ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-31 |
142-31 |
1-00 |
0.7% |
141-25 |
| High |
143-09 |
144-19 |
1-10 |
0.9% |
142-26 |
| Low |
141-10 |
142-17 |
1-07 |
0.9% |
140-03 |
| Close |
143-03 |
144-15 |
1-12 |
1.0% |
141-05 |
| Range |
1-31 |
2-02 |
0-03 |
4.8% |
2-23 |
| ATR |
1-27 |
1-27 |
0-01 |
0.9% |
0-00 |
| Volume |
321,873 |
347,569 |
25,696 |
8.0% |
1,379,265 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-02 |
149-10 |
145-19 |
|
| R3 |
148-00 |
147-08 |
145-01 |
|
| R2 |
145-30 |
145-30 |
144-27 |
|
| R1 |
145-06 |
145-06 |
144-21 |
145-18 |
| PP |
143-28 |
143-28 |
143-28 |
144-02 |
| S1 |
143-04 |
143-04 |
144-09 |
143-16 |
| S2 |
141-26 |
141-26 |
144-03 |
|
| S3 |
139-24 |
141-02 |
143-29 |
|
| S4 |
137-22 |
139-00 |
143-11 |
|
|
| 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 |
144-19 |
140-14 |
4-05 |
2.9% |
2-00 |
1.4% |
97% |
True |
False |
291,887 |
| 10 |
144-19 |
139-24 |
4-27 |
3.4% |
1-28 |
1.3% |
97% |
True |
False |
307,347 |
| 20 |
145-08 |
139-24 |
5-16 |
3.8% |
1-23 |
1.2% |
86% |
False |
False |
215,664 |
| 40 |
145-08 |
134-22 |
10-18 |
7.3% |
1-25 |
1.2% |
93% |
False |
False |
108,466 |
| 60 |
146-12 |
134-22 |
11-22 |
8.1% |
1-25 |
1.2% |
84% |
False |
False |
72,363 |
| 80 |
146-12 |
134-05 |
12-07 |
8.5% |
1-16 |
1.0% |
84% |
False |
False |
54,278 |
| 100 |
146-12 |
122-13 |
23-31 |
16.6% |
1-10 |
0.9% |
92% |
False |
False |
43,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
150-00 |
|
1.618 |
147-30 |
|
1.000 |
146-21 |
|
0.618 |
145-28 |
|
HIGH |
144-19 |
|
0.618 |
143-26 |
|
0.500 |
143-18 |
|
0.382 |
143-10 |
|
LOW |
142-17 |
|
0.618 |
141-08 |
|
1.000 |
140-15 |
|
1.618 |
139-06 |
|
2.618 |
137-04 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-05 |
143-28 |
| PP |
143-28 |
143-09 |
| S1 |
143-18 |
142-22 |
|