ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-21 |
141-02 |
-1-19 |
-1.1% |
141-25 |
| High |
142-26 |
142-14 |
-0-12 |
-0.3% |
142-26 |
| Low |
140-28 |
140-25 |
-0-03 |
-0.1% |
140-03 |
| Close |
141-05 |
142-04 |
0-31 |
0.7% |
141-05 |
| Range |
1-30 |
1-21 |
-0-09 |
-14.5% |
2-23 |
| ATR |
1-27 |
1-26 |
0-00 |
-0.7% |
0-00 |
| Volume |
273,524 |
193,910 |
-79,614 |
-29.1% |
1,379,265 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-24 |
146-03 |
143-01 |
|
| R3 |
145-03 |
144-14 |
142-19 |
|
| R2 |
143-14 |
143-14 |
142-14 |
|
| R1 |
142-25 |
142-25 |
142-09 |
143-04 |
| PP |
141-25 |
141-25 |
141-25 |
141-30 |
| S1 |
141-04 |
141-04 |
141-31 |
141-14 |
| S2 |
140-04 |
140-04 |
141-26 |
|
| S3 |
138-15 |
139-15 |
141-21 |
|
| S4 |
136-26 |
137-26 |
141-07 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-02 |
142-21 |
|
| R3 |
146-25 |
145-11 |
141-29 |
|
| R2 |
144-02 |
144-02 |
141-21 |
|
| R1 |
142-20 |
142-20 |
141-13 |
142-00 |
| PP |
141-11 |
141-11 |
141-11 |
141-01 |
| S1 |
139-29 |
139-29 |
140-29 |
139-08 |
| S2 |
138-20 |
138-20 |
140-21 |
|
| S3 |
135-29 |
137-06 |
140-13 |
|
| S4 |
133-06 |
134-15 |
139-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-26 |
140-03 |
2-23 |
1.9% |
1-26 |
1.3% |
75% |
False |
False |
262,238 |
| 10 |
143-25 |
139-24 |
4-01 |
2.8% |
1-28 |
1.3% |
59% |
False |
False |
312,032 |
| 20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-22 |
1.2% |
43% |
False |
False |
182,466 |
| 40 |
145-08 |
134-22 |
10-18 |
7.4% |
1-25 |
1.3% |
70% |
False |
False |
91,735 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-24 |
1.2% |
64% |
False |
False |
61,208 |
| 80 |
146-12 |
134-05 |
12-07 |
8.6% |
1-15 |
1.0% |
65% |
False |
False |
45,911 |
| 100 |
146-12 |
122-03 |
24-09 |
17.1% |
1-09 |
0.9% |
82% |
False |
False |
36,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-15 |
|
2.618 |
146-25 |
|
1.618 |
145-04 |
|
1.000 |
144-03 |
|
0.618 |
143-15 |
|
HIGH |
142-14 |
|
0.618 |
141-26 |
|
0.500 |
141-20 |
|
0.382 |
141-13 |
|
LOW |
140-25 |
|
0.618 |
139-24 |
|
1.000 |
139-04 |
|
1.618 |
138-03 |
|
2.618 |
136-14 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
141-31 |
| PP |
141-25 |
141-25 |
| S1 |
141-20 |
141-20 |
|