ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
137-20 |
135-00 |
-2-20 |
-1.9% |
137-21 |
| High |
137-20 |
136-12 |
-1-08 |
-0.9% |
139-23 |
| Low |
134-22 |
134-22 |
0-00 |
0.0% |
134-22 |
| Close |
134-24 |
136-08 |
1-16 |
1.1% |
136-08 |
| Range |
2-30 |
1-22 |
-1-08 |
-42.6% |
5-01 |
| ATR |
1-24 |
1-24 |
0-00 |
-0.3% |
0-00 |
| Volume |
1,026 |
1,511 |
485 |
47.3% |
3,015 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-27 |
140-07 |
137-06 |
|
| R3 |
139-05 |
138-17 |
136-23 |
|
| R2 |
137-15 |
137-15 |
136-18 |
|
| R1 |
136-27 |
136-27 |
136-13 |
137-05 |
| PP |
135-25 |
135-25 |
135-25 |
135-30 |
| S1 |
135-05 |
135-05 |
136-03 |
135-15 |
| S2 |
134-03 |
134-03 |
135-30 |
|
| S3 |
132-13 |
133-15 |
135-25 |
|
| S4 |
130-23 |
131-25 |
135-10 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
149-05 |
139-01 |
|
| R3 |
146-30 |
144-04 |
137-20 |
|
| R2 |
141-29 |
141-29 |
137-06 |
|
| R1 |
139-03 |
139-03 |
136-23 |
138-00 |
| PP |
136-28 |
136-28 |
136-28 |
136-11 |
| S1 |
134-02 |
134-02 |
135-25 |
132-30 |
| S2 |
131-27 |
131-27 |
135-10 |
|
| S3 |
126-26 |
129-01 |
134-28 |
|
| S4 |
121-25 |
124-00 |
133-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-23 |
134-22 |
5-01 |
3.7% |
1-29 |
1.4% |
31% |
False |
True |
603 |
| 10 |
140-08 |
134-22 |
5-18 |
4.1% |
1-21 |
1.2% |
28% |
False |
True |
463 |
| 20 |
145-31 |
134-22 |
11-09 |
8.3% |
1-19 |
1.2% |
14% |
False |
True |
317 |
| 40 |
146-12 |
134-22 |
11-22 |
8.6% |
1-15 |
1.1% |
13% |
False |
True |
201 |
| 60 |
146-12 |
129-00 |
17-12 |
12.8% |
1-06 |
0.9% |
42% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-18 |
|
2.618 |
140-25 |
|
1.618 |
139-03 |
|
1.000 |
138-02 |
|
0.618 |
137-13 |
|
HIGH |
136-12 |
|
0.618 |
135-23 |
|
0.500 |
135-17 |
|
0.382 |
135-11 |
|
LOW |
134-22 |
|
0.618 |
133-21 |
|
1.000 |
133-00 |
|
1.618 |
131-31 |
|
2.618 |
130-09 |
|
4.250 |
127-16 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
137-06 |
| PP |
135-25 |
136-28 |
| S1 |
135-17 |
136-18 |
|