ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123-25 |
122-19 |
-1-06 |
-1.0% |
125-30 |
| High |
123-31 |
123-22 |
-0-09 |
-0.2% |
126-28 |
| Low |
122-20 |
122-03 |
-0-17 |
-0.4% |
122-12 |
| Close |
123-01 |
123-13 |
0-12 |
0.3% |
123-01 |
| Range |
1-11 |
1-19 |
0-08 |
18.6% |
4-16 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.2% |
0-00 |
| Volume |
9,063 |
2,630 |
-6,433 |
-71.0% |
61,911 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
127-07 |
124-09 |
|
| R3 |
126-08 |
125-20 |
123-27 |
|
| R2 |
124-21 |
124-21 |
123-22 |
|
| R1 |
124-01 |
124-01 |
123-18 |
124-11 |
| PP |
123-02 |
123-02 |
123-02 |
123-07 |
| S1 |
122-14 |
122-14 |
123-08 |
122-24 |
| S2 |
121-15 |
121-15 |
123-04 |
|
| S3 |
119-28 |
120-27 |
122-31 |
|
| S4 |
118-09 |
119-08 |
122-17 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
134-26 |
125-16 |
|
| R3 |
133-03 |
130-10 |
124-09 |
|
| R2 |
128-19 |
128-19 |
123-27 |
|
| R1 |
125-26 |
125-26 |
123-14 |
124-30 |
| PP |
124-03 |
124-03 |
124-03 |
123-21 |
| S1 |
121-10 |
121-10 |
122-20 |
120-14 |
| S2 |
119-19 |
119-19 |
122-07 |
|
| S3 |
115-03 |
116-26 |
121-25 |
|
| S4 |
110-19 |
112-10 |
120-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-25 |
122-03 |
4-22 |
3.8% |
1-28 |
1.5% |
28% |
False |
True |
10,203 |
| 10 |
129-14 |
122-03 |
7-11 |
6.0% |
1-22 |
1.4% |
18% |
False |
True |
35,509 |
| 20 |
129-14 |
122-03 |
7-11 |
6.0% |
1-20 |
1.3% |
18% |
False |
True |
199,049 |
| 40 |
133-00 |
122-03 |
10-29 |
8.8% |
1-17 |
1.3% |
12% |
False |
True |
262,718 |
| 60 |
135-12 |
122-03 |
13-09 |
10.8% |
1-15 |
1.2% |
10% |
False |
True |
275,780 |
| 80 |
135-19 |
122-03 |
13-16 |
10.9% |
1-18 |
1.3% |
10% |
False |
True |
272,704 |
| 100 |
135-19 |
122-03 |
13-16 |
10.9% |
1-15 |
1.2% |
10% |
False |
True |
218,731 |
| 120 |
135-19 |
122-03 |
13-16 |
10.9% |
1-12 |
1.1% |
10% |
False |
True |
182,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-15 |
|
2.618 |
127-28 |
|
1.618 |
126-09 |
|
1.000 |
125-09 |
|
0.618 |
124-22 |
|
HIGH |
123-22 |
|
0.618 |
123-03 |
|
0.500 |
122-28 |
|
0.382 |
122-22 |
|
LOW |
122-03 |
|
0.618 |
121-03 |
|
1.000 |
120-16 |
|
1.618 |
119-16 |
|
2.618 |
117-29 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-08 |
123-10 |
| PP |
123-02 |
123-06 |
| S1 |
122-28 |
123-03 |
|