ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
143-15 |
0-16 |
0.3% |
139-26 |
| High |
143-24 |
144-10 |
0-18 |
0.4% |
143-12 |
| Low |
142-29 |
142-28 |
-0-01 |
0.0% |
139-24 |
| Close |
143-12 |
143-29 |
0-17 |
0.4% |
142-19 |
| Range |
0-27 |
1-14 |
0-19 |
70.4% |
3-20 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.3% |
0-00 |
| Volume |
17,975 |
79,296 |
61,321 |
341.1% |
27,823 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
147-13 |
144-22 |
|
| R3 |
146-18 |
145-31 |
144-10 |
|
| R2 |
145-04 |
145-04 |
144-05 |
|
| R1 |
144-17 |
144-17 |
144-01 |
144-26 |
| PP |
143-22 |
143-22 |
143-22 |
143-27 |
| S1 |
143-03 |
143-03 |
143-25 |
143-12 |
| S2 |
142-08 |
142-08 |
143-21 |
|
| S3 |
140-26 |
141-21 |
143-16 |
|
| S4 |
139-12 |
140-07 |
143-04 |
|
|
| 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 |
144-10 |
141-08 |
3-02 |
2.1% |
1-09 |
0.9% |
87% |
True |
False |
23,920 |
| 10 |
144-10 |
139-24 |
4-18 |
3.2% |
1-18 |
1.1% |
91% |
True |
False |
13,286 |
| 20 |
144-10 |
134-22 |
9-20 |
6.7% |
1-28 |
1.3% |
96% |
True |
False |
7,164 |
| 40 |
145-31 |
134-22 |
11-09 |
7.8% |
1-21 |
1.2% |
82% |
False |
False |
3,681 |
| 60 |
146-12 |
134-22 |
11-22 |
8.1% |
1-16 |
1.0% |
79% |
False |
False |
2,476 |
| 80 |
146-12 |
126-07 |
20-05 |
14.0% |
1-10 |
0.9% |
88% |
False |
False |
1,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-14 |
|
2.618 |
148-02 |
|
1.618 |
146-20 |
|
1.000 |
145-24 |
|
0.618 |
145-06 |
|
HIGH |
144-10 |
|
0.618 |
143-24 |
|
0.500 |
143-19 |
|
0.382 |
143-14 |
|
LOW |
142-28 |
|
0.618 |
142-00 |
|
1.000 |
141-14 |
|
1.618 |
140-18 |
|
2.618 |
139-04 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-20 |
| PP |
143-22 |
143-12 |
| S1 |
143-19 |
143-04 |
|