ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-10 |
142-04 |
0-26 |
0.6% |
142-01 |
| High |
142-22 |
143-19 |
0-29 |
0.6% |
143-01 |
| Low |
141-08 |
141-23 |
0-15 |
0.3% |
140-15 |
| Close |
142-14 |
143-13 |
0-31 |
0.7% |
141-16 |
| Range |
1-14 |
1-28 |
0-14 |
30.4% |
2-18 |
| ATR |
1-26 |
1-26 |
0-00 |
0.2% |
0-00 |
| Volume |
3,883 |
5,621 |
1,738 |
44.8% |
58,932 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-17 |
147-27 |
144-14 |
|
| R3 |
146-21 |
145-31 |
143-30 |
|
| R2 |
144-25 |
144-25 |
143-24 |
|
| R1 |
144-03 |
144-03 |
143-18 |
144-14 |
| PP |
142-29 |
142-29 |
142-29 |
143-02 |
| S1 |
142-07 |
142-07 |
143-08 |
142-18 |
| S2 |
141-01 |
141-01 |
143-02 |
|
| S3 |
139-05 |
140-11 |
142-28 |
|
| S4 |
137-09 |
138-15 |
142-12 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
148-00 |
142-29 |
|
| R3 |
146-25 |
145-14 |
142-07 |
|
| R2 |
144-07 |
144-07 |
141-31 |
|
| R1 |
142-28 |
142-28 |
141-24 |
142-08 |
| PP |
141-21 |
141-21 |
141-21 |
141-12 |
| S1 |
140-10 |
140-10 |
141-08 |
139-22 |
| S2 |
139-03 |
139-03 |
141-01 |
|
| S3 |
136-17 |
137-24 |
140-25 |
|
| S4 |
133-31 |
135-06 |
140-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-19 |
140-15 |
3-04 |
2.2% |
1-25 |
1.2% |
94% |
True |
False |
7,255 |
| 10 |
143-19 |
140-03 |
3-16 |
2.4% |
1-25 |
1.2% |
95% |
True |
False |
29,139 |
| 20 |
145-14 |
140-03 |
5-11 |
3.7% |
1-21 |
1.1% |
62% |
False |
False |
199,784 |
| 40 |
145-14 |
135-05 |
10-09 |
7.2% |
1-29 |
1.3% |
80% |
False |
False |
263,631 |
| 60 |
147-00 |
135-05 |
11-27 |
8.3% |
2-00 |
1.4% |
70% |
False |
False |
282,689 |
| 80 |
147-00 |
134-26 |
12-06 |
8.5% |
1-31 |
1.4% |
71% |
False |
False |
276,633 |
| 100 |
147-00 |
123-10 |
23-22 |
16.5% |
2-02 |
1.4% |
85% |
False |
False |
221,794 |
| 120 |
147-00 |
120-28 |
26-04 |
18.2% |
1-28 |
1.3% |
86% |
False |
False |
184,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
148-16 |
|
1.618 |
146-20 |
|
1.000 |
145-15 |
|
0.618 |
144-24 |
|
HIGH |
143-19 |
|
0.618 |
142-28 |
|
0.500 |
142-21 |
|
0.382 |
142-14 |
|
LOW |
141-23 |
|
0.618 |
140-18 |
|
1.000 |
139-27 |
|
1.618 |
138-22 |
|
2.618 |
136-26 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-05 |
143-02 |
| PP |
142-29 |
142-24 |
| S1 |
142-21 |
142-14 |
|