ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
127-26 |
-1-06 |
-0.9% |
130-21 |
| High |
129-27 |
127-28 |
-1-31 |
-1.5% |
131-07 |
| Low |
127-19 |
125-15 |
-2-04 |
-1.7% |
127-14 |
| Close |
127-30 |
126-07 |
-1-23 |
-1.3% |
127-30 |
| Range |
2-08 |
2-13 |
0-05 |
6.9% |
3-25 |
| ATR |
1-17 |
1-19 |
0-02 |
4.4% |
0-00 |
| Volume |
405,952 |
428,207 |
22,255 |
5.5% |
1,710,524 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
132-12 |
127-17 |
|
| R3 |
131-11 |
129-31 |
126-28 |
|
| R2 |
128-30 |
128-30 |
126-21 |
|
| R1 |
127-18 |
127-18 |
126-14 |
127-02 |
| PP |
126-17 |
126-17 |
126-17 |
126-08 |
| S1 |
125-05 |
125-05 |
126-00 |
124-20 |
| S2 |
124-04 |
124-04 |
125-25 |
|
| S3 |
121-23 |
122-24 |
125-18 |
|
| S4 |
119-10 |
120-11 |
124-29 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-07 |
137-27 |
130-01 |
|
| R3 |
136-14 |
134-02 |
128-31 |
|
| R2 |
132-21 |
132-21 |
128-20 |
|
| R1 |
130-09 |
130-09 |
128-09 |
129-18 |
| PP |
128-28 |
128-28 |
128-28 |
128-16 |
| S1 |
126-16 |
126-16 |
127-19 |
125-26 |
| S2 |
125-03 |
125-03 |
127-08 |
|
| S3 |
121-10 |
122-23 |
126-29 |
|
| S4 |
117-17 |
118-30 |
125-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-00 |
125-15 |
5-17 |
4.4% |
1-28 |
1.5% |
14% |
False |
True |
382,832 |
| 10 |
133-00 |
125-15 |
7-17 |
6.0% |
1-26 |
1.4% |
10% |
False |
True |
364,920 |
| 20 |
133-00 |
125-15 |
7-17 |
6.0% |
1-17 |
1.2% |
10% |
False |
True |
336,317 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-14 |
1.1% |
8% |
False |
True |
319,474 |
| 60 |
135-19 |
125-15 |
10-04 |
8.0% |
1-17 |
1.2% |
7% |
False |
True |
304,007 |
| 80 |
135-19 |
124-22 |
10-29 |
8.6% |
1-14 |
1.1% |
14% |
False |
False |
229,002 |
| 100 |
135-19 |
123-16 |
12-03 |
9.6% |
1-11 |
1.1% |
22% |
False |
False |
183,257 |
| 120 |
135-19 |
120-04 |
15-15 |
12.3% |
1-07 |
1.0% |
39% |
False |
False |
152,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-03 |
|
2.618 |
134-06 |
|
1.618 |
131-25 |
|
1.000 |
130-09 |
|
0.618 |
129-12 |
|
HIGH |
127-28 |
|
0.618 |
126-31 |
|
0.500 |
126-22 |
|
0.382 |
126-12 |
|
LOW |
125-15 |
|
0.618 |
123-31 |
|
1.000 |
123-02 |
|
1.618 |
121-18 |
|
2.618 |
119-05 |
|
4.250 |
115-08 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-22 |
127-21 |
| PP |
126-17 |
127-06 |
| S1 |
126-12 |
126-22 |
|