ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-03 |
142-16 |
0-13 |
0.3% |
145-05 |
| High |
142-18 |
144-18 |
2-00 |
1.4% |
146-11 |
| Low |
142-01 |
142-13 |
0-12 |
0.3% |
141-28 |
| Close |
142-14 |
144-17 |
2-03 |
1.5% |
141-31 |
| Range |
0-17 |
2-05 |
1-20 |
305.9% |
4-15 |
| ATR |
1-21 |
1-22 |
0-01 |
2.2% |
0-00 |
| Volume |
50,401 |
112,807 |
62,406 |
123.8% |
906,697 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-10 |
149-18 |
145-23 |
|
| R3 |
148-05 |
147-13 |
145-04 |
|
| R2 |
146-00 |
146-00 |
144-30 |
|
| R1 |
145-08 |
145-08 |
144-23 |
145-20 |
| PP |
143-27 |
143-27 |
143-27 |
144-00 |
| S1 |
143-03 |
143-03 |
144-11 |
143-15 |
| S2 |
141-22 |
141-22 |
144-04 |
|
| S3 |
139-17 |
140-30 |
143-30 |
|
| S4 |
137-12 |
138-25 |
143-11 |
|
|
| 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 |
144-19 |
141-28 |
2-23 |
1.9% |
1-11 |
0.9% |
98% |
False |
False |
129,208 |
| 10 |
146-11 |
141-28 |
4-15 |
3.1% |
1-18 |
1.1% |
59% |
False |
False |
192,902 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-24 |
1.2% |
73% |
False |
False |
248,550 |
| 40 |
146-11 |
139-02 |
7-09 |
5.0% |
1-24 |
1.2% |
75% |
False |
False |
147,882 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-22 |
1.2% |
84% |
False |
False |
98,699 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
84% |
False |
False |
74,046 |
| 100 |
146-12 |
129-00 |
17-12 |
12.0% |
1-14 |
1.0% |
89% |
False |
False |
59,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-23 |
|
2.618 |
150-07 |
|
1.618 |
148-02 |
|
1.000 |
146-23 |
|
0.618 |
145-29 |
|
HIGH |
144-18 |
|
0.618 |
143-24 |
|
0.500 |
143-16 |
|
0.382 |
143-07 |
|
LOW |
142-13 |
|
0.618 |
141-02 |
|
1.000 |
140-08 |
|
1.618 |
138-29 |
|
2.618 |
136-24 |
|
4.250 |
133-08 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-06 |
144-03 |
| PP |
143-27 |
143-21 |
| S1 |
143-16 |
143-07 |
|