ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
141-12 |
-1-03 |
-0.8% |
140-26 |
| High |
142-29 |
141-15 |
-1-14 |
-1.0% |
143-04 |
| Low |
140-15 |
140-11 |
-0-04 |
-0.1% |
140-06 |
| Close |
141-10 |
140-14 |
-0-28 |
-0.6% |
140-14 |
| Range |
2-14 |
1-04 |
-1-10 |
-53.8% |
2-30 |
| ATR |
2-10 |
2-07 |
-0-03 |
-3.6% |
0-00 |
| Volume |
404,201 |
41,339 |
-362,862 |
-89.8% |
1,429,733 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-04 |
143-13 |
141-02 |
|
| R3 |
143-00 |
142-09 |
140-24 |
|
| R2 |
141-28 |
141-28 |
140-21 |
|
| R1 |
141-05 |
141-05 |
140-17 |
140-30 |
| PP |
140-24 |
140-24 |
140-24 |
140-21 |
| S1 |
140-01 |
140-01 |
140-11 |
139-26 |
| S2 |
139-20 |
139-20 |
140-07 |
|
| S3 |
138-16 |
138-29 |
140-04 |
|
| S4 |
137-12 |
137-25 |
139-26 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-02 |
148-06 |
142-02 |
|
| R3 |
147-04 |
145-08 |
141-08 |
|
| R2 |
144-06 |
144-06 |
140-31 |
|
| R1 |
142-10 |
142-10 |
140-23 |
141-25 |
| PP |
141-08 |
141-08 |
141-08 |
141-00 |
| S1 |
139-12 |
139-12 |
140-05 |
138-27 |
| S2 |
138-10 |
138-10 |
139-29 |
|
| S3 |
135-12 |
136-14 |
139-20 |
|
| S4 |
132-14 |
133-16 |
138-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
140-06 |
2-30 |
2.1% |
2-01 |
1.5% |
9% |
False |
False |
285,946 |
| 10 |
143-04 |
136-18 |
6-18 |
4.7% |
2-11 |
1.7% |
59% |
False |
False |
330,921 |
| 20 |
143-04 |
135-05 |
7-31 |
5.7% |
2-06 |
1.6% |
66% |
False |
False |
328,560 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-06 |
1.6% |
45% |
False |
False |
324,618 |
| 60 |
147-00 |
134-26 |
12-06 |
8.7% |
2-03 |
1.5% |
46% |
False |
False |
298,208 |
| 80 |
147-00 |
123-10 |
23-22 |
16.9% |
2-04 |
1.5% |
72% |
False |
False |
224,182 |
| 100 |
147-00 |
120-28 |
26-04 |
18.6% |
1-29 |
1.3% |
75% |
False |
False |
179,373 |
| 120 |
147-00 |
120-28 |
26-04 |
18.6% |
1-20 |
1.2% |
75% |
False |
False |
149,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-08 |
|
2.618 |
144-13 |
|
1.618 |
143-09 |
|
1.000 |
142-19 |
|
0.618 |
142-05 |
|
HIGH |
141-15 |
|
0.618 |
141-01 |
|
0.500 |
140-29 |
|
0.382 |
140-25 |
|
LOW |
140-11 |
|
0.618 |
139-21 |
|
1.000 |
139-07 |
|
1.618 |
138-17 |
|
2.618 |
137-13 |
|
4.250 |
135-18 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-29 |
141-24 |
| PP |
140-24 |
141-10 |
| S1 |
140-19 |
140-28 |
|