ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-16 |
143-07 |
0-23 |
0.5% |
140-17 |
| High |
143-21 |
143-19 |
-0-02 |
0.0% |
143-21 |
| Low |
141-26 |
142-04 |
0-10 |
0.2% |
140-02 |
| Close |
143-11 |
142-25 |
-0-18 |
-0.4% |
142-25 |
| Range |
1-27 |
1-15 |
-0-12 |
-20.3% |
3-19 |
| ATR |
2-02 |
2-00 |
-0-01 |
-2.0% |
0-00 |
| Volume |
389,290 |
286,200 |
-103,090 |
-26.5% |
1,491,080 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-15 |
143-19 |
|
| R3 |
145-25 |
145-00 |
143-06 |
|
| R2 |
144-10 |
144-10 |
143-02 |
|
| R1 |
143-17 |
143-17 |
142-29 |
143-06 |
| PP |
142-27 |
142-27 |
142-27 |
142-21 |
| S1 |
142-02 |
142-02 |
142-21 |
141-23 |
| S2 |
141-12 |
141-12 |
142-16 |
|
| S3 |
139-29 |
140-19 |
142-12 |
|
| S4 |
138-14 |
139-04 |
141-31 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-30 |
151-15 |
144-24 |
|
| R3 |
149-11 |
147-28 |
143-25 |
|
| R2 |
145-24 |
145-24 |
143-14 |
|
| R1 |
144-09 |
144-09 |
143-04 |
145-00 |
| PP |
142-05 |
142-05 |
142-05 |
142-17 |
| S1 |
140-22 |
140-22 |
142-14 |
141-14 |
| S2 |
138-18 |
138-18 |
142-04 |
|
| S3 |
134-31 |
137-03 |
141-25 |
|
| S4 |
131-12 |
133-16 |
140-26 |
|
|
| 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% |
1-18 |
1.1% |
76% |
False |
False |
298,216 |
| 10 |
143-21 |
140-02 |
3-19 |
2.5% |
1-26 |
1.3% |
76% |
False |
False |
292,081 |
| 20 |
143-21 |
135-05 |
8-16 |
6.0% |
2-05 |
1.5% |
90% |
False |
False |
327,779 |
| 40 |
146-13 |
135-05 |
11-08 |
7.9% |
2-03 |
1.5% |
68% |
False |
False |
316,828 |
| 60 |
147-00 |
135-01 |
11-31 |
8.4% |
2-02 |
1.4% |
65% |
False |
False |
318,397 |
| 80 |
147-00 |
124-28 |
22-04 |
15.5% |
2-06 |
1.5% |
81% |
False |
False |
242,794 |
| 100 |
147-00 |
120-28 |
26-04 |
18.3% |
1-30 |
1.4% |
84% |
False |
False |
194,283 |
| 120 |
147-00 |
120-28 |
26-04 |
18.3% |
1-22 |
1.2% |
84% |
False |
False |
161,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-27 |
|
2.618 |
147-14 |
|
1.618 |
145-31 |
|
1.000 |
145-02 |
|
0.618 |
144-16 |
|
HIGH |
143-19 |
|
0.618 |
143-01 |
|
0.500 |
142-28 |
|
0.382 |
142-22 |
|
LOW |
142-04 |
|
0.618 |
141-07 |
|
1.000 |
140-21 |
|
1.618 |
139-24 |
|
2.618 |
138-09 |
|
4.250 |
135-28 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
142-23 |
| PP |
142-27 |
142-21 |
| S1 |
142-26 |
142-18 |
|