ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
144-05 |
145-05 |
1-00 |
0.7% |
141-02 |
| High |
145-19 |
146-11 |
0-24 |
0.5% |
145-19 |
| Low |
143-25 |
144-28 |
1-03 |
0.8% |
140-25 |
| Close |
145-09 |
146-01 |
0-24 |
0.5% |
145-09 |
| Range |
1-26 |
1-15 |
-0-11 |
-19.0% |
4-26 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.4% |
0-00 |
| Volume |
248,369 |
179,339 |
-69,030 |
-27.8% |
1,374,903 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-05 |
149-18 |
146-27 |
|
| R3 |
148-22 |
148-03 |
146-14 |
|
| R2 |
147-07 |
147-07 |
146-10 |
|
| R1 |
146-20 |
146-20 |
146-05 |
146-30 |
| PP |
145-24 |
145-24 |
145-24 |
145-29 |
| S1 |
145-05 |
145-05 |
145-29 |
145-14 |
| S2 |
144-09 |
144-09 |
145-24 |
|
| S3 |
142-26 |
143-22 |
145-20 |
|
| S4 |
141-11 |
142-07 |
145-07 |
|
|
| 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 |
146-11 |
141-10 |
5-01 |
3.4% |
1-24 |
1.2% |
94% |
True |
False |
272,066 |
| 10 |
146-11 |
140-03 |
6-08 |
4.3% |
1-25 |
1.2% |
95% |
True |
False |
267,152 |
| 20 |
146-11 |
139-24 |
6-19 |
4.5% |
1-24 |
1.2% |
95% |
True |
False |
249,092 |
| 40 |
146-11 |
134-22 |
11-21 |
8.0% |
1-27 |
1.3% |
97% |
True |
False |
125,703 |
| 60 |
146-11 |
134-22 |
11-21 |
8.0% |
1-23 |
1.2% |
97% |
True |
False |
83,869 |
| 80 |
146-12 |
134-05 |
12-07 |
8.4% |
1-18 |
1.1% |
97% |
False |
False |
62,914 |
| 100 |
146-12 |
123-16 |
22-28 |
15.7% |
1-12 |
0.9% |
98% |
False |
False |
50,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-19 |
|
2.618 |
150-06 |
|
1.618 |
148-23 |
|
1.000 |
147-26 |
|
0.618 |
147-08 |
|
HIGH |
146-11 |
|
0.618 |
145-25 |
|
0.500 |
145-20 |
|
0.382 |
145-14 |
|
LOW |
144-28 |
|
0.618 |
143-31 |
|
1.000 |
143-13 |
|
1.618 |
142-16 |
|
2.618 |
141-01 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
145-22 |
| PP |
145-24 |
145-12 |
| S1 |
145-20 |
145-02 |
|