ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
144-13 |
144-28 |
0-15 |
0.3% |
142-26 |
| High |
145-14 |
145-06 |
-0-08 |
-0.2% |
145-14 |
| Low |
143-28 |
143-24 |
-0-04 |
-0.1% |
142-26 |
| Close |
145-11 |
143-27 |
-1-16 |
-1.0% |
143-27 |
| Range |
1-18 |
1-14 |
-0-04 |
-8.0% |
2-20 |
| ATR |
1-28 |
1-28 |
-0-01 |
-1.1% |
0-00 |
| Volume |
437,698 |
316,100 |
-121,598 |
-27.8% |
1,430,897 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
147-21 |
144-20 |
|
| R3 |
147-04 |
146-07 |
144-08 |
|
| R2 |
145-22 |
145-22 |
144-03 |
|
| R1 |
144-25 |
144-25 |
143-31 |
144-16 |
| PP |
144-08 |
144-08 |
144-08 |
144-04 |
| S1 |
143-11 |
143-11 |
143-23 |
143-02 |
| S2 |
142-26 |
142-26 |
143-19 |
|
| S3 |
141-12 |
141-29 |
143-14 |
|
| S4 |
139-30 |
140-15 |
143-02 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-29 |
150-16 |
145-09 |
|
| R3 |
149-09 |
147-28 |
144-18 |
|
| R2 |
146-21 |
146-21 |
144-10 |
|
| R1 |
145-08 |
145-08 |
144-03 |
145-30 |
| PP |
144-01 |
144-01 |
144-01 |
144-12 |
| S1 |
142-20 |
142-20 |
143-19 |
143-10 |
| S2 |
141-13 |
141-13 |
143-12 |
|
| S3 |
138-25 |
140-00 |
143-04 |
|
| S4 |
136-05 |
137-12 |
142-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-14 |
142-04 |
3-10 |
2.3% |
1-13 |
1.0% |
52% |
False |
False |
343,419 |
| 10 |
145-14 |
140-02 |
5-12 |
3.7% |
1-14 |
1.0% |
70% |
False |
False |
296,331 |
| 20 |
145-14 |
135-05 |
10-09 |
7.1% |
1-30 |
1.3% |
84% |
False |
False |
327,781 |
| 40 |
146-13 |
135-05 |
11-08 |
7.8% |
2-01 |
1.4% |
77% |
False |
False |
320,565 |
| 60 |
147-00 |
135-01 |
11-31 |
8.3% |
2-01 |
1.4% |
74% |
False |
False |
325,317 |
| 80 |
147-00 |
129-11 |
17-21 |
12.3% |
2-05 |
1.5% |
82% |
False |
False |
260,583 |
| 100 |
147-00 |
121-11 |
25-21 |
17.8% |
1-31 |
1.4% |
88% |
False |
False |
208,586 |
| 120 |
147-00 |
120-28 |
26-04 |
18.2% |
1-23 |
1.2% |
88% |
False |
False |
173,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
148-30 |
|
1.618 |
147-16 |
|
1.000 |
146-20 |
|
0.618 |
146-02 |
|
HIGH |
145-06 |
|
0.618 |
144-20 |
|
0.500 |
144-15 |
|
0.382 |
144-10 |
|
LOW |
143-24 |
|
0.618 |
142-28 |
|
1.000 |
142-10 |
|
1.618 |
141-14 |
|
2.618 |
140-00 |
|
4.250 |
137-20 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-15 |
144-08 |
| PP |
144-08 |
144-03 |
| S1 |
144-02 |
143-31 |
|