ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
136-25 |
139-02 |
2-09 |
1.7% |
137-21 |
| High |
139-15 |
142-14 |
2-31 |
2.1% |
139-23 |
| Low |
136-25 |
139-02 |
2-09 |
1.7% |
134-22 |
| Close |
138-16 |
141-19 |
3-03 |
2.2% |
136-08 |
| Range |
2-22 |
3-12 |
0-22 |
25.6% |
5-01 |
| ATR |
1-28 |
2-00 |
0-05 |
8.0% |
0-00 |
| Volume |
401 |
732 |
331 |
82.5% |
3,015 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-05 |
149-24 |
143-14 |
|
| R3 |
147-25 |
146-12 |
142-17 |
|
| R2 |
144-13 |
144-13 |
142-07 |
|
| R1 |
143-00 |
143-00 |
141-29 |
143-22 |
| PP |
141-01 |
141-01 |
141-01 |
141-12 |
| S1 |
139-20 |
139-20 |
141-09 |
140-10 |
| S2 |
137-21 |
137-21 |
140-31 |
|
| S3 |
134-09 |
136-08 |
140-21 |
|
| S4 |
130-29 |
132-28 |
139-24 |
|
|
| 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 |
142-14 |
134-22 |
7-24 |
5.5% |
2-15 |
1.7% |
89% |
True |
False |
776 |
| 10 |
142-14 |
134-22 |
7-24 |
5.5% |
1-28 |
1.3% |
89% |
True |
False |
558 |
| 20 |
144-08 |
134-22 |
9-18 |
6.8% |
1-22 |
1.2% |
72% |
False |
False |
360 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-17 |
1.1% |
59% |
False |
False |
228 |
| 60 |
146-12 |
132-19 |
13-25 |
9.7% |
1-07 |
0.9% |
65% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-25 |
|
2.618 |
151-09 |
|
1.618 |
147-29 |
|
1.000 |
145-26 |
|
0.618 |
144-17 |
|
HIGH |
142-14 |
|
0.618 |
141-05 |
|
0.500 |
140-24 |
|
0.382 |
140-11 |
|
LOW |
139-02 |
|
0.618 |
136-31 |
|
1.000 |
135-22 |
|
1.618 |
133-19 |
|
2.618 |
130-07 |
|
4.250 |
124-23 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
140-19 |
| PP |
141-01 |
139-18 |
| S1 |
140-24 |
138-18 |
|