ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-16 |
141-10 |
-0-06 |
-0.1% |
140-01 |
| High |
142-04 |
142-05 |
0-01 |
0.0% |
147-00 |
| Low |
139-26 |
140-27 |
1-01 |
0.7% |
140-01 |
| Close |
140-30 |
142-03 |
1-05 |
0.8% |
144-23 |
| Range |
2-10 |
1-10 |
-1-00 |
-43.2% |
6-31 |
| ATR |
2-05 |
2-03 |
-0-02 |
-2.8% |
0-00 |
| Volume |
347,866 |
304,299 |
-43,567 |
-12.5% |
1,802,658 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-20 |
145-06 |
142-26 |
|
| R3 |
144-10 |
143-28 |
142-15 |
|
| R2 |
143-00 |
143-00 |
142-11 |
|
| R1 |
142-18 |
142-18 |
142-07 |
142-25 |
| PP |
141-22 |
141-22 |
141-22 |
141-26 |
| S1 |
141-08 |
141-08 |
141-31 |
141-15 |
| S2 |
140-12 |
140-12 |
141-27 |
|
| S3 |
139-02 |
139-30 |
141-23 |
|
| S4 |
137-24 |
138-20 |
141-12 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-26 |
161-24 |
148-18 |
|
| R3 |
157-27 |
154-25 |
146-20 |
|
| R2 |
150-28 |
150-28 |
146-00 |
|
| R1 |
147-26 |
147-26 |
145-11 |
149-11 |
| PP |
143-29 |
143-29 |
143-29 |
144-22 |
| S1 |
140-27 |
140-27 |
144-03 |
142-12 |
| S2 |
136-30 |
136-30 |
143-14 |
|
| S3 |
129-31 |
133-28 |
142-26 |
|
| S4 |
123-00 |
126-29 |
140-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-00 |
139-26 |
7-06 |
5.1% |
2-10 |
1.6% |
32% |
False |
False |
337,218 |
| 10 |
147-00 |
138-22 |
8-10 |
5.9% |
2-05 |
1.5% |
41% |
False |
False |
332,343 |
| 20 |
147-00 |
135-01 |
11-31 |
8.4% |
2-01 |
1.4% |
59% |
False |
False |
334,821 |
| 40 |
147-00 |
129-11 |
17-21 |
12.4% |
2-09 |
1.6% |
72% |
False |
False |
200,601 |
| 60 |
147-00 |
121-11 |
25-21 |
18.1% |
1-29 |
1.3% |
81% |
False |
False |
133,933 |
| 80 |
147-00 |
120-28 |
26-04 |
18.4% |
1-18 |
1.1% |
81% |
False |
False |
100,460 |
| 100 |
147-00 |
120-28 |
26-04 |
18.4% |
1-09 |
0.9% |
81% |
False |
False |
80,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-24 |
|
2.618 |
145-19 |
|
1.618 |
144-09 |
|
1.000 |
143-15 |
|
0.618 |
142-31 |
|
HIGH |
142-05 |
|
0.618 |
141-21 |
|
0.500 |
141-16 |
|
0.382 |
141-11 |
|
LOW |
140-27 |
|
0.618 |
140-01 |
|
1.000 |
139-17 |
|
1.618 |
138-23 |
|
2.618 |
137-13 |
|
4.250 |
135-08 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-29 |
141-30 |
| PP |
141-22 |
141-24 |
| S1 |
141-16 |
141-18 |
|