ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-06 |
123-28 |
-2-10 |
-1.8% |
129-05 |
| High |
126-11 |
126-04 |
-0-07 |
-0.2% |
129-22 |
| Low |
123-28 |
123-26 |
-0-02 |
-0.1% |
125-17 |
| Close |
124-19 |
126-04 |
1-17 |
1.2% |
126-11 |
| Range |
2-15 |
2-10 |
-0-05 |
-6.3% |
4-05 |
| ATR |
1-14 |
1-16 |
0-02 |
4.2% |
0-00 |
| Volume |
10,977 |
23,722 |
12,745 |
116.1% |
48,657 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-09 |
131-17 |
127-13 |
|
| R3 |
129-31 |
129-07 |
126-24 |
|
| R2 |
127-21 |
127-21 |
126-18 |
|
| R1 |
126-29 |
126-29 |
126-11 |
127-09 |
| PP |
125-11 |
125-11 |
125-11 |
125-18 |
| S1 |
124-19 |
124-19 |
125-29 |
124-31 |
| S2 |
123-01 |
123-01 |
125-22 |
|
| S3 |
120-23 |
122-09 |
125-16 |
|
| S4 |
118-13 |
119-31 |
124-27 |
|
|
| 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 |
128-06 |
123-26 |
4-12 |
3.5% |
1-30 |
1.5% |
53% |
False |
True |
13,306 |
| 10 |
131-16 |
123-26 |
7-22 |
6.1% |
1-29 |
1.5% |
30% |
False |
True |
11,208 |
| 20 |
131-22 |
123-26 |
7-28 |
6.2% |
1-14 |
1.1% |
29% |
False |
True |
7,141 |
| 40 |
134-04 |
123-26 |
10-10 |
8.2% |
1-07 |
1.0% |
22% |
False |
True |
3,699 |
| 60 |
134-04 |
123-26 |
10-10 |
8.2% |
0-29 |
0.7% |
22% |
False |
True |
2,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-30 |
|
2.618 |
132-06 |
|
1.618 |
129-28 |
|
1.000 |
128-14 |
|
0.618 |
127-18 |
|
HIGH |
126-04 |
|
0.618 |
125-08 |
|
0.500 |
124-31 |
|
0.382 |
124-22 |
|
LOW |
123-26 |
|
0.618 |
122-12 |
|
1.000 |
121-16 |
|
1.618 |
120-02 |
|
2.618 |
117-24 |
|
4.250 |
114-00 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
126-03 |
| PP |
125-11 |
126-01 |
| S1 |
124-31 |
126-00 |
|