ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-06 |
141-11 |
-1-27 |
-1.3% |
142-31 |
| High |
143-14 |
141-24 |
-1-22 |
-1.2% |
145-08 |
| Low |
140-31 |
139-27 |
-1-04 |
-0.8% |
142-28 |
| Close |
141-12 |
140-10 |
-1-02 |
-0.8% |
143-21 |
| Range |
2-15 |
1-29 |
-0-18 |
-22.8% |
2-12 |
| ATR |
1-26 |
1-26 |
0-00 |
0.4% |
0-00 |
| Volume |
316,079 |
477,597 |
161,518 |
51.1% |
329,939 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-11 |
145-08 |
141-12 |
|
| R3 |
144-14 |
143-11 |
140-27 |
|
| R2 |
142-17 |
142-17 |
140-21 |
|
| R1 |
141-14 |
141-14 |
140-16 |
141-01 |
| PP |
140-20 |
140-20 |
140-20 |
140-14 |
| S1 |
139-17 |
139-17 |
140-04 |
139-04 |
| S2 |
138-23 |
138-23 |
139-31 |
|
| S3 |
136-26 |
137-20 |
139-25 |
|
| S4 |
134-29 |
135-23 |
139-08 |
|
|
| 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 |
145-00 |
139-27 |
5-05 |
3.7% |
1-30 |
1.4% |
9% |
False |
True |
302,732 |
| 10 |
145-08 |
139-27 |
5-13 |
3.9% |
1-21 |
1.2% |
9% |
False |
True |
171,188 |
| 20 |
145-08 |
139-16 |
5-24 |
4.1% |
1-23 |
1.2% |
14% |
False |
False |
86,801 |
| 40 |
145-08 |
134-22 |
10-18 |
7.5% |
1-23 |
1.2% |
53% |
False |
False |
43,606 |
| 60 |
146-12 |
134-22 |
11-22 |
8.3% |
1-19 |
1.1% |
48% |
False |
False |
29,106 |
| 80 |
146-12 |
132-24 |
13-20 |
9.7% |
1-10 |
0.9% |
56% |
False |
False |
21,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-27 |
|
2.618 |
146-24 |
|
1.618 |
144-27 |
|
1.000 |
143-21 |
|
0.618 |
142-30 |
|
HIGH |
141-24 |
|
0.618 |
141-01 |
|
0.500 |
140-26 |
|
0.382 |
140-18 |
|
LOW |
139-27 |
|
0.618 |
138-21 |
|
1.000 |
137-30 |
|
1.618 |
136-24 |
|
2.618 |
134-27 |
|
4.250 |
131-24 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-26 |
141-26 |
| PP |
140-20 |
141-10 |
| S1 |
140-15 |
140-26 |
|