ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
121-02 |
0-00 |
0.0% |
120-14 |
| High |
121-09 |
122-07 |
0-30 |
0.8% |
122-07 |
| Low |
120-13 |
121-01 |
0-20 |
0.5% |
119-06 |
| Close |
121-00 |
122-04 |
1-04 |
0.9% |
122-04 |
| Range |
0-28 |
1-06 |
0-10 |
35.7% |
3-01 |
| ATR |
1-19 |
1-19 |
-0-01 |
-1.7% |
0-00 |
| Volume |
94,525 |
79,951 |
-14,574 |
-15.4% |
535,978 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-11 |
124-30 |
122-25 |
|
| R3 |
124-05 |
123-24 |
122-14 |
|
| R2 |
122-31 |
122-31 |
122-11 |
|
| R1 |
122-18 |
122-18 |
122-07 |
122-24 |
| PP |
121-25 |
121-25 |
121-25 |
121-29 |
| S1 |
121-12 |
121-12 |
122-01 |
121-18 |
| S2 |
120-19 |
120-19 |
121-29 |
|
| S3 |
119-13 |
120-06 |
121-26 |
|
| S4 |
118-07 |
119-00 |
121-15 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-09 |
129-07 |
123-25 |
|
| R3 |
127-08 |
126-06 |
122-31 |
|
| R2 |
124-07 |
124-07 |
122-22 |
|
| R1 |
123-05 |
123-05 |
122-13 |
123-22 |
| PP |
121-06 |
121-06 |
121-06 |
121-14 |
| S1 |
120-04 |
120-04 |
121-27 |
120-21 |
| S2 |
118-05 |
118-05 |
121-18 |
|
| S3 |
115-04 |
117-03 |
121-09 |
|
| S4 |
112-03 |
114-02 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-07 |
119-06 |
3-01 |
2.5% |
1-22 |
1.4% |
97% |
True |
False |
107,195 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-15 |
1.2% |
97% |
True |
False |
142,095 |
| 20 |
125-22 |
118-21 |
7-01 |
5.8% |
1-21 |
1.3% |
49% |
False |
False |
221,634 |
| 40 |
130-22 |
118-21 |
12-01 |
9.9% |
1-20 |
1.3% |
29% |
False |
False |
156,352 |
| 60 |
133-25 |
118-21 |
15-04 |
12.4% |
1-14 |
1.2% |
23% |
False |
False |
105,011 |
| 80 |
134-04 |
118-21 |
15-15 |
12.7% |
1-08 |
1.0% |
22% |
False |
False |
78,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-08 |
|
2.618 |
125-10 |
|
1.618 |
124-04 |
|
1.000 |
123-13 |
|
0.618 |
122-30 |
|
HIGH |
122-07 |
|
0.618 |
121-24 |
|
0.500 |
121-20 |
|
0.382 |
121-16 |
|
LOW |
121-01 |
|
0.618 |
120-10 |
|
1.000 |
119-27 |
|
1.618 |
119-04 |
|
2.618 |
117-30 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-31 |
121-22 |
| PP |
121-25 |
121-07 |
| S1 |
121-20 |
120-25 |
|