ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-22 |
141-02 |
-0-20 |
-0.4% |
143-07 |
| High |
142-06 |
142-06 |
0-00 |
0.0% |
144-03 |
| Low |
141-00 |
140-15 |
-0-17 |
-0.4% |
140-03 |
| Close |
141-01 |
142-04 |
1-03 |
0.8% |
142-02 |
| Range |
1-06 |
1-23 |
0-17 |
44.7% |
4-00 |
| ATR |
1-27 |
1-26 |
0-00 |
-0.4% |
0-00 |
| Volume |
11,608 |
12,169 |
561 |
4.8% |
1,254,851 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-24 |
146-05 |
143-02 |
|
| R3 |
145-01 |
144-14 |
142-19 |
|
| R2 |
143-10 |
143-10 |
142-14 |
|
| R1 |
142-23 |
142-23 |
142-09 |
143-00 |
| PP |
141-19 |
141-19 |
141-19 |
141-24 |
| S1 |
141-00 |
141-00 |
141-31 |
141-10 |
| S2 |
139-28 |
139-28 |
141-26 |
|
| S3 |
138-05 |
139-09 |
141-21 |
|
| S4 |
136-14 |
137-18 |
141-06 |
|
|
| 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 |
142-11 |
140-03 |
2-08 |
1.6% |
1-21 |
1.2% |
90% |
False |
False |
26,245 |
| 10 |
145-14 |
140-03 |
5-11 |
3.8% |
1-24 |
1.2% |
38% |
False |
False |
205,297 |
| 20 |
145-14 |
140-02 |
5-12 |
3.8% |
1-23 |
1.2% |
38% |
False |
False |
253,354 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
1-30 |
1.4% |
68% |
False |
False |
292,852 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
2-00 |
1.4% |
59% |
False |
False |
303,211 |
| 80 |
147-00 |
134-04 |
12-28 |
9.1% |
2-00 |
1.4% |
62% |
False |
False |
276,513 |
| 100 |
147-00 |
123-10 |
23-22 |
16.7% |
2-00 |
1.4% |
79% |
False |
False |
221,560 |
| 120 |
147-00 |
120-28 |
26-04 |
18.4% |
1-26 |
1.3% |
81% |
False |
False |
184,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
146-22 |
|
1.618 |
144-31 |
|
1.000 |
143-29 |
|
0.618 |
143-08 |
|
HIGH |
142-06 |
|
0.618 |
141-17 |
|
0.500 |
141-10 |
|
0.382 |
141-04 |
|
LOW |
140-15 |
|
0.618 |
139-13 |
|
1.000 |
138-24 |
|
1.618 |
137-22 |
|
2.618 |
135-31 |
|
4.250 |
133-05 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-28 |
141-28 |
| PP |
141-19 |
141-21 |
| S1 |
141-10 |
141-13 |
|