ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-25 |
138-16 |
-0-09 |
-0.2% |
138-03 |
| High |
139-08 |
139-03 |
-0-05 |
-0.1% |
141-00 |
| Low |
138-01 |
137-29 |
-0-04 |
-0.1% |
137-13 |
| Close |
138-16 |
138-03 |
-0-13 |
-0.3% |
138-16 |
| Range |
1-07 |
1-06 |
-0-01 |
-2.6% |
3-19 |
| ATR |
2-01 |
1-31 |
-0-02 |
-3.0% |
0-00 |
| Volume |
226,591 |
215,557 |
-11,034 |
-4.9% |
1,506,707 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-06 |
138-24 |
|
| R3 |
140-24 |
140-00 |
138-13 |
|
| R2 |
139-18 |
139-18 |
138-10 |
|
| R1 |
138-26 |
138-26 |
138-06 |
138-19 |
| PP |
138-12 |
138-12 |
138-12 |
138-08 |
| S1 |
137-20 |
137-20 |
138-00 |
137-13 |
| S2 |
137-06 |
137-06 |
137-28 |
|
| S3 |
136-00 |
136-14 |
137-25 |
|
| S4 |
134-26 |
135-08 |
137-14 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
147-23 |
140-15 |
|
| R3 |
146-05 |
144-04 |
139-16 |
|
| R2 |
142-18 |
142-18 |
139-05 |
|
| R1 |
140-17 |
140-17 |
138-27 |
141-18 |
| PP |
138-31 |
138-31 |
138-31 |
139-15 |
| S1 |
136-30 |
136-30 |
138-05 |
137-30 |
| S2 |
135-12 |
135-12 |
137-27 |
|
| S3 |
131-25 |
133-11 |
137-16 |
|
| S4 |
128-06 |
129-24 |
136-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-00 |
137-29 |
3-03 |
2.2% |
1-17 |
1.1% |
6% |
False |
True |
290,206 |
| 10 |
141-00 |
137-13 |
3-19 |
2.6% |
1-23 |
1.2% |
19% |
False |
False |
291,765 |
| 20 |
146-13 |
137-13 |
9-00 |
6.5% |
2-00 |
1.4% |
8% |
False |
False |
301,207 |
| 40 |
147-00 |
135-01 |
11-31 |
8.7% |
2-00 |
1.4% |
26% |
False |
False |
314,401 |
| 60 |
147-00 |
125-28 |
21-04 |
15.3% |
2-05 |
1.6% |
58% |
False |
False |
218,055 |
| 80 |
147-00 |
121-01 |
25-31 |
18.8% |
1-28 |
1.4% |
66% |
False |
False |
163,603 |
| 100 |
147-00 |
120-28 |
26-04 |
18.9% |
1-19 |
1.2% |
66% |
False |
False |
130,885 |
| 120 |
147-00 |
120-28 |
26-04 |
18.9% |
1-12 |
1.0% |
66% |
False |
False |
109,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-04 |
|
2.618 |
142-06 |
|
1.618 |
141-00 |
|
1.000 |
140-09 |
|
0.618 |
139-26 |
|
HIGH |
139-03 |
|
0.618 |
138-20 |
|
0.500 |
138-16 |
|
0.382 |
138-12 |
|
LOW |
137-29 |
|
0.618 |
137-06 |
|
1.000 |
136-23 |
|
1.618 |
136-00 |
|
2.618 |
134-26 |
|
4.250 |
132-28 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-16 |
139-01 |
| PP |
138-12 |
138-23 |
| S1 |
138-07 |
138-13 |
|