ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
137-21 |
137-20 |
-0-01 |
0.0% |
137-14 |
| High |
138-13 |
139-17 |
1-04 |
0.8% |
140-08 |
| Low |
137-20 |
137-00 |
-0-20 |
-0.5% |
136-27 |
| Close |
137-17 |
139-18 |
2-01 |
1.5% |
137-31 |
| Range |
0-25 |
2-17 |
1-24 |
224.0% |
3-13 |
| ATR |
1-18 |
1-20 |
0-02 |
4.5% |
0-00 |
| Volume |
157 |
109 |
-48 |
-30.6% |
1,622 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-09 |
145-15 |
140-31 |
|
| R3 |
143-24 |
142-30 |
140-08 |
|
| R2 |
141-07 |
141-07 |
140-01 |
|
| R1 |
140-13 |
140-13 |
139-25 |
140-26 |
| PP |
138-22 |
138-22 |
138-22 |
138-29 |
| S1 |
137-28 |
137-28 |
139-11 |
138-09 |
| S2 |
136-05 |
136-05 |
139-03 |
|
| S3 |
133-20 |
135-11 |
138-28 |
|
| S4 |
131-03 |
132-26 |
138-05 |
|
|
| 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 |
139-17 |
137-00 |
2-17 |
1.8% |
1-09 |
0.9% |
101% |
True |
True |
340 |
| 10 |
140-08 |
136-27 |
3-13 |
2.4% |
1-15 |
1.1% |
80% |
False |
False |
246 |
| 20 |
145-31 |
136-27 |
9-04 |
6.5% |
1-14 |
1.0% |
30% |
False |
False |
199 |
| 40 |
146-12 |
135-25 |
10-19 |
7.6% |
1-10 |
0.9% |
36% |
False |
False |
132 |
| 60 |
146-12 |
126-07 |
20-05 |
14.4% |
1-04 |
0.8% |
66% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-09 |
|
2.618 |
146-05 |
|
1.618 |
143-20 |
|
1.000 |
142-02 |
|
0.618 |
141-03 |
|
HIGH |
139-17 |
|
0.618 |
138-18 |
|
0.500 |
138-08 |
|
0.382 |
137-31 |
|
LOW |
137-00 |
|
0.618 |
135-14 |
|
1.000 |
134-15 |
|
1.618 |
132-29 |
|
2.618 |
130-12 |
|
4.250 |
126-08 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-04 |
139-04 |
| PP |
138-22 |
138-22 |
| S1 |
138-08 |
138-08 |
|