ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-17 |
127-12 |
0-27 |
0.7% |
127-05 |
| High |
127-23 |
128-10 |
0-19 |
0.5% |
129-03 |
| Low |
126-11 |
127-02 |
0-23 |
0.6% |
126-10 |
| Close |
127-17 |
128-05 |
0-20 |
0.5% |
127-17 |
| Range |
1-12 |
1-08 |
-0-04 |
-9.1% |
2-25 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
190,403 |
371,520 |
181,117 |
95.1% |
1,444,871 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
131-04 |
128-27 |
|
| R3 |
130-11 |
129-28 |
128-16 |
|
| R2 |
129-03 |
129-03 |
128-12 |
|
| R1 |
128-20 |
128-20 |
128-09 |
128-28 |
| PP |
127-27 |
127-27 |
127-27 |
127-31 |
| S1 |
127-12 |
127-12 |
128-01 |
127-20 |
| S2 |
126-19 |
126-19 |
127-30 |
|
| S3 |
125-11 |
126-04 |
127-26 |
|
| S4 |
124-03 |
124-28 |
127-15 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
134-17 |
129-02 |
|
| R3 |
133-07 |
131-24 |
128-09 |
|
| R2 |
130-14 |
130-14 |
128-01 |
|
| R1 |
128-31 |
128-31 |
127-25 |
129-22 |
| PP |
127-21 |
127-21 |
127-21 |
128-00 |
| S1 |
126-06 |
126-06 |
127-09 |
126-30 |
| S2 |
124-28 |
124-28 |
127-01 |
|
| S3 |
122-03 |
123-13 |
126-25 |
|
| S4 |
119-10 |
120-20 |
126-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-03 |
126-10 |
2-25 |
2.2% |
1-17 |
1.2% |
66% |
False |
False |
363,278 |
| 10 |
129-03 |
125-15 |
3-20 |
2.8% |
1-19 |
1.2% |
74% |
False |
False |
362,589 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-21 |
1.3% |
36% |
False |
False |
357,352 |
| 40 |
135-12 |
125-15 |
9-29 |
7.7% |
1-14 |
1.1% |
27% |
False |
False |
330,849 |
| 60 |
135-12 |
125-15 |
9-29 |
7.7% |
1-15 |
1.2% |
27% |
False |
False |
320,662 |
| 80 |
135-19 |
125-15 |
10-04 |
7.9% |
1-16 |
1.2% |
27% |
False |
False |
268,910 |
| 100 |
135-19 |
123-27 |
11-24 |
9.2% |
1-13 |
1.1% |
37% |
False |
False |
215,211 |
| 120 |
135-19 |
121-16 |
14-03 |
11.0% |
1-09 |
1.0% |
47% |
False |
False |
179,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-20 |
|
2.618 |
131-19 |
|
1.618 |
130-11 |
|
1.000 |
129-18 |
|
0.618 |
129-03 |
|
HIGH |
128-10 |
|
0.618 |
127-27 |
|
0.500 |
127-22 |
|
0.382 |
127-17 |
|
LOW |
127-02 |
|
0.618 |
126-09 |
|
1.000 |
125-26 |
|
1.618 |
125-01 |
|
2.618 |
123-25 |
|
4.250 |
121-24 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-30 |
| PP |
127-27 |
127-22 |
| S1 |
127-22 |
127-15 |
|