ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-12 |
140-17 |
-0-27 |
-0.6% |
140-26 |
| High |
141-15 |
142-02 |
0-19 |
0.4% |
143-04 |
| Low |
140-11 |
140-02 |
-0-09 |
-0.2% |
140-06 |
| Close |
140-14 |
141-25 |
1-11 |
1.0% |
140-14 |
| Range |
1-04 |
2-00 |
0-28 |
77.8% |
2-30 |
| ATR |
2-07 |
2-06 |
0-00 |
-0.7% |
0-00 |
| Volume |
41,339 |
249,578 |
208,239 |
503.7% |
1,429,733 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
146-17 |
142-28 |
|
| R3 |
145-10 |
144-17 |
142-11 |
|
| R2 |
143-10 |
143-10 |
142-05 |
|
| R1 |
142-17 |
142-17 |
141-31 |
142-30 |
| PP |
141-10 |
141-10 |
141-10 |
141-16 |
| S1 |
140-17 |
140-17 |
141-19 |
140-30 |
| S2 |
139-10 |
139-10 |
141-13 |
|
| S3 |
137-10 |
138-17 |
141-07 |
|
| S4 |
135-10 |
136-17 |
140-22 |
|
|
| 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 |
140-02 |
3-02 |
2.2% |
1-31 |
1.4% |
56% |
False |
True |
274,452 |
| 10 |
143-04 |
139-12 |
3-24 |
2.6% |
2-06 |
1.6% |
64% |
False |
False |
323,707 |
| 20 |
143-04 |
135-05 |
7-31 |
5.6% |
2-06 |
1.5% |
83% |
False |
False |
327,478 |
| 40 |
147-00 |
135-05 |
11-27 |
8.4% |
2-06 |
1.6% |
56% |
False |
False |
324,142 |
| 60 |
147-00 |
134-26 |
12-06 |
8.6% |
2-03 |
1.5% |
57% |
False |
False |
302,249 |
| 80 |
147-00 |
123-10 |
23-22 |
16.7% |
2-05 |
1.5% |
78% |
False |
False |
227,296 |
| 100 |
147-00 |
120-28 |
26-04 |
18.4% |
1-29 |
1.3% |
80% |
False |
False |
181,869 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-21 |
1.2% |
80% |
False |
False |
151,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-18 |
|
2.618 |
147-10 |
|
1.618 |
145-10 |
|
1.000 |
144-02 |
|
0.618 |
143-10 |
|
HIGH |
142-02 |
|
0.618 |
141-10 |
|
0.500 |
141-02 |
|
0.382 |
140-26 |
|
LOW |
140-02 |
|
0.618 |
138-26 |
|
1.000 |
138-02 |
|
1.618 |
136-26 |
|
2.618 |
134-26 |
|
4.250 |
131-18 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-17 |
141-22 |
| PP |
141-10 |
141-19 |
| S1 |
141-02 |
141-16 |
|