ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
127-04 |
124-30 |
-2-06 |
-1.7% |
125-20 |
| High |
127-06 |
125-09 |
-1-29 |
-1.5% |
127-19 |
| Low |
124-18 |
124-08 |
-0-10 |
-0.3% |
124-28 |
| Close |
124-27 |
124-17 |
-0-10 |
-0.3% |
126-01 |
| Range |
2-20 |
1-01 |
-1-19 |
-60.7% |
2-23 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.4% |
0-00 |
| Volume |
318,948 |
397,947 |
78,999 |
24.8% |
588,944 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
127-06 |
125-03 |
|
| R3 |
126-24 |
126-05 |
124-26 |
|
| R2 |
125-23 |
125-23 |
124-23 |
|
| R1 |
125-04 |
125-04 |
124-20 |
124-29 |
| PP |
124-22 |
124-22 |
124-22 |
124-18 |
| S1 |
124-03 |
124-03 |
124-14 |
123-28 |
| S2 |
123-21 |
123-21 |
124-11 |
|
| S3 |
122-20 |
123-02 |
124-08 |
|
| S4 |
121-19 |
122-01 |
123-31 |
|
|
| 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 |
124-08 |
3-24 |
3.0% |
1-16 |
1.2% |
8% |
False |
True |
276,563 |
| 10 |
128-00 |
124-07 |
3-25 |
3.0% |
1-15 |
1.2% |
8% |
False |
False |
170,761 |
| 20 |
130-22 |
123-26 |
6-28 |
5.5% |
1-19 |
1.3% |
10% |
False |
False |
91,070 |
| 40 |
133-25 |
123-26 |
9-31 |
8.0% |
1-11 |
1.1% |
7% |
False |
False |
46,699 |
| 60 |
134-04 |
123-26 |
10-10 |
8.3% |
1-04 |
0.9% |
7% |
False |
False |
31,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
127-31 |
|
1.618 |
126-30 |
|
1.000 |
126-10 |
|
0.618 |
125-29 |
|
HIGH |
125-09 |
|
0.618 |
124-28 |
|
0.500 |
124-24 |
|
0.382 |
124-21 |
|
LOW |
124-08 |
|
0.618 |
123-20 |
|
1.000 |
123-07 |
|
1.618 |
122-19 |
|
2.618 |
121-18 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-24 |
126-04 |
| PP |
124-22 |
125-19 |
| S1 |
124-20 |
125-02 |
|