ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
128-06 |
128-18 |
0-12 |
0.3% |
127-05 |
| High |
129-14 |
128-19 |
-0-27 |
-0.7% |
129-03 |
| Low |
128-06 |
126-02 |
-2-04 |
-1.7% |
126-10 |
| Close |
128-23 |
126-10 |
-2-13 |
-1.9% |
127-17 |
| Range |
1-08 |
2-17 |
1-09 |
102.5% |
2-25 |
| ATR |
1-17 |
1-19 |
0-03 |
5.3% |
0-00 |
| Volume |
147,598 |
66,099 |
-81,499 |
-55.2% |
1,444,871 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
132-31 |
127-23 |
|
| R3 |
132-02 |
130-14 |
127-00 |
|
| R2 |
129-17 |
129-17 |
126-25 |
|
| R1 |
127-29 |
127-29 |
126-17 |
127-14 |
| PP |
127-00 |
127-00 |
127-00 |
126-24 |
| S1 |
125-12 |
125-12 |
126-03 |
124-30 |
| S2 |
124-15 |
124-15 |
125-27 |
|
| S3 |
121-30 |
122-27 |
125-20 |
|
| S4 |
119-13 |
120-10 |
124-29 |
|
|
| 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 |
129-14 |
126-02 |
3-12 |
2.7% |
1-24 |
1.4% |
7% |
False |
True |
262,845 |
| 10 |
129-14 |
125-23 |
3-23 |
2.9% |
1-16 |
1.2% |
16% |
False |
False |
293,653 |
| 20 |
133-00 |
125-15 |
7-17 |
6.0% |
1-23 |
1.4% |
11% |
False |
False |
340,343 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-16 |
1.2% |
9% |
False |
False |
322,683 |
| 60 |
135-12 |
125-15 |
9-29 |
7.8% |
1-15 |
1.2% |
9% |
False |
False |
312,833 |
| 80 |
135-19 |
125-15 |
10-04 |
8.0% |
1-17 |
1.2% |
8% |
False |
False |
271,553 |
| 100 |
135-19 |
123-27 |
11-24 |
9.3% |
1-14 |
1.1% |
21% |
False |
False |
217,347 |
| 120 |
135-19 |
121-16 |
14-03 |
11.2% |
1-10 |
1.0% |
34% |
False |
False |
181,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-11 |
|
2.618 |
135-07 |
|
1.618 |
132-22 |
|
1.000 |
131-04 |
|
0.618 |
130-05 |
|
HIGH |
128-19 |
|
0.618 |
127-20 |
|
0.500 |
127-10 |
|
0.382 |
127-01 |
|
LOW |
126-02 |
|
0.618 |
124-16 |
|
1.000 |
123-17 |
|
1.618 |
121-31 |
|
2.618 |
119-14 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
127-24 |
| PP |
127-00 |
127-09 |
| S1 |
126-21 |
126-25 |
|