ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-05 |
127-31 |
0-26 |
0.6% |
127-26 |
| High |
128-13 |
129-03 |
0-22 |
0.5% |
127-29 |
| Low |
126-29 |
127-26 |
0-29 |
0.7% |
125-15 |
| Close |
128-01 |
128-18 |
0-17 |
0.4% |
127-07 |
| Range |
1-16 |
1-09 |
-0-07 |
-14.6% |
2-14 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.2% |
0-00 |
| Volume |
299,148 |
416,715 |
117,567 |
39.3% |
1,809,506 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-11 |
131-23 |
129-09 |
|
| R3 |
131-02 |
130-14 |
128-29 |
|
| R2 |
129-25 |
129-25 |
128-26 |
|
| R1 |
129-05 |
129-05 |
128-22 |
129-15 |
| PP |
128-16 |
128-16 |
128-16 |
128-20 |
| S1 |
127-28 |
127-28 |
128-14 |
128-06 |
| S2 |
127-07 |
127-07 |
128-10 |
|
| S3 |
125-30 |
126-19 |
128-07 |
|
| S4 |
124-21 |
125-10 |
127-27 |
|
|
| 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 |
129-03 |
125-23 |
3-12 |
2.6% |
1-08 |
1.0% |
84% |
True |
False |
324,462 |
| 10 |
129-27 |
125-15 |
4-12 |
3.4% |
1-18 |
1.2% |
71% |
False |
False |
354,325 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-18 |
1.2% |
41% |
False |
False |
350,302 |
| 40 |
135-12 |
125-15 |
9-29 |
7.7% |
1-14 |
1.1% |
31% |
False |
False |
326,983 |
| 60 |
135-12 |
125-15 |
9-29 |
7.7% |
1-16 |
1.2% |
31% |
False |
False |
321,077 |
| 80 |
135-19 |
125-15 |
10-04 |
7.9% |
1-15 |
1.1% |
31% |
False |
False |
255,174 |
| 100 |
135-19 |
123-27 |
11-24 |
9.1% |
1-12 |
1.1% |
40% |
False |
False |
204,212 |
| 120 |
135-19 |
121-16 |
14-03 |
11.0% |
1-08 |
1.0% |
50% |
False |
False |
170,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-17 |
|
2.618 |
132-14 |
|
1.618 |
131-05 |
|
1.000 |
130-12 |
|
0.618 |
129-28 |
|
HIGH |
129-03 |
|
0.618 |
128-19 |
|
0.500 |
128-14 |
|
0.382 |
128-10 |
|
LOW |
127-26 |
|
0.618 |
127-01 |
|
1.000 |
126-17 |
|
1.618 |
125-24 |
|
2.618 |
124-15 |
|
4.250 |
122-12 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
128-10 |
| PP |
128-16 |
128-02 |
| S1 |
128-14 |
127-26 |
|