ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
126-18 |
-0-10 |
-0.2% |
127-26 |
| High |
127-02 |
127-14 |
0-12 |
0.3% |
127-29 |
| Low |
125-23 |
126-17 |
0-26 |
0.6% |
125-15 |
| Close |
126-17 |
127-07 |
0-22 |
0.5% |
127-07 |
| Range |
1-11 |
0-29 |
-0-14 |
-32.6% |
2-14 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.1% |
0-00 |
| Volume |
317,264 |
224,604 |
-92,660 |
-29.2% |
1,809,506 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-25 |
129-13 |
127-23 |
|
| R3 |
128-28 |
128-16 |
127-15 |
|
| R2 |
127-31 |
127-31 |
127-12 |
|
| R1 |
127-19 |
127-19 |
127-10 |
127-25 |
| PP |
127-02 |
127-02 |
127-02 |
127-05 |
| S1 |
126-22 |
126-22 |
127-04 |
126-28 |
| S2 |
126-05 |
126-05 |
127-02 |
|
| S3 |
125-08 |
125-25 |
126-31 |
|
| S4 |
124-11 |
124-28 |
126-23 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-04 |
128-18 |
|
| R3 |
131-24 |
130-22 |
127-28 |
|
| R2 |
129-10 |
129-10 |
127-21 |
|
| R1 |
128-08 |
128-08 |
127-14 |
127-18 |
| PP |
126-28 |
126-28 |
126-28 |
126-16 |
| S1 |
125-26 |
125-26 |
127-00 |
125-04 |
| S2 |
124-14 |
124-14 |
126-25 |
|
| S3 |
122-00 |
123-12 |
126-18 |
|
| S4 |
119-18 |
120-30 |
125-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-29 |
125-15 |
2-14 |
1.9% |
1-20 |
1.3% |
72% |
False |
False |
361,901 |
| 10 |
131-07 |
125-15 |
5-24 |
4.5% |
1-20 |
1.3% |
30% |
False |
False |
352,003 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-18 |
1.2% |
23% |
False |
False |
345,862 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-14 |
1.1% |
18% |
False |
False |
322,579 |
| 60 |
135-12 |
125-15 |
9-29 |
7.8% |
1-17 |
1.2% |
18% |
False |
False |
318,278 |
| 80 |
135-19 |
125-15 |
10-04 |
8.0% |
1-15 |
1.2% |
17% |
False |
False |
246,244 |
| 100 |
135-19 |
123-27 |
11-24 |
9.2% |
1-12 |
1.1% |
29% |
False |
False |
197,060 |
| 120 |
135-19 |
120-04 |
15-15 |
12.2% |
1-08 |
1.0% |
46% |
False |
False |
164,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-09 |
|
2.618 |
129-26 |
|
1.618 |
128-29 |
|
1.000 |
128-11 |
|
0.618 |
128-00 |
|
HIGH |
127-14 |
|
0.618 |
127-03 |
|
0.500 |
127-00 |
|
0.382 |
126-28 |
|
LOW |
126-17 |
|
0.618 |
125-31 |
|
1.000 |
125-20 |
|
1.618 |
125-02 |
|
2.618 |
124-05 |
|
4.250 |
122-22 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-04 |
127-03 |
| PP |
127-02 |
126-30 |
| S1 |
127-00 |
126-26 |
|