ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-18 |
126-28 |
-0-22 |
-0.5% |
130-21 |
| High |
127-29 |
127-02 |
-0-27 |
-0.7% |
131-07 |
| Low |
126-20 |
125-23 |
-0-29 |
-0.7% |
127-14 |
| Close |
127-02 |
126-17 |
-0-17 |
-0.4% |
127-30 |
| Range |
1-09 |
1-11 |
0-02 |
4.9% |
3-25 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.2% |
0-00 |
| Volume |
364,583 |
317,264 |
-47,319 |
-13.0% |
1,710,524 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
129-27 |
127-09 |
|
| R3 |
129-04 |
128-16 |
126-29 |
|
| R2 |
127-25 |
127-25 |
126-25 |
|
| R1 |
127-05 |
127-05 |
126-21 |
126-26 |
| PP |
126-14 |
126-14 |
126-14 |
126-08 |
| S1 |
125-26 |
125-26 |
126-13 |
125-14 |
| S2 |
125-03 |
125-03 |
126-09 |
|
| S3 |
123-24 |
124-15 |
126-05 |
|
| S4 |
122-13 |
123-04 |
125-25 |
|
|
| 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 |
3.5% |
1-29 |
1.5% |
24% |
False |
False |
398,170 |
| 10 |
131-20 |
125-15 |
6-05 |
4.9% |
1-22 |
1.3% |
17% |
False |
False |
366,217 |
| 20 |
133-00 |
125-15 |
7-17 |
6.0% |
1-18 |
1.2% |
14% |
False |
False |
346,756 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-15 |
1.2% |
11% |
False |
False |
324,157 |
| 60 |
135-12 |
125-15 |
9-29 |
7.8% |
1-17 |
1.2% |
11% |
False |
False |
319,169 |
| 80 |
135-19 |
124-28 |
10-23 |
8.5% |
1-15 |
1.2% |
15% |
False |
False |
243,442 |
| 100 |
135-19 |
123-27 |
11-24 |
9.3% |
1-12 |
1.1% |
23% |
False |
False |
194,820 |
| 120 |
135-19 |
120-04 |
15-15 |
12.2% |
1-08 |
1.0% |
41% |
False |
False |
162,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-25 |
|
2.618 |
130-19 |
|
1.618 |
129-08 |
|
1.000 |
128-13 |
|
0.618 |
127-29 |
|
HIGH |
127-02 |
|
0.618 |
126-18 |
|
0.500 |
126-12 |
|
0.382 |
126-07 |
|
LOW |
125-23 |
|
0.618 |
124-28 |
|
1.000 |
124-12 |
|
1.618 |
123-17 |
|
2.618 |
122-06 |
|
4.250 |
120-00 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
126-22 |
| PP |
126-14 |
126-21 |
| S1 |
126-12 |
126-19 |
|