ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-31 |
128-12 |
0-13 |
0.3% |
127-26 |
| High |
129-03 |
128-20 |
-0-15 |
-0.4% |
127-29 |
| Low |
127-26 |
126-10 |
-1-16 |
-1.2% |
125-15 |
| Close |
128-18 |
126-16 |
-2-02 |
-1.6% |
127-07 |
| Range |
1-09 |
2-10 |
1-01 |
80.5% |
2-14 |
| ATR |
1-17 |
1-19 |
0-02 |
3.7% |
0-00 |
| Volume |
416,715 |
538,605 |
121,890 |
29.3% |
1,809,506 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-03 |
132-19 |
127-25 |
|
| R3 |
131-25 |
130-09 |
127-04 |
|
| R2 |
129-15 |
129-15 |
126-30 |
|
| R1 |
127-31 |
127-31 |
126-23 |
127-18 |
| PP |
127-05 |
127-05 |
127-05 |
126-30 |
| S1 |
125-21 |
125-21 |
126-09 |
125-08 |
| S2 |
124-27 |
124-27 |
126-02 |
|
| S3 |
122-17 |
123-11 |
125-28 |
|
| S4 |
120-07 |
121-01 |
125-07 |
|
|
| 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 |
129-03 |
125-23 |
3-12 |
2.7% |
1-15 |
1.2% |
23% |
False |
False |
359,267 |
| 10 |
129-27 |
125-15 |
4-12 |
3.5% |
1-20 |
1.3% |
24% |
False |
False |
353,699 |
| 20 |
133-00 |
125-15 |
7-17 |
6.0% |
1-20 |
1.3% |
14% |
False |
False |
359,979 |
| 40 |
135-12 |
125-15 |
9-29 |
7.8% |
1-15 |
1.2% |
10% |
False |
False |
334,368 |
| 60 |
135-12 |
125-15 |
9-29 |
7.8% |
1-16 |
1.2% |
10% |
False |
False |
324,975 |
| 80 |
135-19 |
125-15 |
10-04 |
8.0% |
1-16 |
1.2% |
10% |
False |
False |
261,903 |
| 100 |
135-19 |
123-27 |
11-24 |
9.3% |
1-13 |
1.1% |
23% |
False |
False |
209,595 |
| 120 |
135-19 |
121-16 |
14-03 |
11.1% |
1-09 |
1.0% |
35% |
False |
False |
174,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
134-22 |
|
1.618 |
132-12 |
|
1.000 |
130-30 |
|
0.618 |
130-02 |
|
HIGH |
128-20 |
|
0.618 |
127-24 |
|
0.500 |
127-15 |
|
0.382 |
127-06 |
|
LOW |
126-10 |
|
0.618 |
124-28 |
|
1.000 |
124-00 |
|
1.618 |
122-18 |
|
2.618 |
120-08 |
|
4.250 |
116-16 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-15 |
127-22 |
| PP |
127-05 |
127-10 |
| S1 |
126-26 |
126-29 |
|