ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123-12 |
123-25 |
0-13 |
0.3% |
125-30 |
| High |
124-03 |
123-31 |
-0-04 |
-0.1% |
126-28 |
| Low |
122-26 |
122-20 |
-0-06 |
-0.2% |
122-12 |
| Close |
123-19 |
123-01 |
-0-18 |
-0.5% |
123-01 |
| Range |
1-09 |
1-11 |
0-02 |
4.9% |
4-16 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.3% |
0-00 |
| Volume |
9,881 |
9,063 |
-818 |
-8.3% |
61,911 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-08 |
126-15 |
123-25 |
|
| R3 |
125-29 |
125-04 |
123-13 |
|
| R2 |
124-18 |
124-18 |
123-09 |
|
| R1 |
123-25 |
123-25 |
123-05 |
123-16 |
| PP |
123-07 |
123-07 |
123-07 |
123-02 |
| S1 |
122-14 |
122-14 |
122-29 |
122-05 |
| S2 |
121-28 |
121-28 |
122-25 |
|
| S3 |
120-17 |
121-03 |
122-21 |
|
| S4 |
119-06 |
119-24 |
122-09 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
134-26 |
125-16 |
|
| R3 |
133-03 |
130-10 |
124-09 |
|
| R2 |
128-19 |
128-19 |
123-27 |
|
| R1 |
125-26 |
125-26 |
123-14 |
124-30 |
| PP |
124-03 |
124-03 |
124-03 |
123-21 |
| S1 |
121-10 |
121-10 |
122-20 |
120-14 |
| S2 |
119-19 |
119-19 |
122-07 |
|
| S3 |
115-03 |
116-26 |
121-25 |
|
| S4 |
110-19 |
112-10 |
120-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-28 |
122-12 |
4-16 |
3.7% |
1-24 |
1.4% |
15% |
False |
False |
12,382 |
| 10 |
129-14 |
122-12 |
7-02 |
5.7% |
1-20 |
1.3% |
9% |
False |
False |
72,398 |
| 20 |
129-27 |
122-12 |
7-15 |
6.1% |
1-21 |
1.4% |
9% |
False |
False |
219,215 |
| 40 |
133-00 |
122-12 |
10-20 |
8.6% |
1-18 |
1.3% |
6% |
False |
False |
275,282 |
| 60 |
135-12 |
122-12 |
13-00 |
10.6% |
1-15 |
1.2% |
5% |
False |
False |
280,918 |
| 80 |
135-19 |
122-12 |
13-07 |
10.7% |
1-18 |
1.3% |
5% |
False |
False |
272,773 |
| 100 |
135-19 |
122-12 |
13-07 |
10.7% |
1-15 |
1.2% |
5% |
False |
False |
218,708 |
| 120 |
135-19 |
122-12 |
13-07 |
10.7% |
1-12 |
1.1% |
5% |
False |
False |
182,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-22 |
|
2.618 |
127-16 |
|
1.618 |
126-05 |
|
1.000 |
125-10 |
|
0.618 |
124-26 |
|
HIGH |
123-31 |
|
0.618 |
123-15 |
|
0.500 |
123-10 |
|
0.382 |
123-04 |
|
LOW |
122-20 |
|
0.618 |
121-25 |
|
1.000 |
121-09 |
|
1.618 |
120-14 |
|
2.618 |
119-03 |
|
4.250 |
116-29 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-10 |
123-14 |
| PP |
123-07 |
123-09 |
| S1 |
123-04 |
123-05 |
|