ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
140-25 |
141-19 |
0-26 |
0.6% |
143-03 |
| High |
141-30 |
142-25 |
0-27 |
0.6% |
143-31 |
| Low |
140-03 |
140-14 |
0-11 |
0.2% |
139-24 |
| Close |
141-28 |
142-19 |
0-23 |
0.5% |
141-26 |
| Range |
1-27 |
2-11 |
0-16 |
27.1% |
4-07 |
| ATR |
1-25 |
1-27 |
0-01 |
2.2% |
0-00 |
| Volume |
274,068 |
322,561 |
48,493 |
17.7% |
1,718,399 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
148-04 |
143-28 |
|
| R3 |
146-20 |
145-25 |
143-08 |
|
| R2 |
144-09 |
144-09 |
143-01 |
|
| R1 |
143-14 |
143-14 |
142-26 |
143-28 |
| PP |
141-30 |
141-30 |
141-30 |
142-05 |
| S1 |
141-03 |
141-03 |
142-12 |
141-16 |
| S2 |
139-19 |
139-19 |
142-05 |
|
| S3 |
137-08 |
138-24 |
141-30 |
|
| S4 |
134-29 |
136-13 |
141-10 |
|
|
| 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 |
142-25 |
139-24 |
3-01 |
2.1% |
1-28 |
1.3% |
94% |
True |
False |
291,800 |
| 10 |
145-00 |
139-24 |
5-08 |
3.7% |
1-29 |
1.3% |
54% |
False |
False |
297,266 |
| 20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-21 |
1.2% |
52% |
False |
False |
159,322 |
| 40 |
145-08 |
134-22 |
10-18 |
7.4% |
1-25 |
1.2% |
75% |
False |
False |
80,063 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-23 |
1.2% |
68% |
False |
False |
53,421 |
| 80 |
146-12 |
134-05 |
12-07 |
8.6% |
1-13 |
1.0% |
69% |
False |
False |
40,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-24 |
|
2.618 |
148-29 |
|
1.618 |
146-18 |
|
1.000 |
145-04 |
|
0.618 |
144-07 |
|
HIGH |
142-25 |
|
0.618 |
141-28 |
|
0.500 |
141-20 |
|
0.382 |
141-11 |
|
LOW |
140-14 |
|
0.618 |
139-00 |
|
1.000 |
138-03 |
|
1.618 |
136-21 |
|
2.618 |
134-10 |
|
4.250 |
130-15 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-08 |
142-07 |
| PP |
141-30 |
141-26 |
| S1 |
141-20 |
141-14 |
|