ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
140-06 |
138-27 |
-1-11 |
-1.0% |
138-03 |
| High |
140-13 |
139-04 |
-1-09 |
-0.9% |
141-00 |
| Low |
138-19 |
135-07 |
-3-12 |
-2.4% |
137-13 |
| Close |
138-25 |
135-13 |
-3-12 |
-2.4% |
138-16 |
| Range |
1-26 |
3-29 |
2-03 |
115.5% |
3-19 |
| ATR |
2-00 |
2-05 |
0-04 |
6.7% |
0-00 |
| Volume |
370,684 |
477,171 |
106,487 |
28.7% |
1,506,707 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
145-24 |
137-18 |
|
| R3 |
144-13 |
141-27 |
136-15 |
|
| R2 |
140-16 |
140-16 |
136-04 |
|
| R1 |
137-30 |
137-30 |
135-24 |
137-08 |
| PP |
136-19 |
136-19 |
136-19 |
136-08 |
| S1 |
134-01 |
134-01 |
135-02 |
133-12 |
| S2 |
132-22 |
132-22 |
134-22 |
|
| S3 |
128-25 |
130-04 |
134-11 |
|
| S4 |
124-28 |
126-07 |
133-08 |
|
|
| 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 |
140-13 |
135-07 |
5-06 |
3.8% |
2-06 |
1.6% |
4% |
False |
True |
331,491 |
| 10 |
141-00 |
135-07 |
5-25 |
4.3% |
2-01 |
1.5% |
3% |
False |
True |
321,120 |
| 20 |
146-13 |
135-07 |
11-06 |
8.3% |
2-03 |
1.6% |
2% |
False |
True |
313,350 |
| 40 |
147-00 |
135-01 |
11-31 |
8.8% |
2-02 |
1.5% |
3% |
False |
False |
324,086 |
| 60 |
147-00 |
129-11 |
17-21 |
13.0% |
2-07 |
1.6% |
34% |
False |
False |
238,184 |
| 80 |
147-00 |
121-11 |
25-21 |
18.9% |
1-31 |
1.4% |
55% |
False |
False |
178,787 |
| 100 |
147-00 |
120-28 |
26-04 |
19.3% |
1-21 |
1.2% |
56% |
False |
False |
143,038 |
| 120 |
147-00 |
120-28 |
26-04 |
19.3% |
1-14 |
1.1% |
56% |
False |
False |
119,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-23 |
|
2.618 |
149-11 |
|
1.618 |
145-14 |
|
1.000 |
143-01 |
|
0.618 |
141-17 |
|
HIGH |
139-04 |
|
0.618 |
137-20 |
|
0.500 |
137-06 |
|
0.382 |
136-23 |
|
LOW |
135-07 |
|
0.618 |
132-26 |
|
1.000 |
131-10 |
|
1.618 |
128-29 |
|
2.618 |
125-00 |
|
4.250 |
118-20 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-06 |
137-26 |
| PP |
136-19 |
137-00 |
| S1 |
136-00 |
136-07 |
|