ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-31 |
140-01 |
-1-30 |
-1.4% |
136-25 |
| High |
142-23 |
141-00 |
-1-23 |
-1.2% |
142-23 |
| Low |
140-02 |
139-16 |
-0-18 |
-0.4% |
136-25 |
| Close |
140-08 |
140-18 |
0-10 |
0.2% |
140-18 |
| Range |
2-21 |
1-16 |
-1-05 |
-43.5% |
5-30 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.9% |
0-00 |
| Volume |
2,009 |
1,165 |
-844 |
-42.0% |
5,485 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
144-07 |
141-12 |
|
| R3 |
143-11 |
142-23 |
140-31 |
|
| R2 |
141-27 |
141-27 |
140-27 |
|
| R1 |
141-07 |
141-07 |
140-22 |
141-17 |
| PP |
140-11 |
140-11 |
140-11 |
140-16 |
| S1 |
139-23 |
139-23 |
140-14 |
140-01 |
| S2 |
138-27 |
138-27 |
140-09 |
|
| S3 |
137-11 |
138-07 |
140-05 |
|
| S4 |
135-27 |
136-23 |
139-24 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
155-04 |
143-26 |
|
| R3 |
151-29 |
149-06 |
142-06 |
|
| R2 |
145-31 |
145-31 |
141-21 |
|
| R1 |
143-08 |
143-08 |
141-03 |
144-20 |
| PP |
140-01 |
140-01 |
140-01 |
140-22 |
| S1 |
137-10 |
137-10 |
140-01 |
138-22 |
| S2 |
134-03 |
134-03 |
139-15 |
|
| S3 |
128-05 |
131-12 |
138-30 |
|
| S4 |
122-07 |
125-14 |
137-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-23 |
136-25 |
5-30 |
4.2% |
2-12 |
1.7% |
64% |
False |
False |
1,097 |
| 10 |
142-23 |
134-22 |
8-01 |
5.7% |
2-04 |
1.5% |
73% |
False |
False |
850 |
| 20 |
142-23 |
134-22 |
8-01 |
5.7% |
1-24 |
1.2% |
73% |
False |
False |
551 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-20 |
1.2% |
50% |
False |
False |
336 |
| 60 |
146-12 |
133-13 |
12-31 |
9.2% |
1-07 |
0.9% |
55% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-12 |
|
2.618 |
144-30 |
|
1.618 |
143-14 |
|
1.000 |
142-16 |
|
0.618 |
141-30 |
|
HIGH |
141-00 |
|
0.618 |
140-14 |
|
0.500 |
140-08 |
|
0.382 |
140-02 |
|
LOW |
139-16 |
|
0.618 |
138-18 |
|
1.000 |
138-00 |
|
1.618 |
137-02 |
|
2.618 |
135-18 |
|
4.250 |
133-04 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-15 |
141-04 |
| PP |
140-11 |
140-30 |
| S1 |
140-08 |
140-24 |
|