ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
141-05 |
142-23 |
1-18 |
1.1% |
144-12 |
| High |
143-06 |
145-26 |
2-20 |
1.8% |
145-10 |
| Low |
141-04 |
142-22 |
1-18 |
1.1% |
139-26 |
| Close |
142-20 |
145-09 |
2-21 |
1.9% |
142-20 |
| Range |
2-02 |
3-04 |
1-02 |
51.5% |
5-16 |
| ATR |
2-03 |
2-06 |
0-02 |
3.7% |
0-00 |
| Volume |
369,212 |
367,895 |
-1,317 |
-0.4% |
1,650,630 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
152-24 |
147-00 |
|
| R3 |
150-27 |
149-20 |
146-04 |
|
| R2 |
147-23 |
147-23 |
145-27 |
|
| R1 |
146-16 |
146-16 |
145-18 |
147-04 |
| PP |
144-19 |
144-19 |
144-19 |
144-29 |
| S1 |
143-12 |
143-12 |
145-00 |
144-00 |
| S2 |
141-15 |
141-15 |
144-23 |
|
| S3 |
138-11 |
140-08 |
144-14 |
|
| S4 |
135-07 |
137-04 |
143-18 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-03 |
156-11 |
145-21 |
|
| R3 |
153-19 |
150-27 |
144-04 |
|
| R2 |
148-03 |
148-03 |
143-20 |
|
| R1 |
145-11 |
145-11 |
143-04 |
143-31 |
| PP |
142-19 |
142-19 |
142-19 |
141-28 |
| S1 |
139-27 |
139-27 |
142-04 |
138-15 |
| S2 |
137-03 |
137-03 |
141-20 |
|
| S3 |
131-19 |
134-11 |
141-04 |
|
| S4 |
126-03 |
128-27 |
139-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-26 |
139-26 |
6-00 |
4.1% |
2-09 |
1.6% |
91% |
True |
False |
341,912 |
| 10 |
147-00 |
139-26 |
7-06 |
4.9% |
2-12 |
1.6% |
76% |
False |
False |
355,258 |
| 20 |
147-00 |
138-22 |
8-10 |
5.7% |
1-31 |
1.4% |
79% |
False |
False |
332,472 |
| 40 |
147-00 |
129-30 |
17-02 |
11.7% |
2-08 |
1.5% |
90% |
False |
False |
218,904 |
| 60 |
147-00 |
123-10 |
23-22 |
16.3% |
1-31 |
1.4% |
93% |
False |
False |
146,216 |
| 80 |
147-00 |
120-28 |
26-04 |
18.0% |
1-20 |
1.1% |
93% |
False |
False |
109,674 |
| 100 |
147-00 |
120-28 |
26-04 |
18.0% |
1-11 |
0.9% |
93% |
False |
False |
87,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-03 |
|
2.618 |
154-00 |
|
1.618 |
150-28 |
|
1.000 |
148-30 |
|
0.618 |
147-24 |
|
HIGH |
145-26 |
|
0.618 |
144-20 |
|
0.500 |
144-08 |
|
0.382 |
143-28 |
|
LOW |
142-22 |
|
0.618 |
140-24 |
|
1.000 |
139-18 |
|
1.618 |
137-20 |
|
2.618 |
134-16 |
|
4.250 |
129-13 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-30 |
144-20 |
| PP |
144-19 |
143-31 |
| S1 |
144-08 |
143-10 |
|