ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
145-05 |
146-02 |
0-29 |
0.6% |
141-02 |
| High |
146-11 |
146-03 |
-0-08 |
-0.2% |
145-19 |
| Low |
144-28 |
144-00 |
-0-28 |
-0.6% |
140-25 |
| Close |
146-01 |
144-03 |
-1-30 |
-1.3% |
145-09 |
| Range |
1-15 |
2-03 |
0-20 |
42.6% |
4-26 |
| ATR |
1-25 |
1-26 |
0-01 |
1.2% |
0-00 |
| Volume |
179,339 |
244,522 |
65,183 |
36.3% |
1,374,903 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-00 |
149-21 |
145-08 |
|
| R3 |
148-29 |
147-18 |
144-21 |
|
| R2 |
146-26 |
146-26 |
144-15 |
|
| R1 |
145-15 |
145-15 |
144-09 |
145-03 |
| PP |
144-23 |
144-23 |
144-23 |
144-18 |
| S1 |
143-12 |
143-12 |
143-29 |
143-00 |
| S2 |
142-20 |
142-20 |
143-23 |
|
| S3 |
140-17 |
141-09 |
143-17 |
|
| S4 |
138-14 |
139-06 |
142-30 |
|
|
| 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 |
142-17 |
3-26 |
2.6% |
1-24 |
1.2% |
41% |
False |
False |
256,596 |
| 10 |
146-11 |
140-03 |
6-08 |
4.3% |
1-27 |
1.3% |
64% |
False |
False |
266,891 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-26 |
1.3% |
66% |
False |
False |
260,419 |
| 40 |
146-11 |
134-22 |
11-21 |
8.1% |
1-28 |
1.3% |
81% |
False |
False |
131,812 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-23 |
1.2% |
81% |
False |
False |
87,941 |
| 80 |
146-12 |
134-05 |
12-07 |
8.5% |
1-19 |
1.1% |
81% |
False |
False |
65,971 |
| 100 |
146-12 |
126-04 |
20-08 |
14.1% |
1-12 |
1.0% |
89% |
False |
False |
52,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-00 |
|
2.618 |
151-18 |
|
1.618 |
149-15 |
|
1.000 |
148-06 |
|
0.618 |
147-12 |
|
HIGH |
146-03 |
|
0.618 |
145-09 |
|
0.500 |
145-02 |
|
0.382 |
144-26 |
|
LOW |
144-00 |
|
0.618 |
142-23 |
|
1.000 |
141-29 |
|
1.618 |
140-20 |
|
2.618 |
138-17 |
|
4.250 |
135-03 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
145-02 |
145-02 |
| PP |
144-23 |
144-24 |
| S1 |
144-13 |
144-13 |
|