|
HIGH |
141-31 |
|
0.618 |
141-15 |
|
0.500 |
141-10 |
|
0.382 |
141-05 |
|
LOW |
140-21 |
|
0.618 |
139-27 |
|
1.000 |
139-11 |
|
1.618 |
138-17 |
|
2.618 |
137-07 |
|
4.250 |
135-02 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
140-30 |
| PP |
141-04 |
140-28 |
| S1 |
140-29 |
140-25 |
|