ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-09 |
139-10 |
0-01 |
0.0% |
141-12 |
| High |
139-28 |
140-05 |
0-09 |
0.2% |
141-14 |
| Low |
138-16 |
138-20 |
0-04 |
0.1% |
137-27 |
| Close |
139-15 |
139-00 |
-0-15 |
-0.3% |
138-13 |
| Range |
1-12 |
1-17 |
0-05 |
11.4% |
3-19 |
| ATR |
2-04 |
2-03 |
-0-01 |
-2.0% |
0-00 |
| Volume |
295,647 |
362,313 |
66,666 |
22.5% |
1,262,385 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-27 |
142-31 |
139-27 |
|
| R3 |
142-10 |
141-14 |
139-13 |
|
| R2 |
140-25 |
140-25 |
139-09 |
|
| R1 |
139-29 |
139-29 |
139-04 |
139-18 |
| PP |
139-08 |
139-08 |
139-08 |
139-03 |
| S1 |
138-12 |
138-12 |
138-28 |
138-02 |
| S2 |
137-23 |
137-23 |
138-23 |
|
| S3 |
136-06 |
136-27 |
138-19 |
|
| S4 |
134-21 |
135-10 |
138-05 |
|
|
| 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% |
1-29 |
1.4% |
44% |
False |
False |
310,750 |
| 10 |
142-24 |
137-13 |
5-11 |
3.8% |
2-01 |
1.5% |
30% |
False |
False |
290,086 |
| 20 |
147-00 |
137-13 |
9-19 |
6.9% |
2-04 |
1.5% |
17% |
False |
False |
314,782 |
| 40 |
147-00 |
134-26 |
12-06 |
8.8% |
2-01 |
1.5% |
34% |
False |
False |
311,613 |
| 60 |
147-00 |
124-08 |
22-24 |
16.4% |
2-06 |
1.6% |
65% |
False |
False |
210,694 |
| 80 |
147-00 |
120-28 |
26-04 |
18.8% |
1-28 |
1.3% |
69% |
False |
False |
158,077 |
| 100 |
147-00 |
120-28 |
26-04 |
18.8% |
1-19 |
1.1% |
69% |
False |
False |
126,464 |
| 120 |
147-00 |
120-06 |
26-26 |
19.3% |
1-11 |
1.0% |
70% |
False |
False |
105,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-21 |
|
2.618 |
144-05 |
|
1.618 |
142-20 |
|
1.000 |
141-22 |
|
0.618 |
141-03 |
|
HIGH |
140-05 |
|
0.618 |
139-18 |
|
0.500 |
139-12 |
|
0.382 |
139-07 |
|
LOW |
138-20 |
|
0.618 |
137-22 |
|
1.000 |
137-03 |
|
1.618 |
136-05 |
|
2.618 |
134-20 |
|
4.250 |
132-04 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-24 |
| PP |
139-08 |
139-16 |
| S1 |
139-04 |
139-08 |
|