ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126-13 |
126-07 |
-0-06 |
-0.1% |
127-12 |
| High |
126-25 |
127-04 |
0-11 |
0.3% |
129-14 |
| Low |
125-25 |
125-15 |
-0-10 |
-0.2% |
125-15 |
| Close |
126-01 |
125-20 |
-0-13 |
-0.3% |
125-20 |
| Range |
1-00 |
1-21 |
0-21 |
65.6% |
3-31 |
| ATR |
1-18 |
1-18 |
0-00 |
0.4% |
0-00 |
| Volume |
46,566 |
30,290 |
-16,276 |
-35.0% |
662,073 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-01 |
130-00 |
126-17 |
|
| R3 |
129-12 |
128-11 |
126-03 |
|
| R2 |
127-23 |
127-23 |
125-30 |
|
| R1 |
126-22 |
126-22 |
125-25 |
126-12 |
| PP |
126-02 |
126-02 |
126-02 |
125-30 |
| S1 |
125-01 |
125-01 |
125-15 |
124-23 |
| S2 |
124-13 |
124-13 |
125-10 |
|
| S3 |
122-24 |
123-12 |
125-05 |
|
| S4 |
121-03 |
121-23 |
124-23 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
136-05 |
127-26 |
|
| R3 |
134-25 |
132-06 |
126-23 |
|
| R2 |
130-26 |
130-26 |
126-11 |
|
| R1 |
128-07 |
128-07 |
126-00 |
127-17 |
| PP |
126-27 |
126-27 |
126-27 |
126-16 |
| S1 |
124-08 |
124-08 |
125-08 |
123-18 |
| S2 |
122-28 |
122-28 |
124-29 |
|
| S3 |
118-29 |
120-09 |
124-17 |
|
| S4 |
114-30 |
116-10 |
123-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-14 |
125-15 |
3-31 |
3.2% |
1-17 |
1.2% |
4% |
False |
True |
132,414 |
| 10 |
129-14 |
125-15 |
3-31 |
3.2% |
1-16 |
1.2% |
4% |
False |
True |
233,154 |
| 20 |
131-20 |
125-15 |
6-05 |
4.9% |
1-19 |
1.3% |
3% |
False |
True |
299,686 |
| 40 |
135-08 |
125-15 |
9-25 |
7.8% |
1-16 |
1.2% |
2% |
False |
True |
308,687 |
| 60 |
135-12 |
125-15 |
9-29 |
7.9% |
1-15 |
1.2% |
2% |
False |
True |
303,716 |
| 80 |
135-19 |
125-15 |
10-04 |
8.1% |
1-17 |
1.2% |
2% |
False |
True |
272,447 |
| 100 |
135-19 |
124-22 |
10-29 |
8.7% |
1-14 |
1.1% |
9% |
False |
False |
218,113 |
| 120 |
135-19 |
121-16 |
14-03 |
11.2% |
1-10 |
1.1% |
29% |
False |
False |
181,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-05 |
|
2.618 |
131-15 |
|
1.618 |
129-26 |
|
1.000 |
128-25 |
|
0.618 |
128-05 |
|
HIGH |
127-04 |
|
0.618 |
126-16 |
|
0.500 |
126-10 |
|
0.382 |
126-03 |
|
LOW |
125-15 |
|
0.618 |
124-14 |
|
1.000 |
123-26 |
|
1.618 |
122-25 |
|
2.618 |
121-04 |
|
4.250 |
118-14 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-10 |
127-01 |
| PP |
126-02 |
126-18 |
| S1 |
125-27 |
126-03 |
|