ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
128-18 |
126-13 |
-2-05 |
-1.7% |
127-05 |
| High |
128-19 |
126-25 |
-1-26 |
-1.4% |
129-03 |
| Low |
126-02 |
125-25 |
-0-09 |
-0.2% |
126-10 |
| Close |
126-10 |
126-01 |
-0-09 |
-0.2% |
127-17 |
| Range |
2-17 |
1-00 |
-1-17 |
-60.5% |
2-25 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.7% |
0-00 |
| Volume |
66,099 |
46,566 |
-19,533 |
-29.6% |
1,444,871 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-20 |
126-19 |
|
| R3 |
128-06 |
127-20 |
126-10 |
|
| R2 |
127-06 |
127-06 |
126-07 |
|
| R1 |
126-20 |
126-20 |
126-04 |
126-13 |
| PP |
126-06 |
126-06 |
126-06 |
126-03 |
| S1 |
125-20 |
125-20 |
125-30 |
125-13 |
| S2 |
125-06 |
125-06 |
125-27 |
|
| S3 |
124-06 |
124-20 |
125-24 |
|
| S4 |
123-06 |
123-20 |
125-15 |
|
|
| 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 |
129-14 |
125-25 |
3-21 |
2.9% |
1-15 |
1.2% |
7% |
False |
True |
164,437 |
| 10 |
129-14 |
125-23 |
3-23 |
3.0% |
1-15 |
1.2% |
8% |
False |
False |
261,852 |
| 20 |
132-06 |
125-15 |
6-23 |
5.3% |
1-20 |
1.3% |
8% |
False |
False |
318,827 |
| 40 |
135-08 |
125-15 |
9-25 |
7.8% |
1-15 |
1.2% |
6% |
False |
False |
314,873 |
| 60 |
135-12 |
125-15 |
9-29 |
7.9% |
1-15 |
1.2% |
6% |
False |
False |
309,027 |
| 80 |
135-19 |
125-15 |
10-04 |
8.0% |
1-17 |
1.2% |
6% |
False |
False |
272,121 |
| 100 |
135-19 |
124-03 |
11-16 |
9.1% |
1-13 |
1.1% |
17% |
False |
False |
217,811 |
| 120 |
135-19 |
121-16 |
14-03 |
11.2% |
1-10 |
1.0% |
32% |
False |
False |
181,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-01 |
|
2.618 |
129-13 |
|
1.618 |
128-13 |
|
1.000 |
127-25 |
|
0.618 |
127-13 |
|
HIGH |
126-25 |
|
0.618 |
126-13 |
|
0.500 |
126-09 |
|
0.382 |
126-05 |
|
LOW |
125-25 |
|
0.618 |
125-05 |
|
1.000 |
124-25 |
|
1.618 |
124-05 |
|
2.618 |
123-05 |
|
4.250 |
121-17 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-09 |
127-20 |
| PP |
126-06 |
127-03 |
| S1 |
126-04 |
126-18 |
|