ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-17 |
127-18 |
2-01 |
1.6% |
130-21 |
| High |
127-24 |
127-29 |
0-05 |
0.1% |
131-07 |
| Low |
125-16 |
126-20 |
1-04 |
0.9% |
127-14 |
| Close |
127-23 |
127-02 |
-0-21 |
-0.5% |
127-30 |
| Range |
2-08 |
1-09 |
-0-31 |
-43.1% |
3-25 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.6% |
0-00 |
| Volume |
474,848 |
364,583 |
-110,265 |
-23.2% |
1,710,524 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-01 |
130-11 |
127-25 |
|
| R3 |
129-24 |
129-02 |
127-13 |
|
| R2 |
128-15 |
128-15 |
127-10 |
|
| R1 |
127-25 |
127-25 |
127-06 |
127-16 |
| PP |
127-06 |
127-06 |
127-06 |
127-02 |
| S1 |
126-16 |
126-16 |
126-30 |
126-06 |
| S2 |
125-29 |
125-29 |
126-26 |
|
| S3 |
124-20 |
125-07 |
126-23 |
|
| S4 |
123-11 |
123-30 |
126-11 |
|
|
| 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% |
1-25 |
1.4% |
36% |
False |
False |
348,131 |
| 10 |
132-06 |
125-15 |
6-23 |
5.3% |
1-24 |
1.4% |
24% |
False |
False |
375,802 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-18 |
1.2% |
21% |
False |
False |
346,998 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-15 |
1.2% |
16% |
False |
False |
323,731 |
| 60 |
135-19 |
125-15 |
10-04 |
8.0% |
1-17 |
1.2% |
16% |
False |
False |
316,504 |
| 80 |
135-19 |
124-22 |
10-29 |
8.6% |
1-15 |
1.2% |
22% |
False |
False |
239,485 |
| 100 |
135-19 |
123-27 |
11-24 |
9.2% |
1-11 |
1.1% |
27% |
False |
False |
191,648 |
| 120 |
135-19 |
120-04 |
15-15 |
12.2% |
1-08 |
1.0% |
45% |
False |
False |
159,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-11 |
|
2.618 |
131-08 |
|
1.618 |
129-31 |
|
1.000 |
129-06 |
|
0.618 |
128-22 |
|
HIGH |
127-29 |
|
0.618 |
127-13 |
|
0.500 |
127-08 |
|
0.382 |
127-04 |
|
LOW |
126-20 |
|
0.618 |
125-27 |
|
1.000 |
125-11 |
|
1.618 |
124-18 |
|
2.618 |
123-09 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
126-30 |
| PP |
127-06 |
126-26 |
| S1 |
127-04 |
126-22 |
|