ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-01 |
129-00 |
-0-01 |
0.0% |
130-21 |
| High |
129-07 |
129-27 |
0-20 |
0.5% |
131-07 |
| Low |
128-16 |
127-19 |
-0-29 |
-0.7% |
127-14 |
| Close |
128-23 |
127-30 |
-0-25 |
-0.6% |
127-30 |
| Range |
0-23 |
2-08 |
1-17 |
213.0% |
3-25 |
| ATR |
1-15 |
1-17 |
0-02 |
3.8% |
0-00 |
| Volume |
67,067 |
405,952 |
338,885 |
505.3% |
1,710,524 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-07 |
133-26 |
129-06 |
|
| R3 |
132-31 |
131-18 |
128-18 |
|
| R2 |
130-23 |
130-23 |
128-11 |
|
| R1 |
129-10 |
129-10 |
128-05 |
128-28 |
| PP |
128-15 |
128-15 |
128-15 |
128-08 |
| S1 |
127-02 |
127-02 |
127-23 |
126-20 |
| S2 |
126-07 |
126-07 |
127-17 |
|
| S3 |
123-31 |
124-26 |
127-10 |
|
| S4 |
121-23 |
122-18 |
126-22 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-07 |
137-27 |
130-01 |
|
| R3 |
136-14 |
134-02 |
128-31 |
|
| R2 |
132-21 |
132-21 |
128-20 |
|
| R1 |
130-09 |
130-09 |
128-09 |
129-18 |
| PP |
128-28 |
128-28 |
128-28 |
128-16 |
| S1 |
126-16 |
126-16 |
127-19 |
125-26 |
| S2 |
125-03 |
125-03 |
127-08 |
|
| S3 |
121-10 |
122-23 |
126-29 |
|
| S4 |
117-17 |
118-30 |
125-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-07 |
127-14 |
3-25 |
3.0% |
1-19 |
1.2% |
13% |
False |
False |
342,104 |
| 10 |
133-00 |
127-14 |
5-18 |
4.3% |
1-23 |
1.4% |
9% |
False |
False |
352,115 |
| 20 |
133-00 |
127-14 |
5-18 |
4.3% |
1-15 |
1.1% |
9% |
False |
False |
326,386 |
| 40 |
135-12 |
127-14 |
7-30 |
6.2% |
1-13 |
1.1% |
6% |
False |
False |
314,145 |
| 60 |
135-19 |
127-14 |
8-05 |
6.4% |
1-17 |
1.2% |
6% |
False |
False |
297,256 |
| 80 |
135-19 |
124-22 |
10-29 |
8.5% |
1-13 |
1.1% |
30% |
False |
False |
223,652 |
| 100 |
135-19 |
123-14 |
12-05 |
9.5% |
1-10 |
1.0% |
37% |
False |
False |
178,976 |
| 120 |
135-19 |
120-04 |
15-15 |
12.1% |
1-06 |
0.9% |
51% |
False |
False |
149,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-13 |
|
2.618 |
135-23 |
|
1.618 |
133-15 |
|
1.000 |
132-03 |
|
0.618 |
131-07 |
|
HIGH |
129-27 |
|
0.618 |
128-31 |
|
0.500 |
128-23 |
|
0.382 |
128-15 |
|
LOW |
127-19 |
|
0.618 |
126-07 |
|
1.000 |
125-11 |
|
1.618 |
123-31 |
|
2.618 |
121-23 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-23 |
128-20 |
| PP |
128-15 |
128-13 |
| S1 |
128-06 |
128-06 |
|