ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
142-31 |
-0-06 |
-0.1% |
139-26 |
| High |
143-08 |
143-24 |
0-16 |
0.3% |
143-12 |
| Low |
141-29 |
142-29 |
1-00 |
0.7% |
139-24 |
| Close |
142-19 |
143-12 |
0-25 |
0.5% |
142-19 |
| Range |
1-11 |
0-27 |
-0-16 |
-37.2% |
3-20 |
| ATR |
1-26 |
1-25 |
-0-02 |
-2.6% |
0-00 |
| Volume |
7,785 |
17,975 |
10,190 |
130.9% |
27,823 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-28 |
145-15 |
143-27 |
|
| R3 |
145-01 |
144-20 |
143-19 |
|
| R2 |
144-06 |
144-06 |
143-17 |
|
| R1 |
143-25 |
143-25 |
143-14 |
144-00 |
| PP |
143-11 |
143-11 |
143-11 |
143-14 |
| S1 |
142-30 |
142-30 |
143-10 |
143-04 |
| S2 |
142-16 |
142-16 |
143-07 |
|
| S3 |
141-21 |
142-03 |
143-05 |
|
| S4 |
140-26 |
141-08 |
142-29 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-25 |
151-10 |
144-19 |
|
| R3 |
149-05 |
147-22 |
143-19 |
|
| R2 |
145-17 |
145-17 |
143-08 |
|
| R1 |
144-02 |
144-02 |
142-30 |
144-26 |
| PP |
141-29 |
141-29 |
141-29 |
142-09 |
| S1 |
140-14 |
140-14 |
142-08 |
141-06 |
| S2 |
138-09 |
138-09 |
141-30 |
|
| S3 |
134-21 |
136-26 |
141-19 |
|
| S4 |
131-01 |
133-06 |
140-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-24 |
140-29 |
2-27 |
2.0% |
1-08 |
0.9% |
87% |
True |
False |
9,058 |
| 10 |
143-24 |
139-24 |
4-00 |
2.8% |
1-18 |
1.1% |
91% |
True |
False |
5,543 |
| 20 |
143-24 |
134-22 |
9-02 |
6.3% |
1-29 |
1.3% |
96% |
True |
False |
3,205 |
| 40 |
145-31 |
134-22 |
11-09 |
7.9% |
1-22 |
1.2% |
77% |
False |
False |
1,702 |
| 60 |
146-12 |
134-05 |
12-07 |
8.5% |
1-16 |
1.0% |
75% |
False |
False |
1,155 |
| 80 |
146-12 |
126-04 |
20-08 |
14.1% |
1-09 |
0.9% |
85% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-11 |
|
2.618 |
145-31 |
|
1.618 |
145-04 |
|
1.000 |
144-19 |
|
0.618 |
144-09 |
|
HIGH |
143-24 |
|
0.618 |
143-14 |
|
0.500 |
143-10 |
|
0.382 |
143-07 |
|
LOW |
142-29 |
|
0.618 |
142-12 |
|
1.000 |
142-02 |
|
1.618 |
141-17 |
|
2.618 |
140-22 |
|
4.250 |
139-10 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-12 |
143-04 |
| PP |
143-11 |
142-29 |
| S1 |
143-10 |
142-21 |
|