ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-04 |
143-04 |
1-00 |
0.7% |
142-01 |
| High |
143-19 |
144-27 |
1-08 |
0.9% |
143-01 |
| Low |
141-23 |
142-31 |
1-08 |
0.9% |
140-15 |
| Close |
143-13 |
144-24 |
1-11 |
0.9% |
141-16 |
| Range |
1-28 |
1-28 |
0-00 |
0.0% |
2-18 |
| ATR |
1-26 |
1-26 |
0-00 |
0.2% |
0-00 |
| Volume |
5,621 |
2,722 |
-2,899 |
-51.6% |
58,932 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-26 |
149-05 |
145-25 |
|
| R3 |
147-30 |
147-09 |
145-08 |
|
| R2 |
146-02 |
146-02 |
145-03 |
|
| R1 |
145-13 |
145-13 |
144-30 |
145-24 |
| PP |
144-06 |
144-06 |
144-06 |
144-11 |
| S1 |
143-17 |
143-17 |
144-18 |
143-28 |
| S2 |
142-10 |
142-10 |
144-13 |
|
| S3 |
140-14 |
141-21 |
144-08 |
|
| S4 |
138-18 |
139-25 |
143-23 |
|
|
| 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 |
144-27 |
140-25 |
4-02 |
2.8% |
1-26 |
1.3% |
98% |
True |
False |
5,365 |
| 10 |
144-27 |
140-03 |
4-24 |
3.3% |
1-24 |
1.2% |
98% |
True |
False |
15,805 |
| 20 |
145-14 |
140-03 |
5-11 |
3.7% |
1-21 |
1.2% |
87% |
False |
False |
184,427 |
| 40 |
145-14 |
135-05 |
10-09 |
7.1% |
1-29 |
1.3% |
93% |
False |
False |
254,926 |
| 60 |
147-00 |
135-05 |
11-27 |
8.2% |
2-01 |
1.4% |
81% |
False |
False |
278,935 |
| 80 |
147-00 |
134-26 |
12-06 |
8.4% |
2-00 |
1.4% |
82% |
False |
False |
276,567 |
| 100 |
147-00 |
123-10 |
23-22 |
16.4% |
2-02 |
1.4% |
91% |
False |
False |
221,820 |
| 120 |
147-00 |
120-28 |
26-04 |
18.0% |
1-28 |
1.3% |
91% |
False |
False |
184,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-26 |
|
2.618 |
149-24 |
|
1.618 |
147-28 |
|
1.000 |
146-23 |
|
0.618 |
146-00 |
|
HIGH |
144-27 |
|
0.618 |
144-04 |
|
0.500 |
143-29 |
|
0.382 |
143-22 |
|
LOW |
142-31 |
|
0.618 |
141-26 |
|
1.000 |
141-03 |
|
1.618 |
139-30 |
|
2.618 |
138-02 |
|
4.250 |
135-00 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-15 |
144-06 |
| PP |
144-06 |
143-20 |
| S1 |
143-29 |
143-02 |
|