ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
141-19 |
142-21 |
1-02 |
0.8% |
141-25 |
| High |
142-25 |
142-26 |
0-01 |
0.0% |
142-26 |
| Low |
140-14 |
140-28 |
0-14 |
0.3% |
140-03 |
| Close |
142-19 |
141-05 |
-1-14 |
-1.0% |
141-05 |
| Range |
2-11 |
1-30 |
-0-13 |
-17.3% |
2-23 |
| ATR |
1-27 |
1-27 |
0-00 |
0.4% |
0-00 |
| Volume |
322,561 |
273,524 |
-49,037 |
-15.2% |
1,379,265 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-07 |
142-07 |
|
| R3 |
145-16 |
144-09 |
141-22 |
|
| R2 |
143-18 |
143-18 |
141-16 |
|
| R1 |
142-11 |
142-11 |
141-11 |
142-00 |
| PP |
141-20 |
141-20 |
141-20 |
141-14 |
| S1 |
140-13 |
140-13 |
140-31 |
140-02 |
| S2 |
139-22 |
139-22 |
140-26 |
|
| S3 |
137-24 |
138-15 |
140-20 |
|
| S4 |
135-26 |
136-17 |
140-03 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-02 |
142-21 |
|
| R3 |
146-25 |
145-11 |
141-29 |
|
| R2 |
144-02 |
144-02 |
141-21 |
|
| R1 |
142-20 |
142-20 |
141-13 |
142-00 |
| PP |
141-11 |
141-11 |
141-11 |
141-01 |
| S1 |
139-29 |
139-29 |
140-29 |
139-08 |
| S2 |
138-20 |
138-20 |
140-21 |
|
| S3 |
135-29 |
137-06 |
140-13 |
|
| S4 |
133-06 |
134-15 |
139-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-26 |
140-03 |
2-23 |
1.9% |
1-25 |
1.3% |
39% |
True |
False |
275,853 |
| 10 |
143-31 |
139-24 |
4-07 |
3.0% |
1-31 |
1.4% |
33% |
False |
False |
309,766 |
| 20 |
145-08 |
139-24 |
5-16 |
3.9% |
1-21 |
1.2% |
26% |
False |
False |
172,872 |
| 40 |
145-08 |
134-22 |
10-18 |
7.5% |
1-25 |
1.3% |
61% |
False |
False |
86,897 |
| 60 |
146-12 |
134-22 |
11-22 |
8.3% |
1-23 |
1.2% |
55% |
False |
False |
57,978 |
| 80 |
146-12 |
134-05 |
12-07 |
8.7% |
1-14 |
1.0% |
57% |
False |
False |
43,487 |
| 100 |
146-12 |
122-03 |
24-09 |
17.2% |
1-09 |
0.9% |
79% |
False |
False |
34,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-02 |
|
2.618 |
147-28 |
|
1.618 |
145-30 |
|
1.000 |
144-24 |
|
0.618 |
144-00 |
|
HIGH |
142-26 |
|
0.618 |
142-02 |
|
0.500 |
141-27 |
|
0.382 |
141-20 |
|
LOW |
140-28 |
|
0.618 |
139-22 |
|
1.000 |
138-30 |
|
1.618 |
137-24 |
|
2.618 |
135-26 |
|
4.250 |
132-20 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
141-27 |
141-14 |
| PP |
141-20 |
141-11 |
| S1 |
141-12 |
141-08 |
|