ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-30 |
120-23 |
-0-07 |
-0.2% |
125-30 |
| High |
121-24 |
121-18 |
-0-06 |
-0.2% |
126-28 |
| Low |
120-13 |
120-12 |
-0-01 |
0.0% |
122-12 |
| Close |
120-18 |
121-01 |
0-15 |
0.4% |
123-01 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
4-16 |
| ATR |
1-22 |
1-20 |
-0-01 |
-2.1% |
0-00 |
| Volume |
787 |
2,740 |
1,953 |
248.2% |
61,911 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-18 |
123-31 |
121-22 |
|
| R3 |
123-12 |
122-25 |
121-11 |
|
| R2 |
122-06 |
122-06 |
121-08 |
|
| R1 |
121-19 |
121-19 |
121-04 |
121-28 |
| PP |
121-00 |
121-00 |
121-00 |
121-04 |
| S1 |
120-13 |
120-13 |
120-30 |
120-22 |
| S2 |
119-26 |
119-26 |
120-26 |
|
| S3 |
118-20 |
119-07 |
120-23 |
|
| S4 |
117-14 |
118-01 |
120-12 |
|
|
| 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 |
123-31 |
120-12 |
3-19 |
3.0% |
1-20 |
1.3% |
18% |
False |
True |
3,862 |
| 10 |
127-04 |
120-12 |
6-24 |
5.6% |
1-23 |
1.4% |
10% |
False |
True |
10,244 |
| 20 |
129-14 |
120-12 |
9-02 |
7.5% |
1-19 |
1.3% |
7% |
False |
True |
136,048 |
| 40 |
133-00 |
120-12 |
12-20 |
10.4% |
1-19 |
1.3% |
5% |
False |
True |
241,523 |
| 60 |
135-12 |
120-12 |
15-00 |
12.4% |
1-16 |
1.2% |
4% |
False |
True |
261,170 |
| 80 |
135-19 |
120-12 |
15-07 |
12.6% |
1-18 |
1.3% |
4% |
False |
True |
271,390 |
| 100 |
135-19 |
120-12 |
15-07 |
12.6% |
1-16 |
1.2% |
4% |
False |
True |
218,798 |
| 120 |
135-19 |
120-12 |
15-07 |
12.6% |
1-13 |
1.2% |
4% |
False |
True |
182,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-21 |
|
1.618 |
123-15 |
|
1.000 |
122-24 |
|
0.618 |
122-09 |
|
HIGH |
121-18 |
|
0.618 |
121-03 |
|
0.500 |
120-31 |
|
0.382 |
120-27 |
|
LOW |
120-12 |
|
0.618 |
119-21 |
|
1.000 |
119-06 |
|
1.618 |
118-15 |
|
2.618 |
117-09 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
121-30 |
| PP |
121-00 |
121-20 |
| S1 |
120-31 |
121-11 |
|