ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
145-00 |
0-26 |
0.6% |
142-31 |
| High |
145-08 |
145-00 |
-0-08 |
-0.2% |
145-08 |
| Low |
143-23 |
143-19 |
-0-04 |
-0.1% |
142-28 |
| Close |
145-06 |
143-21 |
-1-17 |
-1.1% |
143-21 |
| Range |
1-17 |
1-13 |
-0-04 |
-8.2% |
2-12 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.6% |
0-00 |
| Volume |
84,143 |
148,525 |
64,382 |
76.5% |
329,939 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-12 |
144-14 |
|
| R3 |
146-29 |
145-31 |
144-01 |
|
| R2 |
145-16 |
145-16 |
143-29 |
|
| R1 |
144-18 |
144-18 |
143-25 |
144-10 |
| PP |
144-03 |
144-03 |
144-03 |
143-31 |
| S1 |
143-05 |
143-05 |
143-17 |
142-30 |
| S2 |
142-22 |
142-22 |
143-13 |
|
| S3 |
141-09 |
141-24 |
143-09 |
|
| S4 |
139-28 |
140-11 |
142-28 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
149-23 |
144-31 |
|
| R3 |
148-22 |
147-11 |
144-10 |
|
| R2 |
146-10 |
146-10 |
144-03 |
|
| R1 |
144-31 |
144-31 |
143-28 |
145-20 |
| PP |
143-30 |
143-30 |
143-30 |
144-08 |
| S1 |
142-19 |
142-19 |
143-14 |
143-08 |
| S2 |
141-18 |
141-18 |
143-07 |
|
| S3 |
139-06 |
140-07 |
143-00 |
|
| S4 |
136-26 |
137-27 |
142-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
141-29 |
3-11 |
2.3% |
1-10 |
0.9% |
52% |
False |
False |
67,544 |
| 10 |
145-08 |
139-24 |
5-16 |
3.8% |
1-11 |
0.9% |
71% |
False |
False |
35,979 |
| 20 |
145-08 |
134-22 |
10-18 |
7.4% |
1-25 |
1.2% |
85% |
False |
False |
18,736 |
| 40 |
145-31 |
134-22 |
11-09 |
7.9% |
1-22 |
1.2% |
80% |
False |
False |
9,490 |
| 60 |
146-12 |
134-22 |
11-22 |
8.1% |
1-17 |
1.1% |
77% |
False |
False |
6,354 |
| 80 |
146-12 |
129-00 |
17-12 |
12.1% |
1-10 |
0.9% |
84% |
False |
False |
4,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-31 |
|
2.618 |
148-22 |
|
1.618 |
147-09 |
|
1.000 |
146-13 |
|
0.618 |
145-28 |
|
HIGH |
145-00 |
|
0.618 |
144-15 |
|
0.500 |
144-10 |
|
0.382 |
144-04 |
|
LOW |
143-19 |
|
0.618 |
142-23 |
|
1.000 |
142-06 |
|
1.618 |
141-10 |
|
2.618 |
139-29 |
|
4.250 |
137-20 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
144-02 |
| PP |
144-03 |
143-30 |
| S1 |
143-28 |
143-25 |
|