ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
144-19 |
-0-06 |
-0.1% |
141-10 |
| High |
145-10 |
145-27 |
0-17 |
0.4% |
145-27 |
| Low |
144-06 |
144-09 |
0-03 |
0.1% |
141-08 |
| Close |
144-15 |
145-18 |
1-03 |
0.8% |
145-18 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
4-19 |
| ATR |
1-25 |
1-24 |
0-00 |
-0.8% |
0-00 |
| Volume |
2,670 |
1,796 |
-874 |
-32.7% |
16,692 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-29 |
149-10 |
146-14 |
|
| R3 |
148-11 |
147-24 |
146-00 |
|
| R2 |
146-25 |
146-25 |
145-27 |
|
| R1 |
146-06 |
146-06 |
145-23 |
146-16 |
| PP |
145-07 |
145-07 |
145-07 |
145-12 |
| S1 |
144-20 |
144-20 |
145-13 |
144-30 |
| S2 |
143-21 |
143-21 |
145-09 |
|
| S3 |
142-03 |
143-02 |
145-04 |
|
| S4 |
140-17 |
141-16 |
144-22 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-00 |
156-12 |
148-03 |
|
| R3 |
153-13 |
151-25 |
146-26 |
|
| R2 |
148-26 |
148-26 |
146-13 |
|
| R1 |
147-06 |
147-06 |
145-31 |
148-00 |
| PP |
144-07 |
144-07 |
144-07 |
144-20 |
| S1 |
142-19 |
142-19 |
145-05 |
143-13 |
| S2 |
139-20 |
139-20 |
144-23 |
|
| S3 |
135-01 |
138-00 |
144-10 |
|
| S4 |
130-14 |
133-13 |
143-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-27 |
141-08 |
4-19 |
3.2% |
1-18 |
1.1% |
94% |
True |
False |
3,338 |
| 10 |
145-27 |
140-15 |
5-12 |
3.7% |
1-20 |
1.1% |
95% |
True |
False |
7,562 |
| 20 |
145-27 |
140-03 |
5-24 |
4.0% |
1-21 |
1.1% |
95% |
True |
False |
152,378 |
| 40 |
145-27 |
135-05 |
10-22 |
7.3% |
1-29 |
1.3% |
97% |
True |
False |
238,588 |
| 60 |
147-00 |
135-05 |
11-27 |
8.1% |
1-31 |
1.4% |
88% |
False |
False |
263,986 |
| 80 |
147-00 |
134-26 |
12-06 |
8.4% |
1-31 |
1.3% |
88% |
False |
False |
275,100 |
| 100 |
147-00 |
124-08 |
22-24 |
15.6% |
2-02 |
1.4% |
94% |
False |
False |
221,852 |
| 120 |
147-00 |
120-28 |
26-04 |
17.9% |
1-28 |
1.3% |
94% |
False |
False |
184,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-16 |
|
2.618 |
149-30 |
|
1.618 |
148-12 |
|
1.000 |
147-13 |
|
0.618 |
146-26 |
|
HIGH |
145-27 |
|
0.618 |
145-08 |
|
0.500 |
145-02 |
|
0.382 |
144-28 |
|
LOW |
144-09 |
|
0.618 |
143-10 |
|
1.000 |
142-23 |
|
1.618 |
141-24 |
|
2.618 |
140-06 |
|
4.250 |
137-20 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-13 |
145-06 |
| PP |
145-07 |
144-25 |
| S1 |
145-02 |
144-13 |
|