ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-03 |
141-31 |
-0-04 |
-0.1% |
137-21 |
| High |
142-03 |
142-23 |
0-20 |
0.4% |
139-23 |
| Low |
140-14 |
140-02 |
-0-12 |
-0.3% |
134-22 |
| Close |
141-11 |
140-08 |
-1-03 |
-0.8% |
136-08 |
| Range |
1-21 |
2-21 |
1-00 |
60.4% |
5-01 |
| ATR |
2-00 |
2-01 |
0-02 |
2.4% |
0-00 |
| Volume |
1,178 |
2,009 |
831 |
70.5% |
3,015 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
147-09 |
141-23 |
|
| R3 |
146-10 |
144-20 |
140-31 |
|
| R2 |
143-21 |
143-21 |
140-24 |
|
| R1 |
141-31 |
141-31 |
140-16 |
141-16 |
| PP |
141-00 |
141-00 |
141-00 |
140-25 |
| S1 |
139-10 |
139-10 |
140-00 |
138-26 |
| S2 |
138-11 |
138-11 |
139-24 |
|
| S3 |
135-22 |
136-21 |
139-17 |
|
| S4 |
133-01 |
134-00 |
138-25 |
|
|
| 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 |
142-23 |
134-22 |
8-01 |
5.7% |
2-13 |
1.7% |
69% |
True |
False |
1,166 |
| 10 |
142-23 |
134-22 |
8-01 |
5.7% |
2-03 |
1.5% |
69% |
True |
False |
754 |
| 20 |
142-23 |
134-22 |
8-01 |
5.7% |
1-25 |
1.3% |
69% |
True |
False |
499 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-19 |
1.1% |
48% |
False |
False |
307 |
| 60 |
146-12 |
132-24 |
13-20 |
9.7% |
1-07 |
0.9% |
55% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-00 |
|
2.618 |
149-22 |
|
1.618 |
147-01 |
|
1.000 |
145-12 |
|
0.618 |
144-12 |
|
HIGH |
142-23 |
|
0.618 |
141-23 |
|
0.500 |
141-12 |
|
0.382 |
141-02 |
|
LOW |
140-02 |
|
0.618 |
138-13 |
|
1.000 |
137-13 |
|
1.618 |
135-24 |
|
2.618 |
133-03 |
|
4.250 |
128-25 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
140-28 |
| PP |
141-00 |
140-22 |
| S1 |
140-20 |
140-15 |
|