ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-25 |
140-25 |
-1-00 |
-0.7% |
140-18 |
| High |
142-15 |
140-31 |
-1-16 |
-1.1% |
142-24 |
| Low |
140-08 |
139-30 |
-0-10 |
-0.2% |
139-30 |
| Close |
140-29 |
140-00 |
-0-29 |
-0.6% |
140-00 |
| Range |
2-07 |
1-01 |
-1-06 |
-53.5% |
2-26 |
| ATR |
2-02 |
1-31 |
-0-02 |
-3.5% |
0-00 |
| Volume |
2,521 |
2,033 |
-488 |
-19.4% |
9,963 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-13 |
142-23 |
140-18 |
|
| R3 |
142-12 |
141-22 |
140-09 |
|
| R2 |
141-11 |
141-11 |
140-06 |
|
| R1 |
140-21 |
140-21 |
140-03 |
140-16 |
| PP |
140-10 |
140-10 |
140-10 |
140-07 |
| S1 |
139-20 |
139-20 |
139-29 |
139-14 |
| S2 |
139-09 |
139-09 |
139-26 |
|
| S3 |
138-08 |
138-19 |
139-23 |
|
| S4 |
137-07 |
137-18 |
139-14 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
147-15 |
141-18 |
|
| R3 |
146-17 |
144-21 |
140-25 |
|
| R2 |
143-23 |
143-23 |
140-16 |
|
| R1 |
141-27 |
141-27 |
140-08 |
141-12 |
| PP |
140-29 |
140-29 |
140-29 |
140-21 |
| S1 |
139-01 |
139-01 |
139-24 |
138-18 |
| S2 |
138-03 |
138-03 |
139-16 |
|
| S3 |
135-09 |
136-07 |
139-07 |
|
| S4 |
132-15 |
133-13 |
138-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-24 |
139-30 |
2-26 |
2.0% |
1-30 |
1.4% |
2% |
False |
True |
1,992 |
| 10 |
142-24 |
136-25 |
5-31 |
4.3% |
2-05 |
1.5% |
54% |
False |
False |
1,544 |
| 20 |
142-24 |
134-22 |
8-02 |
5.8% |
1-29 |
1.4% |
66% |
False |
False |
1,004 |
| 40 |
146-12 |
134-22 |
11-22 |
8.3% |
1-25 |
1.3% |
45% |
False |
False |
578 |
| 60 |
146-12 |
134-05 |
12-07 |
8.7% |
1-12 |
1.0% |
48% |
False |
False |
392 |
| 80 |
146-12 |
122-03 |
24-09 |
17.3% |
1-06 |
0.8% |
74% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-11 |
|
2.618 |
143-21 |
|
1.618 |
142-20 |
|
1.000 |
142-00 |
|
0.618 |
141-19 |
|
HIGH |
140-31 |
|
0.618 |
140-18 |
|
0.500 |
140-14 |
|
0.382 |
140-11 |
|
LOW |
139-30 |
|
0.618 |
139-10 |
|
1.000 |
138-29 |
|
1.618 |
138-09 |
|
2.618 |
137-08 |
|
4.250 |
135-18 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-14 |
141-11 |
| PP |
140-10 |
140-29 |
| S1 |
140-05 |
140-14 |
|