ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-23 |
139-11 |
0-20 |
0.5% |
141-12 |
| High |
140-10 |
139-22 |
-0-20 |
-0.4% |
141-14 |
| Low |
138-19 |
137-27 |
-0-24 |
-0.5% |
137-27 |
| Close |
139-17 |
138-13 |
-1-04 |
-0.8% |
138-13 |
| Range |
1-23 |
1-27 |
0-04 |
7.3% |
3-19 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.1% |
0-00 |
| Volume |
346,832 |
273,634 |
-73,198 |
-21.1% |
1,262,385 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-06 |
143-04 |
139-13 |
|
| R3 |
142-11 |
141-09 |
138-29 |
|
| R2 |
140-16 |
140-16 |
138-24 |
|
| R1 |
139-14 |
139-14 |
138-18 |
139-02 |
| PP |
138-21 |
138-21 |
138-21 |
138-14 |
| S1 |
137-19 |
137-19 |
138-08 |
137-06 |
| S2 |
136-26 |
136-26 |
138-02 |
|
| S3 |
134-31 |
135-24 |
137-29 |
|
| S4 |
133-04 |
133-29 |
137-13 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
147-26 |
140-12 |
|
| R3 |
146-13 |
144-07 |
139-13 |
|
| R2 |
142-26 |
142-26 |
139-02 |
|
| R1 |
140-20 |
140-20 |
138-24 |
139-30 |
| PP |
139-07 |
139-07 |
139-07 |
138-28 |
| S1 |
137-01 |
137-01 |
138-02 |
136-10 |
| S2 |
135-20 |
135-20 |
137-24 |
|
| S3 |
132-01 |
133-14 |
137-13 |
|
| S4 |
128-14 |
129-27 |
136-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-14 |
137-27 |
3-19 |
2.6% |
2-00 |
1.4% |
16% |
False |
True |
252,477 |
| 10 |
146-13 |
137-27 |
8-18 |
6.2% |
2-04 |
1.5% |
7% |
False |
True |
296,022 |
| 20 |
147-00 |
137-27 |
9-05 |
6.6% |
2-06 |
1.6% |
6% |
False |
True |
320,675 |
| 40 |
147-00 |
134-26 |
12-06 |
8.8% |
2-01 |
1.5% |
29% |
False |
False |
283,032 |
| 60 |
147-00 |
123-10 |
23-22 |
17.1% |
2-03 |
1.5% |
64% |
False |
False |
189,389 |
| 80 |
147-00 |
120-28 |
26-04 |
18.9% |
1-26 |
1.3% |
67% |
False |
False |
142,077 |
| 100 |
147-00 |
120-28 |
26-04 |
18.9% |
1-17 |
1.1% |
67% |
False |
False |
113,663 |
| 120 |
147-00 |
118-14 |
28-18 |
20.6% |
1-09 |
0.9% |
70% |
False |
False |
94,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-17 |
|
2.618 |
144-16 |
|
1.618 |
142-21 |
|
1.000 |
141-17 |
|
0.618 |
140-26 |
|
HIGH |
139-22 |
|
0.618 |
138-31 |
|
0.500 |
138-24 |
|
0.382 |
138-18 |
|
LOW |
137-27 |
|
0.618 |
136-23 |
|
1.000 |
136-00 |
|
1.618 |
134-28 |
|
2.618 |
133-01 |
|
4.250 |
130-00 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-24 |
139-04 |
| PP |
138-21 |
138-28 |
| S1 |
138-17 |
138-21 |
|