ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
126-23 |
0-29 |
0.7% |
125-20 |
| High |
126-27 |
128-00 |
1-05 |
0.9% |
127-19 |
| Low |
125-18 |
126-23 |
1-05 |
0.9% |
124-28 |
| Close |
126-22 |
127-09 |
0-19 |
0.5% |
126-01 |
| Range |
1-09 |
1-09 |
0-00 |
0.0% |
2-23 |
| ATR |
1-15 |
1-14 |
0-00 |
-0.7% |
0-00 |
| Volume |
90,671 |
274,539 |
183,868 |
202.8% |
588,944 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
130-16 |
128-00 |
|
| R3 |
129-29 |
129-07 |
127-20 |
|
| R2 |
128-20 |
128-20 |
127-17 |
|
| R1 |
127-30 |
127-30 |
127-13 |
128-09 |
| PP |
127-11 |
127-11 |
127-11 |
127-16 |
| S1 |
126-21 |
126-21 |
127-05 |
127-00 |
| S2 |
126-02 |
126-02 |
127-01 |
|
| S3 |
124-25 |
125-12 |
126-30 |
|
| S4 |
123-16 |
124-03 |
126-18 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-10 |
132-29 |
127-17 |
|
| R3 |
131-19 |
130-06 |
126-25 |
|
| R2 |
128-28 |
128-28 |
126-17 |
|
| R1 |
127-15 |
127-15 |
126-09 |
128-06 |
| PP |
126-05 |
126-05 |
126-05 |
126-17 |
| S1 |
124-24 |
124-24 |
125-25 |
125-14 |
| S2 |
123-14 |
123-14 |
125-17 |
|
| S3 |
120-23 |
122-01 |
125-09 |
|
| S4 |
118-00 |
119-10 |
124-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-00 |
124-28 |
3-04 |
2.5% |
1-16 |
1.2% |
77% |
True |
False |
187,459 |
| 10 |
128-00 |
123-26 |
4-06 |
3.3% |
1-14 |
1.1% |
83% |
True |
False |
102,765 |
| 20 |
131-16 |
123-26 |
7-22 |
6.0% |
1-20 |
1.3% |
45% |
False |
False |
56,052 |
| 40 |
134-04 |
123-26 |
10-10 |
8.1% |
1-10 |
1.0% |
34% |
False |
False |
28,782 |
| 60 |
134-04 |
123-26 |
10-10 |
8.1% |
1-03 |
0.9% |
34% |
False |
False |
19,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-14 |
|
2.618 |
131-11 |
|
1.618 |
130-02 |
|
1.000 |
129-09 |
|
0.618 |
128-25 |
|
HIGH |
128-00 |
|
0.618 |
127-16 |
|
0.500 |
127-12 |
|
0.382 |
127-07 |
|
LOW |
126-23 |
|
0.618 |
125-30 |
|
1.000 |
125-14 |
|
1.618 |
124-21 |
|
2.618 |
123-12 |
|
4.250 |
121-09 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-12 |
127-00 |
| PP |
127-11 |
126-23 |
| S1 |
127-10 |
126-14 |
|