ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-18 |
122-08 |
0-22 |
0.6% |
124-08 |
| High |
122-20 |
122-19 |
-0-01 |
0.0% |
125-14 |
| Low |
121-11 |
121-05 |
-0-06 |
-0.2% |
120-27 |
| Close |
122-04 |
121-19 |
-0-17 |
-0.4% |
121-19 |
| Range |
1-09 |
1-14 |
0-05 |
12.2% |
4-19 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.8% |
0-00 |
| Volume |
336,267 |
218,807 |
-117,460 |
-34.9% |
1,546,175 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
125-09 |
122-12 |
|
| R3 |
124-21 |
123-27 |
122-00 |
|
| R2 |
123-07 |
123-07 |
121-27 |
|
| R1 |
122-13 |
122-13 |
121-23 |
122-03 |
| PP |
121-25 |
121-25 |
121-25 |
121-20 |
| S1 |
120-31 |
120-31 |
121-15 |
120-21 |
| S2 |
120-11 |
120-11 |
121-11 |
|
| S3 |
118-29 |
119-17 |
121-06 |
|
| S4 |
117-15 |
118-03 |
120-26 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-13 |
133-19 |
124-04 |
|
| R3 |
131-26 |
129-00 |
122-27 |
|
| R2 |
127-07 |
127-07 |
122-14 |
|
| R1 |
124-13 |
124-13 |
122-00 |
123-16 |
| PP |
122-20 |
122-20 |
122-20 |
122-06 |
| S1 |
119-26 |
119-26 |
121-06 |
118-30 |
| S2 |
118-01 |
118-01 |
120-24 |
|
| S3 |
113-14 |
115-07 |
120-11 |
|
| S4 |
108-27 |
110-20 |
119-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-14 |
120-27 |
4-19 |
3.8% |
1-26 |
1.5% |
16% |
False |
False |
309,235 |
| 10 |
128-00 |
120-27 |
7-05 |
5.9% |
1-23 |
1.4% |
10% |
False |
False |
295,646 |
| 20 |
128-06 |
120-27 |
7-11 |
6.0% |
1-22 |
1.4% |
10% |
False |
False |
181,520 |
| 40 |
131-22 |
120-27 |
10-27 |
8.9% |
1-16 |
1.2% |
7% |
False |
False |
93,536 |
| 60 |
134-04 |
120-27 |
13-09 |
10.9% |
1-09 |
1.1% |
6% |
False |
False |
62,389 |
| 80 |
134-04 |
120-27 |
13-09 |
10.9% |
1-00 |
0.8% |
6% |
False |
False |
46,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-22 |
|
2.618 |
126-11 |
|
1.618 |
124-29 |
|
1.000 |
124-01 |
|
0.618 |
123-15 |
|
HIGH |
122-19 |
|
0.618 |
122-01 |
|
0.500 |
121-28 |
|
0.382 |
121-23 |
|
LOW |
121-05 |
|
0.618 |
120-09 |
|
1.000 |
119-23 |
|
1.618 |
118-27 |
|
2.618 |
117-13 |
|
4.250 |
115-02 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-28 |
121-30 |
| PP |
121-25 |
121-26 |
| S1 |
121-22 |
121-22 |
|