ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-17 |
119-02 |
-0-15 |
-0.4% |
124-08 |
| High |
120-12 |
120-01 |
-0-11 |
-0.3% |
125-14 |
| Low |
118-21 |
118-22 |
0-01 |
0.0% |
120-27 |
| Close |
119-02 |
119-17 |
0-15 |
0.4% |
121-19 |
| Range |
1-23 |
1-11 |
-0-12 |
-21.8% |
4-19 |
| ATR |
1-23 |
1-22 |
-0-01 |
-1.5% |
0-00 |
| Volume |
307,683 |
277,240 |
-30,443 |
-9.9% |
1,546,175 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-14 |
122-27 |
120-09 |
|
| R3 |
122-03 |
121-16 |
119-29 |
|
| R2 |
120-24 |
120-24 |
119-25 |
|
| R1 |
120-05 |
120-05 |
119-21 |
120-14 |
| PP |
119-13 |
119-13 |
119-13 |
119-18 |
| S1 |
118-26 |
118-26 |
119-13 |
119-04 |
| S2 |
118-02 |
118-02 |
119-09 |
|
| S3 |
116-23 |
117-15 |
119-05 |
|
| S4 |
115-12 |
116-04 |
118-25 |
|
|
| 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 |
122-19 |
118-21 |
3-30 |
3.3% |
1-25 |
1.5% |
22% |
False |
False |
271,238 |
| 10 |
125-22 |
118-21 |
7-01 |
5.9% |
1-27 |
1.5% |
12% |
False |
False |
301,174 |
| 20 |
128-00 |
118-21 |
9-11 |
7.8% |
1-21 |
1.4% |
9% |
False |
False |
235,968 |
| 40 |
131-16 |
118-21 |
12-27 |
10.7% |
1-18 |
1.3% |
7% |
False |
False |
121,869 |
| 60 |
134-04 |
118-21 |
15-15 |
12.9% |
1-12 |
1.1% |
6% |
False |
False |
81,340 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-03 |
0.9% |
6% |
False |
False |
61,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
123-18 |
|
1.618 |
122-07 |
|
1.000 |
121-12 |
|
0.618 |
120-28 |
|
HIGH |
120-01 |
|
0.618 |
119-17 |
|
0.500 |
119-12 |
|
0.382 |
119-06 |
|
LOW |
118-22 |
|
0.618 |
117-27 |
|
1.000 |
117-11 |
|
1.618 |
116-16 |
|
2.618 |
115-05 |
|
4.250 |
112-31 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-15 |
120-12 |
| PP |
119-13 |
120-03 |
| S1 |
119-12 |
119-26 |
|