ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-10 |
126-06 |
-1-04 |
-0.9% |
129-05 |
| High |
128-06 |
126-11 |
-1-27 |
-1.4% |
129-22 |
| Low |
126-01 |
123-28 |
-2-05 |
-1.7% |
125-17 |
| Close |
126-11 |
124-19 |
-1-24 |
-1.4% |
126-11 |
| Range |
2-05 |
2-15 |
0-10 |
14.5% |
4-05 |
| ATR |
1-12 |
1-14 |
0-03 |
5.7% |
0-00 |
| Volume |
517 |
10,977 |
10,460 |
2,023.2% |
48,657 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-11 |
130-30 |
125-30 |
|
| R3 |
129-28 |
128-15 |
125-09 |
|
| R2 |
127-13 |
127-13 |
125-01 |
|
| R1 |
126-00 |
126-00 |
124-26 |
125-15 |
| PP |
124-30 |
124-30 |
124-30 |
124-22 |
| S1 |
123-17 |
123-17 |
124-12 |
123-00 |
| S2 |
122-15 |
122-15 |
124-05 |
|
| S3 |
120-00 |
121-02 |
123-29 |
|
| S4 |
117-17 |
118-19 |
123-08 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-21 |
137-05 |
128-20 |
|
| R3 |
135-16 |
133-00 |
127-16 |
|
| R2 |
131-11 |
131-11 |
127-03 |
|
| R1 |
128-27 |
128-27 |
126-23 |
128-00 |
| PP |
127-06 |
127-06 |
127-06 |
126-25 |
| S1 |
124-22 |
124-22 |
125-31 |
123-28 |
| S2 |
123-01 |
123-01 |
125-19 |
|
| S3 |
118-28 |
120-17 |
125-06 |
|
| S4 |
114-23 |
116-12 |
124-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-13 |
123-28 |
5-17 |
4.4% |
1-30 |
1.5% |
13% |
False |
True |
9,845 |
| 10 |
131-16 |
123-28 |
7-20 |
6.1% |
1-25 |
1.4% |
9% |
False |
True |
9,339 |
| 20 |
131-22 |
123-28 |
7-26 |
6.3% |
1-13 |
1.1% |
9% |
False |
True |
5,988 |
| 40 |
134-04 |
123-28 |
10-08 |
8.2% |
1-06 |
1.0% |
7% |
False |
True |
3,106 |
| 60 |
134-04 |
123-28 |
10-08 |
8.2% |
0-28 |
0.7% |
7% |
False |
True |
2,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-27 |
|
2.618 |
132-26 |
|
1.618 |
130-11 |
|
1.000 |
128-26 |
|
0.618 |
127-28 |
|
HIGH |
126-11 |
|
0.618 |
125-13 |
|
0.500 |
125-04 |
|
0.382 |
124-26 |
|
LOW |
123-28 |
|
0.618 |
122-11 |
|
1.000 |
121-13 |
|
1.618 |
119-28 |
|
2.618 |
117-13 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
126-01 |
| PP |
124-30 |
125-18 |
| S1 |
124-24 |
125-02 |
|