ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-13 |
141-17 |
-1-28 |
-1.3% |
142-26 |
| High |
143-19 |
142-00 |
-1-19 |
-1.1% |
145-14 |
| Low |
141-07 |
140-06 |
-1-01 |
-0.7% |
142-26 |
| Close |
141-20 |
140-21 |
-0-31 |
-0.7% |
143-27 |
| Range |
2-12 |
1-26 |
-0-18 |
-23.7% |
2-20 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.4% |
0-00 |
| Volume |
136,059 |
60,359 |
-75,700 |
-55.6% |
1,430,897 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
145-11 |
141-21 |
|
| R3 |
144-18 |
143-17 |
141-05 |
|
| R2 |
142-24 |
142-24 |
141-00 |
|
| R1 |
141-23 |
141-23 |
140-26 |
141-10 |
| PP |
140-30 |
140-30 |
140-30 |
140-24 |
| S1 |
139-29 |
139-29 |
140-16 |
139-16 |
| S2 |
139-04 |
139-04 |
140-10 |
|
| S3 |
137-10 |
138-03 |
140-05 |
|
| S4 |
135-16 |
136-09 |
139-21 |
|
|
| 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 |
145-06 |
140-06 |
5-00 |
3.6% |
1-28 |
1.3% |
9% |
False |
True |
308,882 |
| 10 |
145-14 |
140-06 |
5-08 |
3.7% |
1-22 |
1.2% |
9% |
False |
True |
333,470 |
| 20 |
145-14 |
139-20 |
5-26 |
4.1% |
1-26 |
1.3% |
18% |
False |
False |
313,450 |
| 40 |
145-14 |
135-05 |
10-09 |
7.3% |
2-00 |
1.4% |
53% |
False |
False |
315,484 |
| 60 |
147-00 |
135-05 |
11-27 |
8.4% |
2-00 |
1.4% |
46% |
False |
False |
319,774 |
| 80 |
147-00 |
133-24 |
13-08 |
9.4% |
2-01 |
1.5% |
52% |
False |
False |
275,816 |
| 100 |
147-00 |
123-10 |
23-22 |
16.8% |
2-00 |
1.4% |
73% |
False |
False |
220,857 |
| 120 |
147-00 |
120-28 |
26-04 |
18.6% |
1-25 |
1.3% |
76% |
False |
False |
184,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-22 |
|
2.618 |
146-24 |
|
1.618 |
144-30 |
|
1.000 |
143-26 |
|
0.618 |
143-04 |
|
HIGH |
142-00 |
|
0.618 |
141-10 |
|
0.500 |
141-03 |
|
0.382 |
140-28 |
|
LOW |
140-06 |
|
0.618 |
139-02 |
|
1.000 |
138-12 |
|
1.618 |
137-08 |
|
2.618 |
135-14 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-03 |
142-02 |
| PP |
140-30 |
141-19 |
| S1 |
140-26 |
141-04 |
|