ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-26 |
125-17 |
-2-09 |
-1.8% |
130-21 |
| High |
127-28 |
127-24 |
-0-04 |
-0.1% |
131-07 |
| Low |
125-15 |
125-16 |
0-01 |
0.0% |
127-14 |
| Close |
126-07 |
127-23 |
1-16 |
1.2% |
127-30 |
| Range |
2-13 |
2-08 |
-0-05 |
-6.5% |
3-25 |
| ATR |
1-19 |
1-20 |
0-02 |
2.9% |
0-00 |
| Volume |
428,207 |
474,848 |
46,641 |
10.9% |
1,710,524 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
132-31 |
128-31 |
|
| R3 |
131-16 |
130-23 |
128-11 |
|
| R2 |
129-08 |
129-08 |
128-04 |
|
| R1 |
128-15 |
128-15 |
127-30 |
128-28 |
| PP |
127-00 |
127-00 |
127-00 |
127-06 |
| S1 |
126-07 |
126-07 |
127-16 |
126-20 |
| S2 |
124-24 |
124-24 |
127-10 |
|
| S3 |
122-16 |
123-31 |
127-03 |
|
| S4 |
120-08 |
121-23 |
126-15 |
|
|
| 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 |
129-27 |
125-15 |
4-12 |
3.4% |
1-28 |
1.5% |
51% |
False |
False |
384,187 |
| 10 |
133-00 |
125-15 |
7-17 |
5.9% |
1-30 |
1.5% |
30% |
False |
False |
387,033 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-18 |
1.2% |
30% |
False |
False |
343,857 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-15 |
1.1% |
23% |
False |
False |
322,541 |
| 60 |
135-19 |
125-15 |
10-04 |
7.9% |
1-18 |
1.2% |
22% |
False |
False |
311,647 |
| 80 |
135-19 |
124-22 |
10-29 |
8.5% |
1-15 |
1.1% |
28% |
False |
False |
234,932 |
| 100 |
135-19 |
123-27 |
11-24 |
9.2% |
1-11 |
1.1% |
33% |
False |
False |
188,004 |
| 120 |
135-19 |
120-04 |
15-15 |
12.1% |
1-07 |
1.0% |
49% |
False |
False |
156,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-10 |
|
2.618 |
133-20 |
|
1.618 |
131-12 |
|
1.000 |
130-00 |
|
0.618 |
129-04 |
|
HIGH |
127-24 |
|
0.618 |
126-28 |
|
0.500 |
126-20 |
|
0.382 |
126-12 |
|
LOW |
125-16 |
|
0.618 |
124-04 |
|
1.000 |
123-08 |
|
1.618 |
121-28 |
|
2.618 |
119-20 |
|
4.250 |
115-30 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-11 |
127-22 |
| PP |
127-00 |
127-22 |
| S1 |
126-20 |
127-21 |
|