ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128-26 |
129-01 |
0-07 |
0.2% |
130-31 |
| High |
129-05 |
129-07 |
0-02 |
0.0% |
133-00 |
| Low |
127-14 |
128-16 |
1-02 |
0.8% |
129-29 |
| Close |
129-02 |
128-23 |
-0-11 |
-0.3% |
130-22 |
| Range |
1-23 |
0-23 |
-1-00 |
-58.2% |
3-03 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.8% |
0-00 |
| Volume |
544,864 |
67,067 |
-477,797 |
-87.7% |
1,810,628 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-31 |
130-18 |
129-04 |
|
| R3 |
130-08 |
129-27 |
128-29 |
|
| R2 |
129-17 |
129-17 |
128-27 |
|
| R1 |
129-04 |
129-04 |
128-25 |
128-31 |
| PP |
128-26 |
128-26 |
128-26 |
128-24 |
| S1 |
128-13 |
128-13 |
128-21 |
128-08 |
| S2 |
128-03 |
128-03 |
128-19 |
|
| S3 |
127-12 |
127-22 |
128-17 |
|
| S4 |
126-21 |
126-31 |
128-10 |
|
|
| 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 |
131-20 |
127-14 |
4-06 |
3.3% |
1-15 |
1.1% |
31% |
False |
False |
334,265 |
| 10 |
133-00 |
127-14 |
5-18 |
4.3% |
1-20 |
1.3% |
23% |
False |
False |
343,960 |
| 20 |
133-00 |
127-14 |
5-18 |
4.3% |
1-14 |
1.1% |
23% |
False |
False |
331,349 |
| 40 |
135-12 |
127-14 |
7-30 |
6.2% |
1-13 |
1.1% |
16% |
False |
False |
311,769 |
| 60 |
135-19 |
127-14 |
8-05 |
6.3% |
1-16 |
1.2% |
16% |
False |
False |
290,625 |
| 80 |
135-19 |
124-22 |
10-29 |
8.5% |
1-13 |
1.1% |
37% |
False |
False |
218,581 |
| 100 |
135-19 |
123-10 |
12-09 |
9.5% |
1-10 |
1.0% |
44% |
False |
False |
174,917 |
| 120 |
135-19 |
120-04 |
15-15 |
12.0% |
1-06 |
0.9% |
56% |
False |
False |
145,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-09 |
|
2.618 |
131-03 |
|
1.618 |
130-12 |
|
1.000 |
129-30 |
|
0.618 |
129-21 |
|
HIGH |
129-07 |
|
0.618 |
128-30 |
|
0.500 |
128-28 |
|
0.382 |
128-25 |
|
LOW |
128-16 |
|
0.618 |
128-02 |
|
1.000 |
127-25 |
|
1.618 |
127-11 |
|
2.618 |
126-20 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-28 |
129-07 |
| PP |
128-26 |
129-02 |
| S1 |
128-24 |
128-28 |
|