ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
144-06 |
0-23 |
0.5% |
139-26 |
| High |
144-10 |
145-08 |
0-30 |
0.6% |
143-12 |
| Low |
142-28 |
143-23 |
0-27 |
0.6% |
139-24 |
| Close |
143-29 |
145-06 |
1-09 |
0.9% |
142-19 |
| Range |
1-14 |
1-17 |
0-03 |
6.5% |
3-20 |
| ATR |
1-24 |
1-23 |
0-00 |
-0.9% |
0-00 |
| Volume |
79,296 |
84,143 |
4,847 |
6.1% |
27,823 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-10 |
148-25 |
146-01 |
|
| R3 |
147-25 |
147-08 |
145-19 |
|
| R2 |
146-08 |
146-08 |
145-15 |
|
| R1 |
145-23 |
145-23 |
145-10 |
146-00 |
| PP |
144-23 |
144-23 |
144-23 |
144-27 |
| S1 |
144-06 |
144-06 |
145-02 |
144-14 |
| S2 |
143-06 |
143-06 |
144-29 |
|
| S3 |
141-21 |
142-21 |
144-25 |
|
| S4 |
140-04 |
141-04 |
144-11 |
|
|
| 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 |
145-08 |
141-18 |
3-22 |
2.5% |
1-13 |
1.0% |
98% |
True |
False |
39,644 |
| 10 |
145-08 |
139-24 |
5-16 |
3.8% |
1-14 |
1.0% |
99% |
True |
False |
21,379 |
| 20 |
145-08 |
134-22 |
10-18 |
7.3% |
1-28 |
1.3% |
99% |
True |
False |
11,361 |
| 40 |
145-31 |
134-22 |
11-09 |
7.8% |
1-22 |
1.2% |
93% |
False |
False |
5,780 |
| 60 |
146-12 |
134-22 |
11-22 |
8.0% |
1-17 |
1.0% |
90% |
False |
False |
3,879 |
| 80 |
146-12 |
128-05 |
18-07 |
12.5% |
1-09 |
0.9% |
93% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
149-08 |
|
1.618 |
147-23 |
|
1.000 |
146-25 |
|
0.618 |
146-06 |
|
HIGH |
145-08 |
|
0.618 |
144-21 |
|
0.500 |
144-16 |
|
0.382 |
144-10 |
|
LOW |
143-23 |
|
0.618 |
142-25 |
|
1.000 |
142-06 |
|
1.618 |
141-08 |
|
2.618 |
139-23 |
|
4.250 |
137-07 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-30 |
144-26 |
| PP |
144-23 |
144-14 |
| S1 |
144-16 |
144-02 |
|