ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-31 |
119-17 |
-2-14 |
-2.0% |
124-08 |
| High |
122-04 |
120-12 |
-1-24 |
-1.4% |
125-14 |
| Low |
119-11 |
118-21 |
-0-22 |
-0.6% |
120-27 |
| Close |
119-19 |
119-02 |
-0-17 |
-0.4% |
121-19 |
| Range |
2-25 |
1-23 |
-1-02 |
-38.2% |
4-19 |
| ATR |
1-22 |
1-23 |
0-00 |
0.1% |
0-00 |
| Volume |
332,715 |
307,683 |
-25,032 |
-7.5% |
1,546,175 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-16 |
120-00 |
|
| R3 |
122-26 |
121-25 |
119-17 |
|
| R2 |
121-03 |
121-03 |
119-12 |
|
| R1 |
120-02 |
120-02 |
119-07 |
119-23 |
| PP |
119-12 |
119-12 |
119-12 |
119-06 |
| S1 |
118-11 |
118-11 |
118-29 |
118-00 |
| S2 |
117-21 |
117-21 |
118-24 |
|
| S3 |
115-30 |
116-20 |
118-19 |
|
| S4 |
114-07 |
114-29 |
118-04 |
|
|
| 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 |
122-20 |
118-21 |
3-31 |
3.3% |
1-25 |
1.5% |
10% |
False |
True |
283,043 |
| 10 |
125-22 |
118-21 |
7-01 |
5.9% |
1-26 |
1.5% |
6% |
False |
True |
313,245 |
| 20 |
128-00 |
118-21 |
9-11 |
7.8% |
1-20 |
1.4% |
4% |
False |
True |
222,766 |
| 40 |
131-22 |
118-21 |
13-01 |
10.9% |
1-17 |
1.3% |
3% |
False |
True |
114,954 |
| 60 |
134-04 |
118-21 |
15-15 |
13.0% |
1-11 |
1.1% |
3% |
False |
True |
76,721 |
| 80 |
134-04 |
118-21 |
15-15 |
13.0% |
1-03 |
0.9% |
3% |
False |
True |
57,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-22 |
|
2.618 |
124-28 |
|
1.618 |
123-05 |
|
1.000 |
122-03 |
|
0.618 |
121-14 |
|
HIGH |
120-12 |
|
0.618 |
119-23 |
|
0.500 |
119-16 |
|
0.382 |
119-10 |
|
LOW |
118-21 |
|
0.618 |
117-19 |
|
1.000 |
116-30 |
|
1.618 |
115-28 |
|
2.618 |
114-05 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-15 |
| PP |
119-12 |
120-00 |
| S1 |
119-07 |
119-17 |
|