ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-26 |
141-05 |
0-11 |
0.2% |
136-19 |
| High |
142-15 |
141-29 |
-0-18 |
-0.4% |
143-04 |
| Low |
140-06 |
140-11 |
0-05 |
0.1% |
136-18 |
| Close |
142-00 |
140-24 |
-1-08 |
-0.9% |
141-00 |
| Range |
2-09 |
1-18 |
-0-23 |
-31.5% |
6-18 |
| ATR |
2-09 |
2-08 |
-0-01 |
-2.0% |
0-00 |
| Volume |
307,050 |
276,745 |
-30,305 |
-9.9% |
1,879,480 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-22 |
144-25 |
141-20 |
|
| R3 |
144-04 |
143-07 |
141-06 |
|
| R2 |
142-18 |
142-18 |
141-01 |
|
| R1 |
141-21 |
141-21 |
140-29 |
141-10 |
| PP |
141-00 |
141-00 |
141-00 |
140-27 |
| S1 |
140-03 |
140-03 |
140-19 |
139-24 |
| S2 |
139-14 |
139-14 |
140-15 |
|
| S3 |
137-28 |
138-17 |
140-10 |
|
| S4 |
136-10 |
136-31 |
139-28 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
157-01 |
144-20 |
|
| R3 |
153-11 |
150-15 |
142-26 |
|
| R2 |
146-25 |
146-25 |
142-06 |
|
| R1 |
143-29 |
143-29 |
141-19 |
145-11 |
| PP |
140-07 |
140-07 |
140-07 |
140-30 |
| S1 |
137-11 |
137-11 |
140-13 |
138-25 |
| S2 |
133-21 |
133-21 |
139-26 |
|
| S3 |
127-03 |
130-25 |
139-06 |
|
| S4 |
120-17 |
124-07 |
137-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
139-20 |
3-16 |
2.5% |
2-02 |
1.5% |
32% |
False |
False |
321,175 |
| 10 |
143-04 |
135-05 |
7-31 |
5.7% |
2-15 |
1.8% |
70% |
False |
False |
363,556 |
| 20 |
143-04 |
135-05 |
7-31 |
5.7% |
2-06 |
1.5% |
70% |
False |
False |
332,351 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-05 |
1.5% |
47% |
False |
False |
328,140 |
| 60 |
147-00 |
134-04 |
12-28 |
9.1% |
2-03 |
1.5% |
51% |
False |
False |
284,233 |
| 80 |
147-00 |
123-10 |
23-22 |
16.8% |
2-03 |
1.5% |
74% |
False |
False |
213,612 |
| 100 |
147-00 |
120-28 |
26-04 |
18.6% |
1-27 |
1.3% |
76% |
False |
False |
170,914 |
| 120 |
147-00 |
120-28 |
26-04 |
18.6% |
1-19 |
1.1% |
76% |
False |
False |
142,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
146-00 |
|
1.618 |
144-14 |
|
1.000 |
143-15 |
|
0.618 |
142-28 |
|
HIGH |
141-29 |
|
0.618 |
141-10 |
|
0.500 |
141-04 |
|
0.382 |
140-30 |
|
LOW |
140-11 |
|
0.618 |
139-12 |
|
1.000 |
138-25 |
|
1.618 |
137-26 |
|
2.618 |
136-08 |
|
4.250 |
133-22 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-02 |
| PP |
141-00 |
140-30 |
| S1 |
140-28 |
140-27 |
|