ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-29 |
125-12 |
-0-17 |
-0.4% |
129-05 |
| High |
126-09 |
125-12 |
-0-29 |
-0.7% |
129-22 |
| Low |
125-02 |
124-07 |
-0-27 |
-0.7% |
125-17 |
| Close |
125-15 |
124-31 |
-0-16 |
-0.4% |
126-11 |
| Range |
1-07 |
1-05 |
-0-02 |
-5.1% |
4-05 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.2% |
0-00 |
| Volume |
13,211 |
20,582 |
7,371 |
55.8% |
48,657 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-10 |
127-26 |
125-19 |
|
| R3 |
127-05 |
126-21 |
125-09 |
|
| R2 |
126-00 |
126-00 |
125-06 |
|
| R1 |
125-16 |
125-16 |
125-02 |
125-06 |
| PP |
124-27 |
124-27 |
124-27 |
124-22 |
| S1 |
124-11 |
124-11 |
124-28 |
124-00 |
| S2 |
123-22 |
123-22 |
124-24 |
|
| S3 |
122-17 |
123-06 |
124-21 |
|
| S4 |
121-12 |
122-01 |
124-11 |
|
|
| 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% |
1-28 |
1.5% |
26% |
False |
False |
13,801 |
| 10 |
130-01 |
123-26 |
6-07 |
5.0% |
1-21 |
1.3% |
19% |
False |
False |
12,755 |
| 20 |
131-16 |
123-26 |
7-22 |
6.2% |
1-14 |
1.2% |
15% |
False |
False |
8,698 |
| 40 |
134-04 |
123-26 |
10-10 |
8.3% |
1-08 |
1.0% |
11% |
False |
False |
4,540 |
| 60 |
134-04 |
123-26 |
10-10 |
8.3% |
0-30 |
0.8% |
11% |
False |
False |
3,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-09 |
|
2.618 |
128-13 |
|
1.618 |
127-08 |
|
1.000 |
126-17 |
|
0.618 |
126-03 |
|
HIGH |
125-12 |
|
0.618 |
124-30 |
|
0.500 |
124-26 |
|
0.382 |
124-21 |
|
LOW |
124-07 |
|
0.618 |
123-16 |
|
1.000 |
123-02 |
|
1.618 |
122-11 |
|
2.618 |
121-06 |
|
4.250 |
119-10 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-29 |
125-02 |
| PP |
124-27 |
125-01 |
| S1 |
124-26 |
125-00 |
|