ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-03 |
139-25 |
1-22 |
1.2% |
141-12 |
| High |
139-26 |
141-00 |
1-06 |
0.8% |
141-14 |
| Low |
137-13 |
138-21 |
1-08 |
0.9% |
137-27 |
| Close |
139-24 |
139-19 |
-0-05 |
-0.1% |
138-13 |
| Range |
2-13 |
2-11 |
-0-02 |
-2.6% |
3-19 |
| ATR |
2-06 |
2-06 |
0-00 |
0.5% |
0-00 |
| Volume |
271,233 |
350,923 |
79,690 |
29.4% |
1,262,385 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-25 |
145-17 |
140-28 |
|
| R3 |
144-14 |
143-06 |
140-08 |
|
| R2 |
142-03 |
142-03 |
140-01 |
|
| R1 |
140-27 |
140-27 |
139-26 |
140-10 |
| PP |
139-24 |
139-24 |
139-24 |
139-15 |
| S1 |
138-16 |
138-16 |
139-12 |
137-30 |
| S2 |
137-13 |
137-13 |
139-05 |
|
| S3 |
135-02 |
136-05 |
138-30 |
|
| S4 |
132-23 |
133-26 |
138-10 |
|
|
| 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 |
141-00 |
137-13 |
3-19 |
2.6% |
2-05 |
1.5% |
61% |
True |
False |
308,779 |
| 10 |
144-25 |
137-13 |
7-12 |
5.3% |
2-02 |
1.5% |
30% |
False |
False |
281,303 |
| 20 |
147-00 |
137-13 |
9-19 |
6.9% |
2-09 |
1.6% |
23% |
False |
False |
326,953 |
| 40 |
147-00 |
134-26 |
12-06 |
8.7% |
2-02 |
1.5% |
39% |
False |
False |
298,209 |
| 60 |
147-00 |
123-10 |
23-22 |
17.0% |
2-05 |
1.5% |
69% |
False |
False |
199,750 |
| 80 |
147-00 |
120-28 |
26-04 |
18.7% |
1-28 |
1.3% |
72% |
False |
False |
149,853 |
| 100 |
147-00 |
120-28 |
26-04 |
18.7% |
1-18 |
1.1% |
72% |
False |
False |
119,885 |
| 120 |
147-00 |
119-14 |
27-18 |
19.7% |
1-10 |
0.9% |
73% |
False |
False |
99,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-31 |
|
2.618 |
147-04 |
|
1.618 |
144-25 |
|
1.000 |
143-11 |
|
0.618 |
142-14 |
|
HIGH |
141-00 |
|
0.618 |
140-03 |
|
0.500 |
139-26 |
|
0.382 |
139-18 |
|
LOW |
138-21 |
|
0.618 |
137-07 |
|
1.000 |
136-10 |
|
1.618 |
134-28 |
|
2.618 |
132-17 |
|
4.250 |
128-22 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-26 |
139-15 |
| PP |
139-24 |
139-11 |
| S1 |
139-22 |
139-06 |
|