ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
144-12 |
1-13 |
1.0% |
141-25 |
| High |
144-19 |
145-04 |
0-17 |
0.4% |
142-26 |
| Low |
142-17 |
143-24 |
1-07 |
0.9% |
140-03 |
| Close |
144-15 |
144-05 |
-0-10 |
-0.2% |
141-05 |
| Range |
2-02 |
1-12 |
-0-22 |
-33.3% |
2-23 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.8% |
0-00 |
| Volume |
347,569 |
263,182 |
-84,387 |
-24.3% |
1,379,265 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
147-22 |
144-29 |
|
| R3 |
147-03 |
146-10 |
144-17 |
|
| R2 |
145-23 |
145-23 |
144-13 |
|
| R1 |
144-30 |
144-30 |
144-09 |
144-20 |
| PP |
144-11 |
144-11 |
144-11 |
144-06 |
| S1 |
143-18 |
143-18 |
144-01 |
143-08 |
| S2 |
142-31 |
142-31 |
143-29 |
|
| S3 |
141-19 |
142-06 |
143-25 |
|
| S4 |
140-07 |
140-26 |
143-13 |
|
|
| 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 |
145-04 |
140-25 |
4-11 |
3.0% |
1-26 |
1.2% |
78% |
True |
False |
280,011 |
| 10 |
145-04 |
139-24 |
5-12 |
3.7% |
1-27 |
1.3% |
82% |
True |
False |
285,906 |
| 20 |
145-08 |
139-24 |
5-16 |
3.8% |
1-24 |
1.2% |
80% |
False |
False |
228,547 |
| 40 |
145-08 |
134-22 |
10-18 |
7.3% |
1-26 |
1.3% |
90% |
False |
False |
115,028 |
| 60 |
146-12 |
134-22 |
11-22 |
8.1% |
1-25 |
1.2% |
81% |
False |
False |
76,748 |
| 80 |
146-12 |
134-05 |
12-07 |
8.5% |
1-17 |
1.1% |
82% |
False |
False |
57,568 |
| 100 |
146-12 |
122-13 |
23-31 |
16.6% |
1-11 |
0.9% |
91% |
False |
False |
46,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-31 |
|
2.618 |
148-23 |
|
1.618 |
147-11 |
|
1.000 |
146-16 |
|
0.618 |
145-31 |
|
HIGH |
145-04 |
|
0.618 |
144-19 |
|
0.500 |
144-14 |
|
0.382 |
144-09 |
|
LOW |
143-24 |
|
0.618 |
142-29 |
|
1.000 |
142-12 |
|
1.618 |
141-17 |
|
2.618 |
140-05 |
|
4.250 |
137-29 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
143-27 |
| PP |
144-11 |
143-17 |
| S1 |
144-08 |
143-07 |
|