ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
140-24 |
-0-19 |
-0.4% |
143-03 |
| High |
141-24 |
142-02 |
0-10 |
0.2% |
143-31 |
| Low |
139-27 |
139-24 |
-0-03 |
-0.1% |
139-24 |
| Close |
140-10 |
141-26 |
1-16 |
1.1% |
141-26 |
| Range |
1-29 |
2-10 |
0-13 |
21.3% |
4-07 |
| ATR |
1-26 |
1-27 |
0-01 |
2.0% |
0-00 |
| Volume |
477,597 |
353,262 |
-124,335 |
-26.0% |
1,718,399 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
147-09 |
143-03 |
|
| R3 |
145-27 |
144-31 |
142-14 |
|
| R2 |
143-17 |
143-17 |
142-08 |
|
| R1 |
142-21 |
142-21 |
142-01 |
143-03 |
| PP |
141-07 |
141-07 |
141-07 |
141-14 |
| S1 |
140-11 |
140-11 |
141-19 |
140-25 |
| S2 |
138-29 |
138-29 |
141-12 |
|
| S3 |
136-19 |
138-01 |
141-06 |
|
| S4 |
134-09 |
135-23 |
140-17 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-16 |
152-12 |
144-04 |
|
| R3 |
150-09 |
148-05 |
142-31 |
|
| R2 |
146-02 |
146-02 |
142-19 |
|
| R1 |
143-30 |
143-30 |
142-06 |
142-28 |
| PP |
141-27 |
141-27 |
141-27 |
141-10 |
| S1 |
139-23 |
139-23 |
141-14 |
138-22 |
| S2 |
137-20 |
137-20 |
141-01 |
|
| S3 |
133-13 |
135-16 |
140-21 |
|
| S4 |
129-06 |
131-09 |
139-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-31 |
139-24 |
4-07 |
3.0% |
2-04 |
1.5% |
49% |
False |
True |
343,679 |
| 10 |
145-08 |
139-24 |
5-16 |
3.9% |
1-23 |
1.2% |
38% |
False |
True |
205,612 |
| 20 |
145-08 |
139-16 |
5-24 |
4.1% |
1-23 |
1.2% |
40% |
False |
False |
104,364 |
| 40 |
145-08 |
134-22 |
10-18 |
7.4% |
1-24 |
1.2% |
67% |
False |
False |
52,431 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-21 |
1.2% |
61% |
False |
False |
34,993 |
| 80 |
146-12 |
132-24 |
13-20 |
9.6% |
1-11 |
1.0% |
67% |
False |
False |
26,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-28 |
|
2.618 |
148-04 |
|
1.618 |
145-26 |
|
1.000 |
144-12 |
|
0.618 |
143-16 |
|
HIGH |
142-02 |
|
0.618 |
141-06 |
|
0.500 |
140-29 |
|
0.382 |
140-20 |
|
LOW |
139-24 |
|
0.618 |
138-10 |
|
1.000 |
137-14 |
|
1.618 |
136-00 |
|
2.618 |
133-22 |
|
4.250 |
129-30 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-16 |
141-24 |
| PP |
141-07 |
141-21 |
| S1 |
140-29 |
141-19 |
|