ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-16 |
144-06 |
1-22 |
1.2% |
145-05 |
| High |
144-18 |
144-23 |
0-05 |
0.1% |
146-11 |
| Low |
142-13 |
143-27 |
1-14 |
1.0% |
141-28 |
| Close |
144-17 |
144-16 |
-0-01 |
0.0% |
141-31 |
| Range |
2-05 |
0-28 |
-1-09 |
-59.4% |
4-15 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.4% |
0-00 |
| Volume |
112,807 |
96,249 |
-16,558 |
-14.7% |
906,697 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-20 |
144-31 |
|
| R3 |
146-03 |
145-24 |
144-24 |
|
| R2 |
145-07 |
145-07 |
144-21 |
|
| R1 |
144-28 |
144-28 |
144-19 |
145-02 |
| PP |
144-11 |
144-11 |
144-11 |
144-14 |
| S1 |
144-00 |
144-00 |
144-13 |
144-06 |
| S2 |
143-15 |
143-15 |
144-11 |
|
| S3 |
142-19 |
143-04 |
144-08 |
|
| S4 |
141-23 |
142-08 |
144-01 |
|
|
| 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 |
144-23 |
141-28 |
2-27 |
2.0% |
1-07 |
0.8% |
92% |
True |
False |
105,619 |
| 10 |
146-11 |
141-28 |
4-15 |
3.1% |
1-14 |
1.0% |
59% |
False |
False |
167,770 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-21 |
1.1% |
72% |
False |
False |
237,559 |
| 40 |
146-11 |
139-16 |
6-27 |
4.7% |
1-22 |
1.2% |
73% |
False |
False |
150,269 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-22 |
1.2% |
84% |
False |
False |
100,300 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
84% |
False |
False |
75,249 |
| 100 |
146-12 |
132-19 |
13-25 |
9.5% |
1-13 |
1.0% |
86% |
False |
False |
60,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
147-00 |
|
1.618 |
146-04 |
|
1.000 |
145-19 |
|
0.618 |
145-08 |
|
HIGH |
144-23 |
|
0.618 |
144-12 |
|
0.500 |
144-09 |
|
0.382 |
144-06 |
|
LOW |
143-27 |
|
0.618 |
143-10 |
|
1.000 |
142-31 |
|
1.618 |
142-14 |
|
2.618 |
141-18 |
|
4.250 |
140-04 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-04 |
| PP |
144-11 |
143-24 |
| S1 |
144-09 |
143-12 |
|