ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-18 |
127-05 |
0-19 |
0.5% |
127-26 |
| High |
127-14 |
128-13 |
0-31 |
0.8% |
127-29 |
| Low |
126-17 |
126-29 |
0-12 |
0.3% |
125-15 |
| Close |
127-07 |
128-01 |
0-26 |
0.6% |
127-07 |
| Range |
0-29 |
1-16 |
0-19 |
65.5% |
2-14 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.2% |
0-00 |
| Volume |
224,604 |
299,148 |
74,544 |
33.2% |
1,809,506 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-09 |
131-21 |
128-27 |
|
| R3 |
130-25 |
130-05 |
128-14 |
|
| R2 |
129-09 |
129-09 |
128-10 |
|
| R1 |
128-21 |
128-21 |
128-05 |
128-31 |
| PP |
127-25 |
127-25 |
127-25 |
127-30 |
| S1 |
127-05 |
127-05 |
127-29 |
127-15 |
| S2 |
126-09 |
126-09 |
127-24 |
|
| S3 |
124-25 |
125-21 |
127-20 |
|
| S4 |
123-09 |
124-05 |
127-07 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-04 |
128-18 |
|
| R3 |
131-24 |
130-22 |
127-28 |
|
| R2 |
129-10 |
129-10 |
127-21 |
|
| R1 |
128-08 |
128-08 |
127-14 |
127-18 |
| PP |
126-28 |
126-28 |
126-28 |
126-16 |
| S1 |
125-26 |
125-26 |
127-00 |
125-04 |
| S2 |
124-14 |
124-14 |
126-25 |
|
| S3 |
122-00 |
123-12 |
126-18 |
|
| S4 |
119-18 |
120-30 |
125-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-13 |
125-16 |
2-29 |
2.3% |
1-15 |
1.1% |
87% |
True |
False |
336,089 |
| 10 |
131-00 |
125-15 |
5-17 |
4.3% |
1-21 |
1.3% |
46% |
False |
False |
359,460 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-19 |
1.2% |
34% |
False |
False |
347,849 |
| 40 |
135-12 |
125-15 |
9-29 |
7.7% |
1-14 |
1.1% |
26% |
False |
False |
323,843 |
| 60 |
135-12 |
125-15 |
9-29 |
7.7% |
1-16 |
1.2% |
26% |
False |
False |
318,958 |
| 80 |
135-19 |
125-15 |
10-04 |
7.9% |
1-15 |
1.1% |
25% |
False |
False |
249,972 |
| 100 |
135-19 |
123-27 |
11-24 |
9.2% |
1-12 |
1.1% |
36% |
False |
False |
200,049 |
| 120 |
135-19 |
120-31 |
14-20 |
11.4% |
1-08 |
1.0% |
48% |
False |
False |
166,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-25 |
|
2.618 |
132-11 |
|
1.618 |
130-27 |
|
1.000 |
129-29 |
|
0.618 |
129-11 |
|
HIGH |
128-13 |
|
0.618 |
127-27 |
|
0.500 |
127-21 |
|
0.382 |
127-15 |
|
LOW |
126-29 |
|
0.618 |
125-31 |
|
1.000 |
125-13 |
|
1.618 |
124-15 |
|
2.618 |
122-31 |
|
4.250 |
120-17 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-29 |
127-23 |
| PP |
127-25 |
127-12 |
| S1 |
127-21 |
127-02 |
|