ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-02 |
140-06 |
2-04 |
1.5% |
138-03 |
| High |
140-12 |
140-13 |
0-01 |
0.0% |
141-00 |
| Low |
137-18 |
138-19 |
1-01 |
0.7% |
137-13 |
| Close |
140-02 |
138-25 |
-1-09 |
-0.9% |
138-16 |
| Range |
2-26 |
1-26 |
-1-00 |
-35.6% |
3-19 |
| ATR |
2-01 |
2-00 |
0-00 |
-0.8% |
0-00 |
| Volume |
367,453 |
370,684 |
3,231 |
0.9% |
1,506,707 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
143-18 |
139-25 |
|
| R3 |
142-28 |
141-24 |
139-09 |
|
| R2 |
141-02 |
141-02 |
139-04 |
|
| R1 |
139-30 |
139-30 |
138-30 |
139-19 |
| PP |
139-08 |
139-08 |
139-08 |
139-03 |
| S1 |
138-04 |
138-04 |
138-20 |
137-25 |
| S2 |
137-14 |
137-14 |
138-14 |
|
| S3 |
135-20 |
136-10 |
138-09 |
|
| S4 |
133-26 |
134-16 |
137-25 |
|
|
| 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 |
140-13 |
137-18 |
2-27 |
2.0% |
1-23 |
1.2% |
43% |
True |
False |
308,519 |
| 10 |
141-00 |
137-13 |
3-19 |
2.6% |
1-26 |
1.3% |
38% |
False |
False |
308,086 |
| 20 |
146-13 |
137-13 |
9-00 |
6.5% |
1-31 |
1.4% |
15% |
False |
False |
304,706 |
| 40 |
147-00 |
135-01 |
11-31 |
8.6% |
2-01 |
1.5% |
31% |
False |
False |
322,272 |
| 60 |
147-00 |
129-11 |
17-21 |
12.7% |
2-06 |
1.6% |
53% |
False |
False |
230,317 |
| 80 |
147-00 |
121-11 |
25-21 |
18.5% |
1-29 |
1.4% |
68% |
False |
False |
172,828 |
| 100 |
147-00 |
120-28 |
26-04 |
18.8% |
1-20 |
1.2% |
69% |
False |
False |
138,266 |
| 120 |
147-00 |
120-28 |
26-04 |
18.8% |
1-13 |
1.0% |
69% |
False |
False |
115,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-04 |
|
2.618 |
145-05 |
|
1.618 |
143-11 |
|
1.000 |
142-07 |
|
0.618 |
141-17 |
|
HIGH |
140-13 |
|
0.618 |
139-23 |
|
0.500 |
139-16 |
|
0.382 |
139-09 |
|
LOW |
138-19 |
|
0.618 |
137-15 |
|
1.000 |
136-25 |
|
1.618 |
135-21 |
|
2.618 |
133-27 |
|
4.250 |
130-28 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
139-00 |
| PP |
139-08 |
138-29 |
| S1 |
139-01 |
138-27 |
|