ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
137-20 |
139-22 |
2-02 |
1.5% |
137-14 |
| High |
139-17 |
139-23 |
0-06 |
0.1% |
140-08 |
| Low |
137-00 |
138-04 |
1-04 |
0.8% |
136-27 |
| Close |
139-18 |
138-08 |
-1-10 |
-0.9% |
137-31 |
| Range |
2-17 |
1-19 |
-0-30 |
-37.0% |
3-13 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.1% |
0-00 |
| Volume |
109 |
212 |
103 |
94.5% |
1,622 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-15 |
139-04 |
|
| R3 |
141-28 |
140-28 |
138-22 |
|
| R2 |
140-09 |
140-09 |
138-17 |
|
| R1 |
139-09 |
139-09 |
138-13 |
139-00 |
| PP |
138-22 |
138-22 |
138-22 |
138-18 |
| S1 |
137-22 |
137-22 |
138-03 |
137-12 |
| S2 |
137-03 |
137-03 |
137-31 |
|
| S3 |
135-16 |
136-03 |
137-26 |
|
| S4 |
133-29 |
134-16 |
137-12 |
|
|
| 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 |
139-23 |
137-00 |
2-23 |
2.0% |
1-12 |
1.0% |
46% |
True |
False |
242 |
| 10 |
140-08 |
136-27 |
3-13 |
2.5% |
1-15 |
1.1% |
41% |
False |
False |
264 |
| 20 |
145-31 |
136-27 |
9-04 |
6.6% |
1-15 |
1.1% |
15% |
False |
False |
200 |
| 40 |
146-12 |
135-25 |
10-19 |
7.7% |
1-11 |
1.0% |
23% |
False |
False |
138 |
| 60 |
146-12 |
128-05 |
18-07 |
13.2% |
1-03 |
0.8% |
55% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-16 |
|
2.618 |
143-29 |
|
1.618 |
142-10 |
|
1.000 |
141-10 |
|
0.618 |
140-23 |
|
HIGH |
139-23 |
|
0.618 |
139-04 |
|
0.500 |
138-30 |
|
0.382 |
138-23 |
|
LOW |
138-04 |
|
0.618 |
137-04 |
|
1.000 |
136-17 |
|
1.618 |
135-17 |
|
2.618 |
133-30 |
|
4.250 |
131-11 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-30 |
138-12 |
| PP |
138-22 |
138-10 |
| S1 |
138-15 |
138-09 |
|