ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-21 |
130-16 |
-0-05 |
-0.1% |
130-31 |
| High |
131-07 |
131-00 |
-0-07 |
-0.2% |
133-00 |
| Low |
130-09 |
128-22 |
-1-19 |
-1.2% |
129-29 |
| Close |
130-13 |
128-26 |
-1-19 |
-1.2% |
130-22 |
| Range |
0-30 |
2-10 |
1-12 |
146.7% |
3-03 |
| ATR |
1-14 |
1-16 |
0-02 |
4.2% |
0-00 |
| Volume |
224,569 |
468,072 |
243,503 |
108.4% |
1,810,628 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-14 |
134-30 |
130-03 |
|
| R3 |
134-04 |
132-20 |
129-14 |
|
| R2 |
131-26 |
131-26 |
129-08 |
|
| R1 |
130-10 |
130-10 |
129-01 |
129-29 |
| PP |
129-16 |
129-16 |
129-16 |
129-10 |
| S1 |
128-00 |
128-00 |
128-19 |
127-19 |
| S2 |
127-06 |
127-06 |
128-12 |
|
| S3 |
124-28 |
125-22 |
128-06 |
|
| S4 |
122-18 |
123-12 |
127-17 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
138-22 |
132-12 |
|
| R3 |
137-12 |
135-19 |
131-17 |
|
| R2 |
134-09 |
134-09 |
131-08 |
|
| R1 |
132-16 |
132-16 |
130-31 |
131-27 |
| PP |
131-06 |
131-06 |
131-06 |
130-28 |
| S1 |
129-13 |
129-13 |
130-13 |
128-24 |
| S2 |
128-03 |
128-03 |
130-04 |
|
| S3 |
125-00 |
126-10 |
129-27 |
|
| S4 |
121-29 |
123-07 |
129-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-00 |
128-22 |
4-10 |
3.3% |
2-00 |
1.5% |
3% |
False |
True |
389,878 |
| 10 |
133-00 |
128-22 |
4-10 |
3.3% |
1-18 |
1.2% |
3% |
False |
True |
346,280 |
| 20 |
133-27 |
128-22 |
5-05 |
4.0% |
1-15 |
1.1% |
2% |
False |
True |
340,237 |
| 40 |
135-12 |
128-22 |
6-22 |
5.2% |
1-13 |
1.1% |
2% |
False |
True |
312,897 |
| 60 |
135-19 |
128-22 |
6-29 |
5.4% |
1-16 |
1.2% |
2% |
False |
True |
280,837 |
| 80 |
135-19 |
124-22 |
10-29 |
8.5% |
1-13 |
1.1% |
38% |
False |
False |
210,939 |
| 100 |
135-19 |
121-16 |
14-03 |
10.9% |
1-10 |
1.0% |
52% |
False |
False |
168,798 |
| 120 |
135-19 |
120-04 |
15-15 |
12.0% |
1-05 |
0.9% |
56% |
False |
False |
140,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-26 |
|
2.618 |
137-02 |
|
1.618 |
134-24 |
|
1.000 |
133-10 |
|
0.618 |
132-14 |
|
HIGH |
131-00 |
|
0.618 |
130-04 |
|
0.500 |
129-27 |
|
0.382 |
129-18 |
|
LOW |
128-22 |
|
0.618 |
127-08 |
|
1.000 |
126-12 |
|
1.618 |
124-30 |
|
2.618 |
122-20 |
|
4.250 |
118-28 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-27 |
130-05 |
| PP |
129-16 |
129-23 |
| S1 |
129-05 |
129-08 |
|