ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
143-12 |
0-03 |
0.1% |
145-05 |
| High |
144-02 |
143-14 |
-0-20 |
-0.4% |
146-11 |
| Low |
143-02 |
141-28 |
-1-06 |
-0.8% |
141-28 |
| Close |
143-15 |
141-31 |
-1-16 |
-1.0% |
141-31 |
| Range |
1-00 |
1-18 |
0-18 |
56.3% |
4-15 |
| ATR |
1-24 |
1-23 |
0-00 |
-0.6% |
0-00 |
| Volume |
143,067 |
125,571 |
-17,496 |
-12.2% |
906,697 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
146-03 |
142-26 |
|
| R3 |
145-18 |
144-17 |
142-13 |
|
| R2 |
144-00 |
144-00 |
142-08 |
|
| R1 |
142-31 |
142-31 |
142-04 |
142-22 |
| PP |
142-14 |
142-14 |
142-14 |
142-09 |
| S1 |
141-13 |
141-13 |
141-26 |
141-04 |
| S2 |
140-28 |
140-28 |
141-22 |
|
| S3 |
139-10 |
139-27 |
141-17 |
|
| S4 |
137-24 |
138-09 |
141-04 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
153-27 |
144-14 |
|
| R3 |
152-11 |
149-12 |
143-06 |
|
| R2 |
147-28 |
147-28 |
142-25 |
|
| R1 |
144-29 |
144-29 |
142-12 |
144-05 |
| PP |
143-13 |
143-13 |
143-13 |
143-00 |
| S1 |
140-14 |
140-14 |
141-18 |
139-22 |
| S2 |
138-30 |
138-30 |
141-05 |
|
| S3 |
134-15 |
135-31 |
140-24 |
|
| S4 |
130-00 |
131-16 |
139-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
141-28 |
4-15 |
3.1% |
1-17 |
1.1% |
2% |
False |
True |
181,339 |
| 10 |
146-11 |
140-25 |
5-18 |
3.9% |
1-21 |
1.2% |
21% |
False |
False |
228,160 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-26 |
1.3% |
34% |
False |
False |
268,963 |
| 40 |
146-11 |
134-22 |
11-21 |
8.2% |
1-25 |
1.3% |
62% |
False |
False |
143,849 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-23 |
1.2% |
62% |
False |
False |
95,981 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-19 |
1.1% |
62% |
False |
False |
72,006 |
| 100 |
146-12 |
129-00 |
17-12 |
12.2% |
1-13 |
1.0% |
75% |
False |
False |
57,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-02 |
|
2.618 |
147-17 |
|
1.618 |
145-31 |
|
1.000 |
145-00 |
|
0.618 |
144-13 |
|
HIGH |
143-14 |
|
0.618 |
142-27 |
|
0.500 |
142-21 |
|
0.382 |
142-15 |
|
LOW |
141-28 |
|
0.618 |
140-29 |
|
1.000 |
140-10 |
|
1.618 |
139-11 |
|
2.618 |
137-25 |
|
4.250 |
135-08 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-21 |
143-08 |
| PP |
142-14 |
142-26 |
| S1 |
142-06 |
142-12 |
|