ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
143-21 |
0-14 |
0.3% |
142-26 |
| High |
144-03 |
143-29 |
-0-06 |
-0.1% |
145-14 |
| Low |
141-25 |
142-15 |
0-22 |
0.5% |
142-26 |
| Close |
144-00 |
143-09 |
-0-23 |
-0.5% |
143-27 |
| Range |
2-10 |
1-14 |
-0-28 |
-37.8% |
2-20 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.4% |
0-00 |
| Volume |
577,175 |
454,720 |
-122,455 |
-21.2% |
1,430,897 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-17 |
146-27 |
144-02 |
|
| R3 |
146-03 |
145-13 |
143-22 |
|
| R2 |
144-21 |
144-21 |
143-17 |
|
| R1 |
143-31 |
143-31 |
143-13 |
143-19 |
| PP |
143-07 |
143-07 |
143-07 |
143-01 |
| S1 |
142-17 |
142-17 |
143-05 |
142-05 |
| S2 |
141-25 |
141-25 |
143-01 |
|
| S3 |
140-11 |
141-03 |
142-28 |
|
| S4 |
138-29 |
139-21 |
142-16 |
|
|
| 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 |
141-25 |
3-21 |
2.6% |
1-20 |
1.1% |
41% |
False |
False |
432,976 |
| 10 |
145-14 |
141-07 |
4-07 |
2.9% |
1-16 |
1.1% |
49% |
False |
False |
370,429 |
| 20 |
145-14 |
139-12 |
6-02 |
4.2% |
1-27 |
1.3% |
64% |
False |
False |
347,068 |
| 40 |
146-13 |
135-05 |
11-08 |
7.9% |
1-31 |
1.4% |
72% |
False |
False |
327,935 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
1-31 |
1.4% |
69% |
False |
False |
329,447 |
| 80 |
147-00 |
129-30 |
17-02 |
11.9% |
2-04 |
1.5% |
78% |
False |
False |
273,419 |
| 100 |
147-00 |
123-10 |
23-22 |
16.5% |
1-31 |
1.4% |
84% |
False |
False |
218,904 |
| 120 |
147-00 |
120-28 |
26-04 |
18.2% |
1-24 |
1.2% |
86% |
False |
False |
182,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
147-21 |
|
1.618 |
146-07 |
|
1.000 |
145-11 |
|
0.618 |
144-25 |
|
HIGH |
143-29 |
|
0.618 |
143-11 |
|
0.500 |
143-06 |
|
0.382 |
143-01 |
|
LOW |
142-15 |
|
0.618 |
141-19 |
|
1.000 |
141-01 |
|
1.618 |
140-05 |
|
2.618 |
138-23 |
|
4.250 |
136-12 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-16 |
| PP |
143-07 |
143-13 |
| S1 |
143-06 |
143-11 |
|