ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
140-00 |
141-25 |
1-25 |
1.3% |
136-25 |
| High |
142-24 |
142-15 |
-0-09 |
-0.2% |
142-23 |
| Low |
139-31 |
140-08 |
0-09 |
0.2% |
136-25 |
| Close |
142-12 |
140-29 |
-1-15 |
-1.0% |
140-18 |
| Range |
2-25 |
2-07 |
-0-18 |
-20.2% |
5-30 |
| ATR |
2-01 |
2-02 |
0-00 |
0.6% |
0-00 |
| Volume |
3,219 |
2,521 |
-698 |
-21.7% |
5,485 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
146-19 |
142-04 |
|
| R3 |
145-21 |
144-12 |
141-17 |
|
| R2 |
143-14 |
143-14 |
141-10 |
|
| R1 |
142-05 |
142-05 |
141-04 |
141-22 |
| PP |
141-07 |
141-07 |
141-07 |
140-31 |
| S1 |
139-30 |
139-30 |
140-22 |
139-15 |
| S2 |
139-00 |
139-00 |
140-16 |
|
| S3 |
136-25 |
137-23 |
140-09 |
|
| S4 |
134-18 |
135-16 |
139-22 |
|
|
| 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 |
142-24 |
139-16 |
3-08 |
2.3% |
2-01 |
1.4% |
43% |
False |
False |
1,819 |
| 10 |
142-24 |
134-22 |
8-02 |
5.7% |
2-07 |
1.6% |
77% |
False |
False |
1,492 |
| 20 |
142-24 |
134-22 |
8-02 |
5.7% |
1-29 |
1.3% |
77% |
False |
False |
921 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-24 |
1.2% |
53% |
False |
False |
531 |
| 60 |
146-12 |
134-05 |
12-07 |
8.7% |
1-12 |
1.0% |
55% |
False |
False |
359 |
| 80 |
146-12 |
122-03 |
24-09 |
17.2% |
1-06 |
0.8% |
77% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-29 |
|
2.618 |
148-09 |
|
1.618 |
146-02 |
|
1.000 |
144-22 |
|
0.618 |
143-27 |
|
HIGH |
142-15 |
|
0.618 |
141-20 |
|
0.500 |
141-12 |
|
0.382 |
141-03 |
|
LOW |
140-08 |
|
0.618 |
138-28 |
|
1.000 |
138-01 |
|
1.618 |
136-21 |
|
2.618 |
134-14 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
141-11 |
| PP |
141-07 |
141-06 |
| S1 |
141-02 |
141-02 |
|