ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
138-11 |
137-21 |
-0-22 |
-0.5% |
137-14 |
| High |
138-20 |
138-13 |
-0-07 |
-0.2% |
140-08 |
| Low |
137-22 |
137-20 |
-0-02 |
0.0% |
136-27 |
| Close |
137-31 |
137-17 |
-0-14 |
-0.3% |
137-31 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
3-13 |
| ATR |
1-20 |
1-18 |
-0-02 |
-3.7% |
0-00 |
| Volume |
214 |
157 |
-57 |
-26.6% |
1,622 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
139-21 |
137-31 |
|
| R3 |
139-13 |
138-28 |
137-24 |
|
| R2 |
138-20 |
138-20 |
137-22 |
|
| R1 |
138-03 |
138-03 |
137-19 |
137-31 |
| PP |
137-27 |
137-27 |
137-27 |
137-26 |
| S1 |
137-10 |
137-10 |
137-15 |
137-06 |
| S2 |
137-02 |
137-02 |
137-12 |
|
| S3 |
136-09 |
136-17 |
137-10 |
|
| S4 |
135-16 |
135-24 |
137-03 |
|
|
| 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 |
137-20 |
2-20 |
1.9% |
1-04 |
0.8% |
-4% |
False |
True |
350 |
| 10 |
140-08 |
136-27 |
3-13 |
2.5% |
1-08 |
0.9% |
20% |
False |
False |
245 |
| 20 |
145-31 |
136-27 |
9-04 |
6.6% |
1-14 |
1.0% |
8% |
False |
False |
200 |
| 40 |
146-12 |
134-05 |
12-07 |
8.9% |
1-09 |
0.9% |
28% |
False |
False |
130 |
| 60 |
146-12 |
126-04 |
20-08 |
14.7% |
1-02 |
0.8% |
56% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-23 |
|
2.618 |
140-14 |
|
1.618 |
139-21 |
|
1.000 |
139-06 |
|
0.618 |
138-28 |
|
HIGH |
138-13 |
|
0.618 |
138-03 |
|
0.500 |
138-00 |
|
0.382 |
137-30 |
|
LOW |
137-20 |
|
0.618 |
137-05 |
|
1.000 |
136-27 |
|
1.618 |
136-12 |
|
2.618 |
135-19 |
|
4.250 |
134-10 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-00 |
138-14 |
| PP |
137-27 |
138-05 |
| S1 |
137-22 |
137-27 |
|