ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-22 |
124-08 |
-0-14 |
-0.4% |
125-26 |
| High |
125-22 |
125-14 |
-0-08 |
-0.2% |
128-00 |
| Low |
123-31 |
124-08 |
0-09 |
0.2% |
123-31 |
| Close |
124-04 |
125-08 |
1-04 |
0.9% |
124-04 |
| Range |
1-23 |
1-06 |
-0-17 |
-30.9% |
4-01 |
| ATR |
1-17 |
1-16 |
0-00 |
-1.0% |
0-00 |
| Volume |
328,188 |
214,747 |
-113,441 |
-34.6% |
1,410,293 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
128-03 |
125-29 |
|
| R3 |
127-11 |
126-29 |
125-18 |
|
| R2 |
126-05 |
126-05 |
125-15 |
|
| R1 |
125-23 |
125-23 |
125-11 |
125-30 |
| PP |
124-31 |
124-31 |
124-31 |
125-03 |
| S1 |
124-17 |
124-17 |
125-05 |
124-24 |
| S2 |
123-25 |
123-25 |
125-01 |
|
| S3 |
122-19 |
123-11 |
124-30 |
|
| S4 |
121-13 |
122-05 |
124-19 |
|
|
| 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% |
1-18 |
1.3% |
32% |
False |
False |
306,873 |
| 10 |
128-00 |
123-31 |
4-01 |
3.2% |
1-17 |
1.2% |
32% |
False |
False |
221,398 |
| 20 |
129-22 |
123-26 |
5-28 |
4.7% |
1-18 |
1.3% |
24% |
False |
False |
117,355 |
| 40 |
133-21 |
123-26 |
9-27 |
7.9% |
1-12 |
1.1% |
15% |
False |
False |
60,263 |
| 60 |
134-04 |
123-26 |
10-10 |
8.2% |
1-06 |
0.9% |
14% |
False |
False |
40,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-16 |
|
2.618 |
128-17 |
|
1.618 |
127-11 |
|
1.000 |
126-20 |
|
0.618 |
126-05 |
|
HIGH |
125-14 |
|
0.618 |
124-31 |
|
0.500 |
124-27 |
|
0.382 |
124-23 |
|
LOW |
124-08 |
|
0.618 |
123-17 |
|
1.000 |
123-02 |
|
1.618 |
122-11 |
|
2.618 |
121-05 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
125-04 |
| PP |
124-31 |
124-31 |
| S1 |
124-27 |
124-26 |
|