ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-20 |
140-25 |
-0-27 |
-0.6% |
143-03 |
| High |
141-31 |
141-30 |
-0-01 |
0.0% |
143-31 |
| Low |
140-21 |
140-03 |
-0-18 |
-0.4% |
139-24 |
| Close |
140-23 |
141-28 |
1-05 |
0.8% |
141-26 |
| Range |
1-10 |
1-27 |
0-17 |
40.5% |
4-07 |
| ATR |
1-25 |
1-25 |
0-00 |
0.2% |
0-00 |
| Volume |
247,131 |
274,068 |
26,937 |
10.9% |
1,718,399 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
146-06 |
142-28 |
|
| R3 |
145-00 |
144-11 |
142-12 |
|
| R2 |
143-05 |
143-05 |
142-07 |
|
| R1 |
142-16 |
142-16 |
142-01 |
142-26 |
| PP |
141-10 |
141-10 |
141-10 |
141-15 |
| S1 |
140-21 |
140-21 |
141-23 |
141-00 |
| S2 |
139-15 |
139-15 |
141-17 |
|
| S3 |
137-20 |
138-26 |
141-12 |
|
| S4 |
135-25 |
136-31 |
140-28 |
|
|
| 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 |
142-04 |
139-24 |
2-12 |
1.7% |
1-25 |
1.3% |
89% |
False |
False |
322,807 |
| 10 |
145-08 |
139-24 |
5-16 |
3.9% |
1-26 |
1.3% |
39% |
False |
False |
273,424 |
| 20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-22 |
1.2% |
39% |
False |
False |
143,355 |
| 40 |
145-08 |
134-22 |
10-18 |
7.4% |
1-24 |
1.2% |
68% |
False |
False |
72,000 |
| 60 |
146-12 |
134-22 |
11-22 |
8.2% |
1-22 |
1.2% |
61% |
False |
False |
48,045 |
| 80 |
146-12 |
134-05 |
12-07 |
8.6% |
1-12 |
1.0% |
63% |
False |
False |
36,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-25 |
|
2.618 |
146-24 |
|
1.618 |
144-29 |
|
1.000 |
143-25 |
|
0.618 |
143-02 |
|
HIGH |
141-30 |
|
0.618 |
141-07 |
|
0.500 |
141-00 |
|
0.382 |
140-26 |
|
LOW |
140-03 |
|
0.618 |
138-31 |
|
1.000 |
138-08 |
|
1.618 |
137-04 |
|
2.618 |
135-09 |
|
4.250 |
132-08 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-19 |
141-20 |
| PP |
141-10 |
141-12 |
| S1 |
141-00 |
141-04 |
|