ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
124-22 |
-0-08 |
-0.2% |
125-26 |
| High |
125-09 |
125-22 |
0-13 |
0.3% |
128-00 |
| Low |
124-08 |
123-31 |
-0-09 |
-0.2% |
123-31 |
| Close |
124-17 |
124-04 |
-0-13 |
-0.3% |
124-04 |
| Range |
1-01 |
1-23 |
0-22 |
66.7% |
4-01 |
| ATR |
1-16 |
1-17 |
0-00 |
1.0% |
0-00 |
| Volume |
397,947 |
328,188 |
-69,759 |
-17.5% |
1,410,293 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
128-21 |
125-02 |
|
| R3 |
128-01 |
126-30 |
124-19 |
|
| R2 |
126-10 |
126-10 |
124-14 |
|
| R1 |
125-07 |
125-07 |
124-09 |
124-29 |
| PP |
124-19 |
124-19 |
124-19 |
124-14 |
| S1 |
123-16 |
123-16 |
123-31 |
123-06 |
| S2 |
122-28 |
122-28 |
123-26 |
|
| S3 |
121-05 |
121-25 |
123-21 |
|
| S4 |
119-14 |
120-02 |
123-06 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-15 |
134-26 |
126-11 |
|
| R3 |
133-14 |
130-25 |
125-07 |
|
| R2 |
129-13 |
129-13 |
124-28 |
|
| R1 |
126-24 |
126-24 |
124-16 |
126-02 |
| PP |
125-12 |
125-12 |
125-12 |
125-00 |
| S1 |
122-23 |
122-23 |
123-24 |
122-01 |
| S2 |
121-11 |
121-11 |
123-12 |
|
| S3 |
117-10 |
118-22 |
123-01 |
|
| S4 |
113-09 |
114-21 |
121-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-00 |
123-31 |
4-01 |
3.2% |
1-19 |
1.3% |
4% |
False |
True |
282,058 |
| 10 |
128-00 |
123-31 |
4-01 |
3.2% |
1-16 |
1.2% |
4% |
False |
True |
201,522 |
| 20 |
130-01 |
123-26 |
6-07 |
5.0% |
1-19 |
1.3% |
5% |
False |
False |
107,139 |
| 40 |
133-25 |
123-26 |
9-31 |
8.0% |
1-12 |
1.1% |
3% |
False |
False |
54,900 |
| 60 |
134-04 |
123-26 |
10-10 |
8.3% |
1-05 |
0.9% |
3% |
False |
False |
36,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-00 |
|
2.618 |
130-06 |
|
1.618 |
128-15 |
|
1.000 |
127-13 |
|
0.618 |
126-24 |
|
HIGH |
125-22 |
|
0.618 |
125-01 |
|
0.500 |
124-26 |
|
0.382 |
124-20 |
|
LOW |
123-31 |
|
0.618 |
122-29 |
|
1.000 |
122-08 |
|
1.618 |
121-06 |
|
2.618 |
119-15 |
|
4.250 |
116-21 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
125-18 |
| PP |
124-19 |
125-03 |
| S1 |
124-12 |
124-20 |
|