ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-22 |
137-20 |
-2-02 |
-1.5% |
137-14 |
| High |
139-23 |
137-20 |
-2-03 |
-1.5% |
140-08 |
| Low |
138-04 |
134-22 |
-3-14 |
-2.5% |
136-27 |
| Close |
138-08 |
134-24 |
-3-16 |
-2.5% |
137-31 |
| Range |
1-19 |
2-30 |
1-11 |
84.3% |
3-13 |
| ATR |
1-20 |
1-24 |
0-04 |
8.5% |
0-00 |
| Volume |
212 |
1,026 |
814 |
384.0% |
1,622 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-16 |
142-18 |
136-12 |
|
| R3 |
141-18 |
139-20 |
135-18 |
|
| R2 |
138-20 |
138-20 |
135-09 |
|
| R1 |
136-22 |
136-22 |
135-01 |
136-06 |
| PP |
135-22 |
135-22 |
135-22 |
135-14 |
| S1 |
133-24 |
133-24 |
134-15 |
133-08 |
| S2 |
132-24 |
132-24 |
134-07 |
|
| S3 |
129-26 |
130-26 |
133-30 |
|
| S4 |
126-28 |
127-28 |
133-04 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-04 |
|
2.618 |
145-10 |
|
1.618 |
142-12 |
|
1.000 |
140-18 |
|
0.618 |
139-14 |
|
HIGH |
137-20 |
|
0.618 |
136-16 |
|
0.500 |
136-05 |
|
0.382 |
135-26 |
|
LOW |
134-22 |
|
0.618 |
132-28 |
|
1.000 |
131-24 |
|
1.618 |
129-30 |
|
2.618 |
127-00 |
|
4.250 |
122-06 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-05 |
137-06 |
| PP |
135-22 |
136-12 |
| S1 |
135-07 |
135-18 |
|