ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
142-03 |
-1-09 |
-0.9% |
145-05 |
| High |
143-14 |
142-18 |
-0-28 |
-0.6% |
146-11 |
| Low |
141-28 |
142-01 |
0-05 |
0.1% |
141-28 |
| Close |
141-31 |
142-14 |
0-15 |
0.3% |
141-31 |
| Range |
1-18 |
0-17 |
-1-01 |
-66.0% |
4-15 |
| ATR |
1-23 |
1-21 |
-0-03 |
-4.7% |
0-00 |
| Volume |
125,571 |
50,401 |
-75,170 |
-59.9% |
906,697 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-30 |
143-23 |
142-23 |
|
| R3 |
143-13 |
143-06 |
142-19 |
|
| R2 |
142-28 |
142-28 |
142-17 |
|
| R1 |
142-21 |
142-21 |
142-16 |
142-24 |
| PP |
142-11 |
142-11 |
142-11 |
142-13 |
| S1 |
142-04 |
142-04 |
142-12 |
142-08 |
| S2 |
141-26 |
141-26 |
142-11 |
|
| S3 |
141-09 |
141-19 |
142-09 |
|
| S4 |
140-24 |
141-02 |
142-05 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
153-27 |
144-14 |
|
| R3 |
152-11 |
149-12 |
143-06 |
|
| R2 |
147-28 |
147-28 |
142-25 |
|
| R1 |
144-29 |
144-29 |
142-12 |
144-05 |
| PP |
143-13 |
143-13 |
143-13 |
143-00 |
| S1 |
140-14 |
140-14 |
141-18 |
139-22 |
| S2 |
138-30 |
138-30 |
141-05 |
|
| S3 |
134-15 |
135-31 |
140-24 |
|
| S4 |
130-00 |
131-16 |
139-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-03 |
141-28 |
4-07 |
3.0% |
1-11 |
0.9% |
13% |
False |
False |
155,551 |
| 10 |
146-11 |
141-10 |
5-01 |
3.5% |
1-17 |
1.1% |
22% |
False |
False |
213,809 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-23 |
1.2% |
41% |
False |
False |
262,920 |
| 40 |
146-11 |
136-25 |
9-18 |
6.7% |
1-24 |
1.2% |
59% |
False |
False |
145,071 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-23 |
1.2% |
66% |
False |
False |
96,820 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
66% |
False |
False |
72,636 |
| 100 |
146-12 |
129-00 |
17-12 |
12.2% |
1-13 |
1.0% |
77% |
False |
False |
58,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-26 |
|
2.618 |
143-31 |
|
1.618 |
143-14 |
|
1.000 |
143-03 |
|
0.618 |
142-29 |
|
HIGH |
142-18 |
|
0.618 |
142-12 |
|
0.500 |
142-10 |
|
0.382 |
142-07 |
|
LOW |
142-01 |
|
0.618 |
141-22 |
|
1.000 |
141-16 |
|
1.618 |
141-05 |
|
2.618 |
140-20 |
|
4.250 |
139-25 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
142-31 |
| PP |
142-11 |
142-25 |
| S1 |
142-10 |
142-20 |
|