ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-12 |
128-06 |
0-26 |
0.6% |
127-05 |
| High |
128-10 |
129-14 |
1-04 |
0.9% |
129-03 |
| Low |
127-02 |
128-06 |
1-04 |
0.9% |
126-10 |
| Close |
128-05 |
128-23 |
0-18 |
0.4% |
127-17 |
| Range |
1-08 |
1-08 |
0-00 |
0.0% |
2-25 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.2% |
0-00 |
| Volume |
371,520 |
147,598 |
-223,922 |
-60.3% |
1,444,871 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
131-28 |
129-13 |
|
| R3 |
131-09 |
130-20 |
129-02 |
|
| R2 |
130-01 |
130-01 |
128-30 |
|
| R1 |
129-12 |
129-12 |
128-27 |
129-22 |
| PP |
128-25 |
128-25 |
128-25 |
128-30 |
| S1 |
128-04 |
128-04 |
128-19 |
128-14 |
| S2 |
127-17 |
127-17 |
128-16 |
|
| S3 |
126-09 |
126-28 |
128-12 |
|
| S4 |
125-01 |
125-20 |
128-01 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
134-17 |
129-02 |
|
| R3 |
133-07 |
131-24 |
128-09 |
|
| R2 |
130-14 |
130-14 |
128-01 |
|
| R1 |
128-31 |
128-31 |
127-25 |
129-22 |
| PP |
127-21 |
127-21 |
127-21 |
128-00 |
| S1 |
126-06 |
126-06 |
127-09 |
126-30 |
| S2 |
124-28 |
124-28 |
127-01 |
|
| S3 |
122-03 |
123-13 |
126-25 |
|
| S4 |
119-10 |
120-20 |
126-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-14 |
126-10 |
3-04 |
2.4% |
1-16 |
1.2% |
77% |
True |
False |
332,968 |
| 10 |
129-14 |
125-16 |
3-30 |
3.1% |
1-15 |
1.1% |
82% |
True |
False |
334,528 |
| 20 |
133-00 |
125-15 |
7-17 |
5.9% |
1-21 |
1.3% |
43% |
False |
False |
349,724 |
| 40 |
135-12 |
125-15 |
9-29 |
7.7% |
1-15 |
1.1% |
33% |
False |
False |
329,366 |
| 60 |
135-12 |
125-15 |
9-29 |
7.7% |
1-15 |
1.1% |
33% |
False |
False |
317,733 |
| 80 |
135-19 |
125-15 |
10-04 |
7.9% |
1-16 |
1.2% |
32% |
False |
False |
270,743 |
| 100 |
135-19 |
123-27 |
11-24 |
9.1% |
1-13 |
1.1% |
41% |
False |
False |
216,686 |
| 120 |
135-19 |
121-16 |
14-03 |
10.9% |
1-09 |
1.0% |
51% |
False |
False |
180,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-24 |
|
2.618 |
132-23 |
|
1.618 |
131-15 |
|
1.000 |
130-22 |
|
0.618 |
130-07 |
|
HIGH |
129-14 |
|
0.618 |
128-31 |
|
0.500 |
128-26 |
|
0.382 |
128-21 |
|
LOW |
128-06 |
|
0.618 |
127-13 |
|
1.000 |
126-30 |
|
1.618 |
126-05 |
|
2.618 |
124-29 |
|
4.250 |
122-28 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
128-14 |
| PP |
128-25 |
128-05 |
| S1 |
128-24 |
127-28 |
|