ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
145-21 |
2-30 |
2.1% |
144-12 |
| High |
145-26 |
146-13 |
0-19 |
0.4% |
145-10 |
| Low |
142-22 |
144-05 |
1-15 |
1.0% |
139-26 |
| Close |
145-09 |
145-12 |
0-03 |
0.1% |
142-20 |
| Range |
3-04 |
2-08 |
-0-28 |
-28.0% |
5-16 |
| ATR |
2-06 |
2-06 |
0-00 |
0.3% |
0-00 |
| Volume |
367,895 |
401,451 |
33,556 |
9.1% |
1,650,630 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
150-31 |
146-20 |
|
| R3 |
149-26 |
148-23 |
146-00 |
|
| R2 |
147-18 |
147-18 |
145-25 |
|
| R1 |
146-15 |
146-15 |
145-19 |
145-28 |
| PP |
145-10 |
145-10 |
145-10 |
145-01 |
| S1 |
144-07 |
144-07 |
145-05 |
143-20 |
| S2 |
143-02 |
143-02 |
144-31 |
|
| S3 |
140-26 |
141-31 |
144-24 |
|
| S4 |
138-18 |
139-23 |
144-04 |
|
|
| 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 |
146-13 |
139-26 |
6-19 |
4.5% |
2-07 |
1.5% |
84% |
True |
False |
358,144 |
| 10 |
147-00 |
139-26 |
7-06 |
4.9% |
2-15 |
1.7% |
77% |
False |
False |
372,603 |
| 20 |
147-00 |
138-22 |
8-10 |
5.7% |
2-00 |
1.4% |
80% |
False |
False |
329,490 |
| 40 |
147-00 |
132-27 |
14-05 |
9.7% |
2-06 |
1.5% |
89% |
False |
False |
228,872 |
| 60 |
147-00 |
123-10 |
23-22 |
16.3% |
1-31 |
1.4% |
93% |
False |
False |
152,893 |
| 80 |
147-00 |
120-28 |
26-04 |
18.0% |
1-21 |
1.1% |
94% |
False |
False |
114,691 |
| 100 |
147-00 |
120-28 |
26-04 |
18.0% |
1-12 |
0.9% |
94% |
False |
False |
91,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-31 |
|
2.618 |
152-09 |
|
1.618 |
150-01 |
|
1.000 |
148-21 |
|
0.618 |
147-25 |
|
HIGH |
146-13 |
|
0.618 |
145-17 |
|
0.500 |
145-09 |
|
0.382 |
145-01 |
|
LOW |
144-05 |
|
0.618 |
142-25 |
|
1.000 |
141-29 |
|
1.618 |
140-17 |
|
2.618 |
138-09 |
|
4.250 |
134-19 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-11 |
144-27 |
| PP |
145-10 |
144-10 |
| S1 |
145-09 |
143-24 |
|