ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-10 |
138-25 |
-0-17 |
-0.4% |
138-03 |
| High |
140-05 |
139-08 |
-0-29 |
-0.6% |
141-00 |
| Low |
138-20 |
138-01 |
-0-19 |
-0.4% |
137-13 |
| Close |
139-00 |
138-16 |
-0-16 |
-0.4% |
138-16 |
| Range |
1-17 |
1-07 |
-0-10 |
-20.4% |
3-19 |
| ATR |
2-03 |
2-01 |
-0-02 |
-3.0% |
0-00 |
| Volume |
362,313 |
226,591 |
-135,722 |
-37.5% |
1,506,707 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-19 |
139-05 |
|
| R3 |
141-01 |
140-12 |
138-27 |
|
| R2 |
139-26 |
139-26 |
138-23 |
|
| R1 |
139-05 |
139-05 |
138-20 |
138-28 |
| PP |
138-19 |
138-19 |
138-19 |
138-14 |
| S1 |
137-30 |
137-30 |
138-12 |
137-21 |
| S2 |
137-12 |
137-12 |
138-09 |
|
| S3 |
136-05 |
136-23 |
138-05 |
|
| S4 |
134-30 |
135-16 |
137-27 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
147-23 |
140-15 |
|
| R3 |
146-05 |
144-04 |
139-16 |
|
| R2 |
142-18 |
142-18 |
139-05 |
|
| R1 |
140-17 |
140-17 |
138-27 |
141-18 |
| PP |
138-31 |
138-31 |
138-31 |
139-15 |
| S1 |
136-30 |
136-30 |
138-05 |
137-30 |
| S2 |
135-12 |
135-12 |
137-27 |
|
| S3 |
131-25 |
133-11 |
137-16 |
|
| S4 |
128-06 |
129-24 |
136-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-00 |
137-13 |
3-19 |
2.6% |
1-25 |
1.3% |
30% |
False |
False |
301,341 |
| 10 |
141-14 |
137-13 |
4-01 |
2.9% |
1-28 |
1.4% |
27% |
False |
False |
276,909 |
| 20 |
146-13 |
137-13 |
9-00 |
6.5% |
2-02 |
1.5% |
12% |
False |
False |
305,877 |
| 40 |
147-00 |
135-01 |
11-31 |
8.6% |
2-00 |
1.5% |
29% |
False |
False |
313,706 |
| 60 |
147-00 |
124-28 |
22-04 |
16.0% |
2-06 |
1.6% |
62% |
False |
False |
214,465 |
| 80 |
147-00 |
120-28 |
26-04 |
18.9% |
1-28 |
1.4% |
67% |
False |
False |
160,909 |
| 100 |
147-00 |
120-28 |
26-04 |
18.9% |
1-19 |
1.1% |
67% |
False |
False |
128,730 |
| 120 |
147-00 |
120-21 |
26-11 |
19.0% |
1-11 |
1.0% |
68% |
False |
False |
107,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-14 |
|
2.618 |
142-14 |
|
1.618 |
141-07 |
|
1.000 |
140-15 |
|
0.618 |
140-00 |
|
HIGH |
139-08 |
|
0.618 |
138-25 |
|
0.500 |
138-20 |
|
0.382 |
138-16 |
|
LOW |
138-01 |
|
0.618 |
137-09 |
|
1.000 |
136-26 |
|
1.618 |
136-02 |
|
2.618 |
134-27 |
|
4.250 |
132-27 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-20 |
139-03 |
| PP |
138-19 |
138-29 |
| S1 |
138-18 |
138-22 |
|