ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-04 |
142-04 |
0-00 |
0.0% |
138-16 |
| High |
142-22 |
143-04 |
0-14 |
0.3% |
140-13 |
| Low |
140-24 |
140-16 |
-0-08 |
-0.2% |
135-05 |
| Close |
141-24 |
140-22 |
-1-02 |
-0.7% |
136-28 |
| Range |
1-30 |
2-20 |
0-22 |
35.5% |
5-08 |
| ATR |
2-10 |
2-11 |
0-01 |
1.0% |
0-00 |
| Volume |
333,103 |
351,333 |
18,230 |
5.5% |
1,755,298 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-10 |
147-20 |
142-04 |
|
| R3 |
146-22 |
145-00 |
141-13 |
|
| R2 |
144-02 |
144-02 |
141-05 |
|
| R1 |
142-12 |
142-12 |
140-30 |
141-29 |
| PP |
141-14 |
141-14 |
141-14 |
141-06 |
| S1 |
139-24 |
139-24 |
140-14 |
139-09 |
| S2 |
138-26 |
138-26 |
140-07 |
|
| S3 |
136-06 |
137-04 |
139-31 |
|
| S4 |
133-18 |
134-16 |
139-08 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-07 |
150-10 |
139-24 |
|
| R3 |
147-31 |
145-02 |
138-10 |
|
| R2 |
142-23 |
142-23 |
137-27 |
|
| R1 |
139-26 |
139-26 |
137-11 |
138-20 |
| PP |
137-15 |
137-15 |
137-15 |
136-29 |
| S1 |
134-18 |
134-18 |
136-13 |
133-12 |
| S2 |
132-07 |
132-07 |
135-29 |
|
| S3 |
126-31 |
129-10 |
135-14 |
|
| S4 |
121-23 |
124-02 |
134-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
135-05 |
7-31 |
5.7% |
2-21 |
1.9% |
69% |
True |
False |
373,253 |
| 10 |
143-04 |
135-05 |
7-31 |
5.7% |
2-14 |
1.7% |
69% |
True |
False |
352,372 |
| 20 |
143-04 |
135-05 |
7-31 |
5.7% |
2-07 |
1.6% |
69% |
True |
False |
321,229 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-04 |
1.5% |
47% |
False |
False |
325,363 |
| 60 |
147-00 |
133-24 |
13-08 |
9.4% |
2-04 |
1.5% |
52% |
False |
False |
269,087 |
| 80 |
147-00 |
123-10 |
23-22 |
16.8% |
2-02 |
1.5% |
73% |
False |
False |
202,098 |
| 100 |
147-00 |
120-28 |
26-04 |
18.6% |
1-25 |
1.3% |
76% |
False |
False |
161,700 |
| 120 |
147-00 |
120-28 |
26-04 |
18.6% |
1-17 |
1.1% |
76% |
False |
False |
134,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-09 |
|
2.618 |
150-00 |
|
1.618 |
147-12 |
|
1.000 |
145-24 |
|
0.618 |
144-24 |
|
HIGH |
143-04 |
|
0.618 |
142-04 |
|
0.500 |
141-26 |
|
0.382 |
141-16 |
|
LOW |
140-16 |
|
0.618 |
138-28 |
|
1.000 |
137-28 |
|
1.618 |
136-08 |
|
2.618 |
133-20 |
|
4.250 |
129-11 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-26 |
141-08 |
| PP |
141-14 |
141-02 |
| S1 |
141-02 |
140-28 |
|