ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
141-17 |
142-11 |
0-26 |
0.6% |
140-18 |
| High |
142-07 |
143-12 |
1-05 |
0.8% |
142-24 |
| Low |
141-08 |
141-18 |
0-10 |
0.2% |
139-30 |
| Close |
141-26 |
143-04 |
1-10 |
0.9% |
140-00 |
| Range |
0-31 |
1-26 |
0-27 |
87.1% |
2-26 |
| ATR |
1-28 |
1-27 |
0-00 |
-0.2% |
0-00 |
| Volume |
5,522 |
9,025 |
3,503 |
63.4% |
9,963 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-14 |
144-04 |
|
| R3 |
146-10 |
145-20 |
143-20 |
|
| R2 |
144-16 |
144-16 |
143-15 |
|
| R1 |
143-26 |
143-26 |
143-09 |
144-05 |
| PP |
142-22 |
142-22 |
142-22 |
142-28 |
| S1 |
142-00 |
142-00 |
142-31 |
142-11 |
| S2 |
140-28 |
140-28 |
142-25 |
|
| S3 |
139-02 |
140-06 |
142-20 |
|
| S4 |
137-08 |
138-12 |
142-04 |
|
|
| 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 |
143-12 |
139-24 |
3-20 |
2.5% |
1-13 |
1.0% |
93% |
True |
False |
4,414 |
| 10 |
143-12 |
139-16 |
3-28 |
2.7% |
1-23 |
1.2% |
94% |
True |
False |
3,116 |
| 20 |
143-12 |
134-22 |
8-22 |
6.1% |
1-29 |
1.3% |
97% |
True |
False |
1,935 |
| 40 |
146-12 |
134-22 |
11-22 |
8.2% |
1-24 |
1.2% |
72% |
False |
False |
1,071 |
| 60 |
146-12 |
134-05 |
12-07 |
8.5% |
1-15 |
1.0% |
73% |
False |
False |
725 |
| 80 |
146-12 |
123-04 |
23-08 |
16.2% |
1-08 |
0.9% |
86% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-02 |
|
2.618 |
148-04 |
|
1.618 |
146-10 |
|
1.000 |
145-06 |
|
0.618 |
144-16 |
|
HIGH |
143-12 |
|
0.618 |
142-22 |
|
0.500 |
142-15 |
|
0.382 |
142-08 |
|
LOW |
141-18 |
|
0.618 |
140-14 |
|
1.000 |
139-24 |
|
1.618 |
138-20 |
|
2.618 |
136-26 |
|
4.250 |
133-28 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-29 |
142-26 |
| PP |
142-22 |
142-15 |
| S1 |
142-15 |
142-04 |
|