ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-23 |
121-19 |
0-28 |
0.7% |
122-19 |
| High |
121-18 |
122-27 |
1-09 |
1.1% |
123-22 |
| Low |
120-12 |
121-19 |
1-07 |
1.0% |
120-12 |
| Close |
121-01 |
122-27 |
1-26 |
1.5% |
122-27 |
| Range |
1-06 |
1-08 |
0-02 |
5.3% |
3-10 |
| ATR |
1-20 |
1-21 |
0-00 |
0.7% |
0-00 |
| Volume |
2,740 |
2,118 |
-622 |
-22.7% |
12,366 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
125-24 |
123-17 |
|
| R3 |
124-30 |
124-16 |
123-06 |
|
| R2 |
123-22 |
123-22 |
123-02 |
|
| R1 |
123-08 |
123-08 |
122-31 |
123-15 |
| PP |
122-14 |
122-14 |
122-14 |
122-17 |
| S1 |
122-00 |
122-00 |
122-23 |
122-07 |
| S2 |
121-06 |
121-06 |
122-20 |
|
| S3 |
119-30 |
120-24 |
122-16 |
|
| S4 |
118-22 |
119-16 |
122-05 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-08 |
130-27 |
124-21 |
|
| R3 |
128-30 |
127-17 |
123-24 |
|
| R2 |
125-20 |
125-20 |
123-14 |
|
| R1 |
124-07 |
124-07 |
123-05 |
124-30 |
| PP |
122-10 |
122-10 |
122-10 |
122-21 |
| S1 |
120-29 |
120-29 |
122-17 |
121-20 |
| S2 |
119-00 |
119-00 |
122-08 |
|
| S3 |
115-22 |
117-19 |
121-30 |
|
| S4 |
112-12 |
114-09 |
121-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-22 |
120-12 |
3-10 |
2.7% |
1-19 |
1.3% |
75% |
False |
False |
2,473 |
| 10 |
126-28 |
120-12 |
6-16 |
5.3% |
1-22 |
1.4% |
38% |
False |
False |
7,427 |
| 20 |
129-14 |
120-12 |
9-02 |
7.4% |
1-19 |
1.3% |
27% |
False |
False |
120,291 |
| 40 |
133-00 |
120-12 |
12-20 |
10.3% |
1-19 |
1.3% |
20% |
False |
False |
233,524 |
| 60 |
135-12 |
120-12 |
15-00 |
12.2% |
1-16 |
1.2% |
16% |
False |
False |
256,202 |
| 80 |
135-12 |
120-12 |
15-00 |
12.2% |
1-17 |
1.3% |
16% |
False |
False |
269,450 |
| 100 |
135-19 |
120-12 |
15-07 |
12.4% |
1-16 |
1.2% |
16% |
False |
False |
218,812 |
| 120 |
135-19 |
120-12 |
15-07 |
12.4% |
1-13 |
1.1% |
16% |
False |
False |
182,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-05 |
|
2.618 |
126-04 |
|
1.618 |
124-28 |
|
1.000 |
124-03 |
|
0.618 |
123-20 |
|
HIGH |
122-27 |
|
0.618 |
122-12 |
|
0.500 |
122-07 |
|
0.382 |
122-02 |
|
LOW |
121-19 |
|
0.618 |
120-26 |
|
1.000 |
120-11 |
|
1.618 |
119-18 |
|
2.618 |
118-10 |
|
4.250 |
116-09 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
122-14 |
| PP |
122-14 |
122-01 |
| S1 |
122-07 |
121-20 |
|