ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
119-18 |
-1-25 |
-1.5% |
121-07 |
| High |
121-20 |
121-16 |
-0-04 |
-0.1% |
122-02 |
| Low |
119-06 |
119-11 |
0-05 |
0.1% |
120-08 |
| Close |
119-11 |
121-10 |
1-31 |
1.6% |
120-14 |
| Range |
2-14 |
2-05 |
-0-09 |
-11.5% |
1-26 |
| ATR |
1-20 |
1-21 |
0-01 |
2.3% |
0-00 |
| Volume |
149,628 |
125,685 |
-23,943 |
-16.0% |
622,516 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
126-13 |
122-16 |
|
| R3 |
125-01 |
124-08 |
121-29 |
|
| R2 |
122-28 |
122-28 |
121-23 |
|
| R1 |
122-03 |
122-03 |
121-16 |
122-16 |
| PP |
120-23 |
120-23 |
120-23 |
120-29 |
| S1 |
119-30 |
119-30 |
121-04 |
120-10 |
| S2 |
118-18 |
118-18 |
120-29 |
|
| S3 |
116-13 |
117-25 |
120-23 |
|
| S4 |
114-08 |
115-20 |
120-04 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-07 |
121-14 |
|
| R3 |
124-17 |
123-13 |
120-30 |
|
| R2 |
122-23 |
122-23 |
120-25 |
|
| R1 |
121-19 |
121-19 |
120-19 |
121-08 |
| PP |
120-29 |
120-29 |
120-29 |
120-24 |
| S1 |
119-25 |
119-25 |
120-09 |
119-14 |
| S2 |
119-03 |
119-03 |
120-03 |
|
| S3 |
117-09 |
117-31 |
119-30 |
|
| S4 |
115-15 |
116-05 |
119-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-20 |
119-06 |
2-14 |
2.0% |
1-20 |
1.3% |
87% |
False |
False |
120,742 |
| 10 |
122-02 |
118-21 |
3-13 |
2.8% |
1-18 |
1.3% |
78% |
False |
False |
183,139 |
| 20 |
127-06 |
118-21 |
8-17 |
7.0% |
1-23 |
1.4% |
31% |
False |
False |
248,755 |
| 40 |
131-16 |
118-21 |
12-27 |
10.6% |
1-21 |
1.4% |
21% |
False |
False |
152,404 |
| 60 |
134-04 |
118-21 |
15-15 |
12.8% |
1-14 |
1.2% |
17% |
False |
False |
102,107 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-08 |
1.0% |
17% |
False |
False |
76,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-21 |
|
2.618 |
127-05 |
|
1.618 |
125-00 |
|
1.000 |
123-21 |
|
0.618 |
122-27 |
|
HIGH |
121-16 |
|
0.618 |
120-22 |
|
0.500 |
120-14 |
|
0.382 |
120-05 |
|
LOW |
119-11 |
|
0.618 |
118-00 |
|
1.000 |
117-06 |
|
1.618 |
115-27 |
|
2.618 |
113-22 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
121-00 |
| PP |
120-23 |
120-23 |
| S1 |
120-14 |
120-13 |
|