ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-24 |
138-11 |
-0-13 |
-0.3% |
137-14 |
| High |
139-09 |
138-20 |
-0-21 |
-0.5% |
140-08 |
| Low |
138-07 |
137-22 |
-0-17 |
-0.4% |
136-27 |
| Close |
138-16 |
137-31 |
-0-17 |
-0.4% |
137-31 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
3-13 |
| ATR |
1-21 |
1-20 |
-0-02 |
-3.1% |
0-00 |
| Volume |
522 |
214 |
-308 |
-59.0% |
1,622 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-29 |
140-12 |
138-16 |
|
| R3 |
139-31 |
139-14 |
138-07 |
|
| R2 |
139-01 |
139-01 |
138-04 |
|
| R1 |
138-16 |
138-16 |
138-02 |
138-10 |
| PP |
138-03 |
138-03 |
138-03 |
138-00 |
| S1 |
137-18 |
137-18 |
137-28 |
137-12 |
| S2 |
137-05 |
137-05 |
137-26 |
|
| S3 |
136-07 |
136-20 |
137-23 |
|
| S4 |
135-09 |
135-22 |
137-14 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
146-22 |
139-27 |
|
| R3 |
145-05 |
143-09 |
138-29 |
|
| R2 |
141-24 |
141-24 |
138-19 |
|
| R1 |
139-28 |
139-28 |
138-09 |
140-26 |
| PP |
138-11 |
138-11 |
138-11 |
138-26 |
| S1 |
136-15 |
136-15 |
137-21 |
137-13 |
| S2 |
134-30 |
134-30 |
137-11 |
|
| S3 |
131-17 |
133-02 |
137-01 |
|
| S4 |
128-04 |
129-21 |
136-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-08 |
136-27 |
3-13 |
2.5% |
1-13 |
1.0% |
33% |
False |
False |
324 |
| 10 |
140-08 |
136-27 |
3-13 |
2.5% |
1-10 |
1.0% |
33% |
False |
False |
252 |
| 20 |
145-31 |
136-27 |
9-04 |
6.6% |
1-16 |
1.1% |
12% |
False |
False |
202 |
| 40 |
146-12 |
134-05 |
12-07 |
8.9% |
1-09 |
0.9% |
31% |
False |
False |
126 |
| 60 |
146-12 |
123-16 |
22-28 |
16.6% |
1-02 |
0.8% |
63% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-20 |
|
2.618 |
141-03 |
|
1.618 |
140-05 |
|
1.000 |
139-18 |
|
0.618 |
139-07 |
|
HIGH |
138-20 |
|
0.618 |
138-09 |
|
0.500 |
138-05 |
|
0.382 |
138-01 |
|
LOW |
137-22 |
|
0.618 |
137-03 |
|
1.000 |
136-24 |
|
1.618 |
136-05 |
|
2.618 |
135-07 |
|
4.250 |
133-22 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-05 |
138-16 |
| PP |
138-03 |
138-10 |
| S1 |
138-01 |
138-04 |
|