ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-06 |
142-01 |
0-27 |
0.6% |
143-07 |
| High |
142-08 |
142-11 |
0-03 |
0.1% |
144-03 |
| Low |
140-03 |
140-30 |
0-27 |
0.6% |
140-03 |
| Close |
142-02 |
141-26 |
-0-08 |
-0.2% |
142-02 |
| Range |
2-05 |
1-13 |
-0-24 |
-34.8% |
4-00 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.9% |
0-00 |
| Volume |
26,538 |
20,552 |
-5,986 |
-22.6% |
1,254,851 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-29 |
145-09 |
142-19 |
|
| R3 |
144-16 |
143-28 |
142-06 |
|
| R2 |
143-03 |
143-03 |
142-02 |
|
| R1 |
142-15 |
142-15 |
141-30 |
142-02 |
| PP |
141-22 |
141-22 |
141-22 |
141-16 |
| S1 |
141-02 |
141-02 |
141-22 |
140-22 |
| S2 |
140-09 |
140-09 |
141-18 |
|
| S3 |
138-28 |
139-21 |
141-14 |
|
| S4 |
137-15 |
138-08 |
141-01 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-03 |
152-02 |
144-08 |
|
| R3 |
150-03 |
148-02 |
143-05 |
|
| R2 |
146-03 |
146-03 |
142-25 |
|
| R1 |
144-02 |
144-02 |
142-14 |
143-02 |
| PP |
142-03 |
142-03 |
142-03 |
141-19 |
| S1 |
140-02 |
140-02 |
141-22 |
139-02 |
| S2 |
138-03 |
138-03 |
141-11 |
|
| S3 |
134-03 |
136-02 |
140-31 |
|
| S4 |
130-03 |
132-02 |
139-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-29 |
140-03 |
3-26 |
2.7% |
1-27 |
1.3% |
45% |
False |
False |
139,645 |
| 10 |
145-14 |
140-03 |
5-11 |
3.8% |
1-23 |
1.2% |
32% |
False |
False |
270,630 |
| 20 |
145-14 |
140-02 |
5-12 |
3.8% |
1-24 |
1.2% |
33% |
False |
False |
281,355 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
1-31 |
1.4% |
65% |
False |
False |
300,774 |
| 60 |
147-00 |
135-05 |
11-27 |
8.4% |
2-00 |
1.4% |
56% |
False |
False |
311,171 |
| 80 |
147-00 |
134-03 |
12-29 |
9.1% |
2-00 |
1.4% |
60% |
False |
False |
276,305 |
| 100 |
147-00 |
123-10 |
23-22 |
16.7% |
2-00 |
1.4% |
78% |
False |
False |
221,325 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-26 |
1.3% |
80% |
False |
False |
184,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-10 |
|
2.618 |
146-01 |
|
1.618 |
144-20 |
|
1.000 |
143-24 |
|
0.618 |
143-07 |
|
HIGH |
142-11 |
|
0.618 |
141-26 |
|
0.500 |
141-20 |
|
0.382 |
141-15 |
|
LOW |
140-30 |
|
0.618 |
140-02 |
|
1.000 |
139-17 |
|
1.618 |
138-21 |
|
2.618 |
137-08 |
|
4.250 |
134-31 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-24 |
141-20 |
| PP |
141-22 |
141-13 |
| S1 |
141-20 |
141-07 |
|