ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-05 |
140-19 |
-0-18 |
-0.4% |
136-19 |
| High |
141-29 |
143-04 |
1-07 |
0.9% |
143-04 |
| Low |
140-11 |
140-11 |
0-00 |
0.0% |
136-18 |
| Close |
140-24 |
142-23 |
1-31 |
1.4% |
141-00 |
| Range |
1-18 |
2-25 |
1-07 |
78.0% |
6-18 |
| ATR |
2-08 |
2-09 |
0-01 |
1.7% |
0-00 |
| Volume |
276,745 |
400,398 |
123,653 |
44.7% |
1,879,480 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
149-11 |
144-08 |
|
| R3 |
147-20 |
146-18 |
143-15 |
|
| R2 |
144-27 |
144-27 |
143-07 |
|
| R1 |
143-25 |
143-25 |
142-31 |
144-10 |
| PP |
142-02 |
142-02 |
142-02 |
142-10 |
| S1 |
141-00 |
141-00 |
142-15 |
141-17 |
| S2 |
139-09 |
139-09 |
142-07 |
|
| S3 |
136-16 |
138-07 |
141-31 |
|
| S4 |
133-23 |
135-14 |
141-06 |
|
|
| 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% |
2-07 |
1.6% |
88% |
True |
False |
334,634 |
| 10 |
143-04 |
135-05 |
7-31 |
5.6% |
2-18 |
1.8% |
95% |
True |
False |
366,527 |
| 20 |
143-04 |
135-05 |
7-31 |
5.6% |
2-06 |
1.5% |
95% |
True |
False |
337,307 |
| 40 |
147-00 |
135-05 |
11-27 |
8.3% |
2-06 |
1.5% |
64% |
False |
False |
328,096 |
| 60 |
147-00 |
134-26 |
12-06 |
8.5% |
2-04 |
1.5% |
65% |
False |
False |
290,870 |
| 80 |
147-00 |
123-10 |
23-22 |
16.6% |
2-03 |
1.5% |
82% |
False |
False |
218,616 |
| 100 |
147-00 |
120-28 |
26-04 |
18.3% |
1-28 |
1.3% |
84% |
False |
False |
174,918 |
| 120 |
147-00 |
120-28 |
26-04 |
18.3% |
1-19 |
1.1% |
84% |
False |
False |
145,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-30 |
|
2.618 |
150-13 |
|
1.618 |
147-20 |
|
1.000 |
145-29 |
|
0.618 |
144-27 |
|
HIGH |
143-04 |
|
0.618 |
142-02 |
|
0.500 |
141-24 |
|
0.382 |
141-13 |
|
LOW |
140-11 |
|
0.618 |
138-20 |
|
1.000 |
137-18 |
|
1.618 |
135-27 |
|
2.618 |
133-02 |
|
4.250 |
128-17 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
142-12 |
| PP |
142-02 |
142-00 |
| S1 |
141-24 |
141-21 |
|