ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
146-02 |
144-05 |
-1-29 |
-1.3% |
141-02 |
| High |
146-03 |
144-19 |
-1-16 |
-1.0% |
145-19 |
| Low |
144-00 |
143-03 |
-0-29 |
-0.6% |
140-25 |
| Close |
144-03 |
143-08 |
-0-27 |
-0.6% |
145-09 |
| Range |
2-03 |
1-16 |
-0-19 |
-28.4% |
4-26 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.2% |
0-00 |
| Volume |
244,522 |
214,198 |
-30,324 |
-12.4% |
1,374,903 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
147-06 |
144-02 |
|
| R3 |
146-21 |
145-22 |
143-21 |
|
| R2 |
145-05 |
145-05 |
143-17 |
|
| R1 |
144-06 |
144-06 |
143-12 |
143-30 |
| PP |
143-21 |
143-21 |
143-21 |
143-16 |
| S1 |
142-22 |
142-22 |
143-04 |
142-14 |
| S2 |
142-05 |
142-05 |
142-31 |
|
| S3 |
140-21 |
141-06 |
142-27 |
|
| S4 |
139-05 |
139-22 |
142-14 |
|
|
| 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 |
143-03 |
3-08 |
2.3% |
1-21 |
1.2% |
5% |
False |
True |
229,922 |
| 10 |
146-11 |
140-14 |
5-29 |
4.1% |
1-26 |
1.3% |
48% |
False |
False |
260,904 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-26 |
1.3% |
53% |
False |
False |
267,164 |
| 40 |
146-11 |
134-22 |
11-21 |
8.1% |
1-27 |
1.3% |
73% |
False |
False |
137,164 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-23 |
1.2% |
73% |
False |
False |
91,509 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-19 |
1.1% |
73% |
False |
False |
68,648 |
| 100 |
146-12 |
126-07 |
20-05 |
14.1% |
1-13 |
1.0% |
84% |
False |
False |
54,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-31 |
|
2.618 |
148-17 |
|
1.618 |
147-01 |
|
1.000 |
146-03 |
|
0.618 |
145-17 |
|
HIGH |
144-19 |
|
0.618 |
144-01 |
|
0.500 |
143-27 |
|
0.382 |
143-21 |
|
LOW |
143-03 |
|
0.618 |
142-05 |
|
1.000 |
141-19 |
|
1.618 |
140-21 |
|
2.618 |
139-05 |
|
4.250 |
136-23 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-27 |
144-23 |
| PP |
143-21 |
144-07 |
| S1 |
143-14 |
143-24 |
|