ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-18 |
140-29 |
0-11 |
0.2% |
136-25 |
| High |
142-01 |
141-15 |
-0-18 |
-0.4% |
142-23 |
| Low |
139-30 |
139-30 |
0-00 |
0.0% |
136-25 |
| Close |
141-20 |
140-10 |
-1-10 |
-0.9% |
140-18 |
| Range |
2-03 |
1-17 |
-0-18 |
-26.9% |
5-30 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.1% |
0-00 |
| Volume |
328 |
1,862 |
1,534 |
467.7% |
5,485 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-09 |
141-05 |
|
| R3 |
143-20 |
142-24 |
140-23 |
|
| R2 |
142-03 |
142-03 |
140-19 |
|
| R1 |
141-07 |
141-07 |
140-14 |
140-28 |
| PP |
140-18 |
140-18 |
140-18 |
140-13 |
| S1 |
139-22 |
139-22 |
140-06 |
139-12 |
| S2 |
139-01 |
139-01 |
140-01 |
|
| S3 |
137-16 |
138-05 |
139-29 |
|
| S4 |
135-31 |
136-20 |
139-15 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
155-04 |
143-26 |
|
| R3 |
151-29 |
149-06 |
142-06 |
|
| R2 |
145-31 |
145-31 |
141-21 |
|
| R1 |
143-08 |
143-08 |
141-03 |
144-20 |
| PP |
140-01 |
140-01 |
140-01 |
140-22 |
| S1 |
137-10 |
137-10 |
140-01 |
138-22 |
| S2 |
134-03 |
134-03 |
139-15 |
|
| S3 |
128-05 |
131-12 |
138-30 |
|
| S4 |
122-07 |
125-14 |
137-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-23 |
139-16 |
3-07 |
2.3% |
1-28 |
1.3% |
25% |
False |
False |
1,308 |
| 10 |
142-23 |
134-22 |
8-01 |
5.7% |
2-06 |
1.5% |
70% |
False |
False |
1,042 |
| 20 |
142-23 |
134-22 |
8-01 |
5.7% |
1-26 |
1.3% |
70% |
False |
False |
644 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-21 |
1.2% |
48% |
False |
False |
391 |
| 60 |
146-12 |
134-05 |
12-07 |
8.7% |
1-09 |
0.9% |
50% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-31 |
|
2.618 |
145-15 |
|
1.618 |
143-30 |
|
1.000 |
143-00 |
|
0.618 |
142-13 |
|
HIGH |
141-15 |
|
0.618 |
140-28 |
|
0.500 |
140-22 |
|
0.382 |
140-17 |
|
LOW |
139-30 |
|
0.618 |
139-00 |
|
1.000 |
138-13 |
|
1.618 |
137-15 |
|
2.618 |
135-30 |
|
4.250 |
133-14 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-22 |
140-24 |
| PP |
140-18 |
140-20 |
| S1 |
140-14 |
140-15 |
|