ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
143-06 |
-0-09 |
-0.2% |
142-31 |
| High |
143-25 |
143-14 |
-0-11 |
-0.2% |
145-08 |
| Low |
142-09 |
140-31 |
-1-10 |
-0.9% |
142-28 |
| Close |
143-04 |
141-12 |
-1-24 |
-1.2% |
143-21 |
| Range |
1-16 |
2-15 |
0-31 |
64.6% |
2-12 |
| ATR |
1-24 |
1-26 |
0-02 |
2.9% |
0-00 |
| Volume |
400,209 |
316,079 |
-84,130 |
-21.0% |
329,939 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
147-26 |
142-23 |
|
| R3 |
146-28 |
145-11 |
142-02 |
|
| R2 |
144-13 |
144-13 |
141-26 |
|
| R1 |
142-28 |
142-28 |
141-19 |
142-13 |
| PP |
141-30 |
141-30 |
141-30 |
141-22 |
| S1 |
140-13 |
140-13 |
141-05 |
139-30 |
| S2 |
139-15 |
139-15 |
140-30 |
|
| S3 |
137-00 |
137-30 |
140-22 |
|
| S4 |
134-17 |
135-15 |
140-01 |
|
|
| 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 |
140-31 |
4-09 |
3.0% |
1-28 |
1.3% |
9% |
False |
True |
224,041 |
| 10 |
145-08 |
140-31 |
4-09 |
3.0% |
1-18 |
1.1% |
9% |
False |
True |
123,981 |
| 20 |
145-08 |
139-16 |
5-24 |
4.1% |
1-23 |
1.2% |
33% |
False |
False |
62,980 |
| 40 |
145-08 |
134-22 |
10-18 |
7.5% |
1-22 |
1.2% |
63% |
False |
False |
31,670 |
| 60 |
146-12 |
134-22 |
11-22 |
8.3% |
1-19 |
1.1% |
57% |
False |
False |
21,146 |
| 80 |
146-12 |
132-19 |
13-25 |
9.7% |
1-11 |
1.0% |
64% |
False |
False |
15,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-30 |
|
2.618 |
149-29 |
|
1.618 |
147-14 |
|
1.000 |
145-29 |
|
0.618 |
144-31 |
|
HIGH |
143-14 |
|
0.618 |
142-16 |
|
0.500 |
142-06 |
|
0.382 |
141-29 |
|
LOW |
140-31 |
|
0.618 |
139-14 |
|
1.000 |
138-16 |
|
1.618 |
136-31 |
|
2.618 |
134-16 |
|
4.250 |
130-15 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-06 |
142-15 |
| PP |
141-30 |
142-03 |
| S1 |
141-21 |
141-24 |
|