ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-21 |
142-16 |
0-27 |
0.6% |
140-26 |
| High |
142-17 |
143-21 |
1-04 |
0.8% |
143-04 |
| Low |
141-16 |
141-26 |
0-10 |
0.2% |
140-06 |
| Close |
142-04 |
143-11 |
1-07 |
0.9% |
140-14 |
| Range |
1-01 |
1-27 |
0-26 |
78.8% |
2-30 |
| ATR |
2-02 |
2-02 |
-0-01 |
-0.8% |
0-00 |
| Volume |
256,160 |
389,290 |
133,130 |
52.0% |
1,429,733 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
147-24 |
144-11 |
|
| R3 |
146-20 |
145-29 |
143-27 |
|
| R2 |
144-25 |
144-25 |
143-22 |
|
| R1 |
144-02 |
144-02 |
143-16 |
144-14 |
| PP |
142-30 |
142-30 |
142-30 |
143-04 |
| S1 |
142-07 |
142-07 |
143-06 |
142-18 |
| S2 |
141-03 |
141-03 |
143-00 |
|
| S3 |
139-08 |
140-12 |
142-27 |
|
| S4 |
137-13 |
138-17 |
142-11 |
|
|
| 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 |
143-21 |
140-02 |
3-19 |
2.5% |
1-16 |
1.0% |
91% |
True |
False |
249,243 |
| 10 |
143-21 |
139-20 |
4-01 |
2.8% |
1-27 |
1.3% |
92% |
True |
False |
297,225 |
| 20 |
143-21 |
135-05 |
8-16 |
5.9% |
2-04 |
1.5% |
96% |
True |
False |
324,799 |
| 40 |
147-00 |
135-05 |
11-27 |
8.3% |
2-04 |
1.5% |
69% |
False |
False |
319,790 |
| 60 |
147-00 |
134-26 |
12-06 |
8.5% |
2-02 |
1.4% |
70% |
False |
False |
316,008 |
| 80 |
147-00 |
124-08 |
22-24 |
15.9% |
2-05 |
1.5% |
84% |
False |
False |
239,220 |
| 100 |
147-00 |
120-28 |
26-04 |
18.2% |
1-30 |
1.3% |
86% |
False |
False |
191,422 |
| 120 |
147-00 |
120-28 |
26-04 |
18.2% |
1-22 |
1.2% |
86% |
False |
False |
159,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-16 |
|
2.618 |
148-15 |
|
1.618 |
146-20 |
|
1.000 |
145-16 |
|
0.618 |
144-25 |
|
HIGH |
143-21 |
|
0.618 |
142-30 |
|
0.500 |
142-24 |
|
0.382 |
142-17 |
|
LOW |
141-26 |
|
0.618 |
140-22 |
|
1.000 |
139-31 |
|
1.618 |
138-27 |
|
2.618 |
137-00 |
|
4.250 |
133-31 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
143-01 |
| PP |
142-30 |
142-24 |
| S1 |
142-24 |
142-14 |
|