ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126-07 |
125-30 |
-0-09 |
-0.2% |
127-12 |
| High |
127-04 |
126-28 |
-0-08 |
-0.2% |
129-14 |
| Low |
125-15 |
125-29 |
0-14 |
0.3% |
125-15 |
| Close |
125-20 |
126-23 |
1-03 |
0.9% |
125-20 |
| Range |
1-21 |
0-31 |
-0-22 |
-41.5% |
3-31 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.5% |
0-00 |
| Volume |
30,290 |
13,524 |
-16,766 |
-55.4% |
662,073 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
129-01 |
127-08 |
|
| R3 |
128-14 |
128-02 |
127-00 |
|
| R2 |
127-15 |
127-15 |
126-29 |
|
| R1 |
127-03 |
127-03 |
126-26 |
127-09 |
| PP |
126-16 |
126-16 |
126-16 |
126-19 |
| S1 |
126-04 |
126-04 |
126-20 |
126-10 |
| S2 |
125-17 |
125-17 |
126-17 |
|
| S3 |
124-18 |
125-05 |
126-14 |
|
| S4 |
123-19 |
124-06 |
126-06 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
136-05 |
127-26 |
|
| R3 |
134-25 |
132-06 |
126-23 |
|
| R2 |
130-26 |
130-26 |
126-11 |
|
| R1 |
128-07 |
128-07 |
126-00 |
127-17 |
| PP |
126-27 |
126-27 |
126-27 |
126-16 |
| S1 |
124-08 |
124-08 |
125-08 |
123-18 |
| S2 |
122-28 |
122-28 |
124-29 |
|
| S3 |
118-29 |
120-09 |
124-17 |
|
| S4 |
114-30 |
116-10 |
123-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-14 |
125-15 |
3-31 |
3.1% |
1-15 |
1.2% |
31% |
False |
False |
60,815 |
| 10 |
129-14 |
125-15 |
3-31 |
3.1% |
1-16 |
1.2% |
31% |
False |
False |
212,046 |
| 20 |
131-07 |
125-15 |
5-24 |
4.5% |
1-18 |
1.2% |
22% |
False |
False |
282,024 |
| 40 |
134-30 |
125-15 |
9-15 |
7.5% |
1-15 |
1.2% |
13% |
False |
False |
301,197 |
| 60 |
135-12 |
125-15 |
9-29 |
7.8% |
1-14 |
1.1% |
13% |
False |
False |
299,526 |
| 80 |
135-19 |
125-15 |
10-04 |
8.0% |
1-17 |
1.2% |
12% |
False |
False |
272,581 |
| 100 |
135-19 |
124-22 |
10-29 |
8.6% |
1-13 |
1.1% |
19% |
False |
False |
218,246 |
| 120 |
135-19 |
121-16 |
14-03 |
11.1% |
1-10 |
1.0% |
37% |
False |
False |
181,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-00 |
|
2.618 |
129-13 |
|
1.618 |
128-14 |
|
1.000 |
127-27 |
|
0.618 |
127-15 |
|
HIGH |
126-28 |
|
0.618 |
126-16 |
|
0.500 |
126-12 |
|
0.382 |
126-09 |
|
LOW |
125-29 |
|
0.618 |
125-10 |
|
1.000 |
124-30 |
|
1.618 |
124-11 |
|
2.618 |
123-12 |
|
4.250 |
121-25 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-20 |
126-18 |
| PP |
126-16 |
126-14 |
| S1 |
126-12 |
126-10 |
|