ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-16 |
128-26 |
-1-22 |
-1.3% |
130-31 |
| High |
131-00 |
129-05 |
-1-27 |
-1.4% |
133-00 |
| Low |
128-22 |
127-14 |
-1-08 |
-1.0% |
129-29 |
| Close |
128-26 |
129-02 |
0-08 |
0.2% |
130-22 |
| Range |
2-10 |
1-23 |
-0-19 |
-25.7% |
3-03 |
| ATR |
1-16 |
1-17 |
0-00 |
1.0% |
0-00 |
| Volume |
468,072 |
544,864 |
76,792 |
16.4% |
1,810,628 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-23 |
133-03 |
130-00 |
|
| R3 |
132-00 |
131-12 |
129-17 |
|
| R2 |
130-09 |
130-09 |
129-12 |
|
| R1 |
129-21 |
129-21 |
129-07 |
129-31 |
| PP |
128-18 |
128-18 |
128-18 |
128-22 |
| S1 |
127-30 |
127-30 |
128-29 |
128-08 |
| S2 |
126-27 |
126-27 |
128-24 |
|
| S3 |
125-04 |
126-07 |
128-19 |
|
| S4 |
123-13 |
124-16 |
128-04 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
138-22 |
132-12 |
|
| R3 |
137-12 |
135-19 |
131-17 |
|
| R2 |
134-09 |
134-09 |
131-08 |
|
| R1 |
132-16 |
132-16 |
130-31 |
131-27 |
| PP |
131-06 |
131-06 |
131-06 |
130-28 |
| S1 |
129-13 |
129-13 |
130-13 |
128-24 |
| S2 |
128-03 |
128-03 |
130-04 |
|
| S3 |
125-00 |
126-10 |
129-27 |
|
| S4 |
121-29 |
123-07 |
129-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-06 |
127-14 |
4-24 |
3.7% |
1-23 |
1.3% |
34% |
False |
True |
403,472 |
| 10 |
133-00 |
127-14 |
5-18 |
4.3% |
1-20 |
1.3% |
29% |
False |
True |
366,259 |
| 20 |
133-27 |
127-14 |
6-13 |
5.0% |
1-16 |
1.2% |
25% |
False |
True |
349,895 |
| 40 |
135-12 |
127-14 |
7-30 |
6.2% |
1-13 |
1.1% |
20% |
False |
True |
318,891 |
| 60 |
135-19 |
127-14 |
8-05 |
6.3% |
1-17 |
1.2% |
20% |
False |
True |
289,776 |
| 80 |
135-19 |
124-22 |
10-29 |
8.5% |
1-13 |
1.1% |
40% |
False |
False |
217,746 |
| 100 |
135-19 |
121-30 |
13-21 |
10.6% |
1-10 |
1.0% |
52% |
False |
False |
174,247 |
| 120 |
135-19 |
120-04 |
15-15 |
12.0% |
1-06 |
0.9% |
58% |
False |
False |
145,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-15 |
|
2.618 |
133-21 |
|
1.618 |
131-30 |
|
1.000 |
130-28 |
|
0.618 |
130-07 |
|
HIGH |
129-05 |
|
0.618 |
128-16 |
|
0.500 |
128-10 |
|
0.382 |
128-03 |
|
LOW |
127-14 |
|
0.618 |
126-12 |
|
1.000 |
125-23 |
|
1.618 |
124-21 |
|
2.618 |
122-30 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
129-10 |
| PP |
128-18 |
129-08 |
| S1 |
128-10 |
129-05 |
|