ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
144-18 |
0-12 |
0.3% |
142-03 |
| High |
144-23 |
145-08 |
0-17 |
0.4% |
145-08 |
| Low |
143-27 |
144-06 |
0-11 |
0.2% |
142-01 |
| Close |
144-16 |
144-26 |
0-10 |
0.2% |
144-26 |
| Range |
0-28 |
1-02 |
0-06 |
21.4% |
3-07 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.5% |
0-00 |
| Volume |
96,249 |
101,331 |
5,082 |
5.3% |
360,788 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-14 |
145-13 |
|
| R3 |
146-28 |
146-12 |
145-03 |
|
| R2 |
145-26 |
145-26 |
145-00 |
|
| R1 |
145-10 |
145-10 |
144-29 |
145-18 |
| PP |
144-24 |
144-24 |
144-24 |
144-28 |
| S1 |
144-08 |
144-08 |
144-23 |
144-16 |
| S2 |
143-22 |
143-22 |
144-20 |
|
| S3 |
142-20 |
143-06 |
144-17 |
|
| S4 |
141-18 |
142-04 |
144-07 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
152-15 |
146-19 |
|
| R3 |
150-15 |
149-08 |
145-22 |
|
| R2 |
147-08 |
147-08 |
145-13 |
|
| R1 |
146-01 |
146-01 |
145-03 |
146-20 |
| PP |
144-01 |
144-01 |
144-01 |
144-11 |
| S1 |
142-26 |
142-26 |
144-17 |
143-14 |
| S2 |
140-26 |
140-26 |
144-07 |
|
| S3 |
137-19 |
139-19 |
143-30 |
|
| S4 |
134-12 |
136-12 |
143-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
141-28 |
3-12 |
2.3% |
1-08 |
0.9% |
87% |
True |
False |
97,271 |
| 10 |
146-11 |
141-28 |
4-15 |
3.1% |
1-13 |
1.0% |
66% |
False |
False |
151,585 |
| 20 |
146-11 |
139-24 |
6-19 |
4.6% |
1-20 |
1.1% |
77% |
False |
False |
218,745 |
| 40 |
146-11 |
139-16 |
6-27 |
4.7% |
1-22 |
1.2% |
78% |
False |
False |
152,773 |
| 60 |
146-11 |
134-22 |
11-21 |
8.0% |
1-22 |
1.2% |
87% |
False |
False |
101,986 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
87% |
False |
False |
76,515 |
| 100 |
146-12 |
132-24 |
13-20 |
9.4% |
1-12 |
1.0% |
89% |
False |
False |
61,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
148-01 |
|
1.618 |
146-31 |
|
1.000 |
146-10 |
|
0.618 |
145-29 |
|
HIGH |
145-08 |
|
0.618 |
144-27 |
|
0.500 |
144-23 |
|
0.382 |
144-19 |
|
LOW |
144-06 |
|
0.618 |
143-17 |
|
1.000 |
143-04 |
|
1.618 |
142-15 |
|
2.618 |
141-13 |
|
4.250 |
139-22 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-25 |
144-16 |
| PP |
144-24 |
144-05 |
| S1 |
144-23 |
143-26 |
|