ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
144-12 |
144-05 |
-0-07 |
-0.2% |
141-02 |
| High |
145-04 |
145-19 |
0-15 |
0.3% |
145-19 |
| Low |
143-24 |
143-25 |
0-01 |
0.0% |
140-25 |
| Close |
144-05 |
145-09 |
1-04 |
0.8% |
145-09 |
| Range |
1-12 |
1-26 |
0-14 |
31.8% |
4-26 |
| ATR |
1-26 |
1-26 |
0-00 |
0.0% |
0-00 |
| Volume |
263,182 |
248,369 |
-14,813 |
-5.6% |
1,374,903 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-10 |
149-20 |
146-09 |
|
| R3 |
148-16 |
147-26 |
145-25 |
|
| R2 |
146-22 |
146-22 |
145-20 |
|
| R1 |
146-00 |
146-00 |
145-14 |
146-11 |
| PP |
144-28 |
144-28 |
144-28 |
145-02 |
| S1 |
144-06 |
144-06 |
145-04 |
144-17 |
| S2 |
143-02 |
143-02 |
144-30 |
|
| S3 |
141-08 |
142-12 |
144-25 |
|
| S4 |
139-14 |
140-18 |
144-09 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
156-20 |
147-30 |
|
| R3 |
153-16 |
151-26 |
146-19 |
|
| R2 |
148-22 |
148-22 |
146-05 |
|
| R1 |
147-00 |
147-00 |
145-23 |
147-27 |
| PP |
143-28 |
143-28 |
143-28 |
144-10 |
| S1 |
142-06 |
142-06 |
144-27 |
143-01 |
| S2 |
139-02 |
139-02 |
144-13 |
|
| S3 |
134-08 |
137-12 |
143-31 |
|
| S4 |
129-14 |
132-18 |
142-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-19 |
140-25 |
4-26 |
3.3% |
1-25 |
1.2% |
94% |
True |
False |
274,980 |
| 10 |
145-19 |
140-03 |
5-16 |
3.8% |
1-25 |
1.2% |
94% |
True |
False |
275,416 |
| 20 |
145-19 |
139-24 |
5-27 |
4.0% |
1-24 |
1.2% |
95% |
True |
False |
240,514 |
| 40 |
145-19 |
134-22 |
10-29 |
7.5% |
1-26 |
1.3% |
97% |
True |
False |
121,225 |
| 60 |
146-12 |
134-22 |
11-22 |
8.0% |
1-24 |
1.2% |
91% |
False |
False |
80,885 |
| 80 |
146-12 |
134-05 |
12-07 |
8.4% |
1-17 |
1.1% |
91% |
False |
False |
60,673 |
| 100 |
146-12 |
123-04 |
23-08 |
16.0% |
1-12 |
0.9% |
95% |
False |
False |
48,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-10 |
|
2.618 |
150-11 |
|
1.618 |
148-17 |
|
1.000 |
147-13 |
|
0.618 |
146-23 |
|
HIGH |
145-19 |
|
0.618 |
144-29 |
|
0.500 |
144-22 |
|
0.382 |
144-15 |
|
LOW |
143-25 |
|
0.618 |
142-21 |
|
1.000 |
141-31 |
|
1.618 |
140-27 |
|
2.618 |
139-01 |
|
4.250 |
136-02 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-03 |
144-28 |
| PP |
144-28 |
144-15 |
| S1 |
144-22 |
144-02 |
|