ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-18 |
121-02 |
1-16 |
1.3% |
121-07 |
| High |
121-16 |
121-09 |
-0-07 |
-0.2% |
122-02 |
| Low |
119-11 |
120-13 |
1-02 |
0.9% |
120-08 |
| Close |
121-10 |
121-00 |
-0-10 |
-0.3% |
120-14 |
| Range |
2-05 |
0-28 |
-1-09 |
-59.4% |
1-26 |
| ATR |
1-21 |
1-19 |
-0-02 |
-3.2% |
0-00 |
| Volume |
125,685 |
94,525 |
-31,160 |
-24.8% |
622,516 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
123-04 |
121-15 |
|
| R3 |
122-21 |
122-08 |
121-08 |
|
| R2 |
121-25 |
121-25 |
121-05 |
|
| R1 |
121-12 |
121-12 |
121-03 |
121-04 |
| PP |
120-29 |
120-29 |
120-29 |
120-25 |
| S1 |
120-16 |
120-16 |
120-29 |
120-08 |
| S2 |
120-01 |
120-01 |
120-27 |
|
| S3 |
119-05 |
119-20 |
120-24 |
|
| S4 |
118-09 |
118-24 |
120-17 |
|
|
| 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% |
1-19 |
1.3% |
74% |
False |
False |
108,221 |
| 10 |
122-02 |
118-22 |
3-12 |
2.8% |
1-15 |
1.2% |
69% |
False |
False |
161,823 |
| 20 |
125-22 |
118-21 |
7-01 |
5.8% |
1-20 |
1.4% |
33% |
False |
False |
237,534 |
| 40 |
131-16 |
118-21 |
12-27 |
10.6% |
1-21 |
1.4% |
18% |
False |
False |
154,641 |
| 60 |
134-04 |
118-21 |
15-15 |
12.8% |
1-14 |
1.2% |
15% |
False |
False |
103,681 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-08 |
1.0% |
15% |
False |
False |
77,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-18 |
|
1.618 |
122-22 |
|
1.000 |
122-05 |
|
0.618 |
121-26 |
|
HIGH |
121-09 |
|
0.618 |
120-30 |
|
0.500 |
120-27 |
|
0.382 |
120-24 |
|
LOW |
120-13 |
|
0.618 |
119-28 |
|
1.000 |
119-17 |
|
1.618 |
119-00 |
|
2.618 |
118-04 |
|
4.250 |
116-22 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-30 |
120-26 |
| PP |
120-29 |
120-19 |
| S1 |
120-27 |
120-13 |
|