ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-02 |
141-31 |
0-29 |
0.6% |
141-25 |
| High |
142-14 |
143-09 |
0-27 |
0.6% |
142-26 |
| Low |
140-25 |
141-10 |
0-17 |
0.4% |
140-03 |
| Close |
142-04 |
143-03 |
0-31 |
0.7% |
141-05 |
| Range |
1-21 |
1-31 |
0-10 |
18.9% |
2-23 |
| ATR |
1-26 |
1-27 |
0-00 |
0.6% |
0-00 |
| Volume |
193,910 |
321,873 |
127,963 |
66.0% |
1,379,265 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
147-24 |
144-06 |
|
| R3 |
146-16 |
145-25 |
143-20 |
|
| R2 |
144-17 |
144-17 |
143-15 |
|
| R1 |
143-26 |
143-26 |
143-09 |
144-06 |
| PP |
142-18 |
142-18 |
142-18 |
142-24 |
| S1 |
141-27 |
141-27 |
142-29 |
142-06 |
| S2 |
140-19 |
140-19 |
142-23 |
|
| S3 |
138-20 |
139-28 |
142-18 |
|
| S4 |
136-21 |
137-29 |
142-00 |
|
|
| 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 |
143-09 |
140-03 |
3-06 |
2.2% |
1-30 |
1.4% |
94% |
True |
False |
277,187 |
| 10 |
143-14 |
139-24 |
3-22 |
2.6% |
1-30 |
1.3% |
91% |
False |
False |
304,198 |
| 20 |
145-08 |
139-24 |
5-16 |
3.8% |
1-22 |
1.2% |
61% |
False |
False |
198,535 |
| 40 |
145-08 |
134-22 |
10-18 |
7.4% |
1-25 |
1.3% |
80% |
False |
False |
99,781 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-24 |
1.2% |
72% |
False |
False |
66,572 |
| 80 |
146-12 |
134-05 |
12-07 |
8.5% |
1-15 |
1.0% |
73% |
False |
False |
49,934 |
| 100 |
146-12 |
122-03 |
24-09 |
17.0% |
1-10 |
0.9% |
86% |
False |
False |
39,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-21 |
|
2.618 |
148-14 |
|
1.618 |
146-15 |
|
1.000 |
145-08 |
|
0.618 |
144-16 |
|
HIGH |
143-09 |
|
0.618 |
142-17 |
|
0.500 |
142-10 |
|
0.382 |
142-02 |
|
LOW |
141-10 |
|
0.618 |
140-03 |
|
1.000 |
139-11 |
|
1.618 |
138-04 |
|
2.618 |
136-05 |
|
4.250 |
132-30 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
142-24 |
| PP |
142-18 |
142-12 |
| S1 |
142-10 |
142-01 |
|