ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-08 |
125-11 |
1-03 |
0.9% |
125-26 |
| High |
125-14 |
125-11 |
-0-03 |
-0.1% |
128-00 |
| Low |
124-08 |
122-09 |
-1-31 |
-1.6% |
123-31 |
| Close |
125-08 |
122-16 |
-2-24 |
-2.2% |
124-04 |
| Range |
1-06 |
3-02 |
1-28 |
157.9% |
4-01 |
| ATR |
1-16 |
1-20 |
0-04 |
7.4% |
0-00 |
| Volume |
214,747 |
375,786 |
161,039 |
75.0% |
1,410,293 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-18 |
130-19 |
124-06 |
|
| R3 |
129-16 |
127-17 |
123-11 |
|
| R2 |
126-14 |
126-14 |
123-02 |
|
| R1 |
124-15 |
124-15 |
122-25 |
123-30 |
| PP |
123-12 |
123-12 |
123-12 |
123-03 |
| S1 |
121-13 |
121-13 |
122-07 |
120-28 |
| S2 |
120-10 |
120-10 |
121-30 |
|
| S3 |
117-08 |
118-11 |
121-21 |
|
| S4 |
114-06 |
115-09 |
120-26 |
|
|
| 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 |
127-06 |
122-09 |
4-29 |
4.0% |
1-30 |
1.6% |
4% |
False |
True |
327,123 |
| 10 |
128-00 |
122-09 |
5-23 |
4.7% |
1-23 |
1.4% |
4% |
False |
True |
257,291 |
| 20 |
129-13 |
122-09 |
7-04 |
5.8% |
1-22 |
1.4% |
3% |
False |
True |
135,624 |
| 40 |
133-21 |
122-09 |
11-12 |
9.3% |
1-14 |
1.2% |
2% |
False |
True |
69,652 |
| 60 |
134-04 |
122-09 |
11-27 |
9.7% |
1-07 |
1.0% |
2% |
False |
True |
46,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-12 |
|
2.618 |
133-12 |
|
1.618 |
130-10 |
|
1.000 |
128-13 |
|
0.618 |
127-08 |
|
HIGH |
125-11 |
|
0.618 |
124-06 |
|
0.500 |
123-26 |
|
0.382 |
123-14 |
|
LOW |
122-09 |
|
0.618 |
120-12 |
|
1.000 |
119-07 |
|
1.618 |
117-10 |
|
2.618 |
114-08 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-26 |
124-00 |
| PP |
123-12 |
123-16 |
| S1 |
122-30 |
123-00 |
|