ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
125-30 |
126-25 |
0-27 |
0.7% |
127-12 |
| High |
126-28 |
126-25 |
-0-03 |
-0.1% |
129-14 |
| Low |
125-29 |
123-24 |
-2-05 |
-1.7% |
125-15 |
| Close |
126-23 |
124-00 |
-2-23 |
-2.1% |
125-20 |
| Range |
0-31 |
3-01 |
2-02 |
212.9% |
3-31 |
| ATR |
1-17 |
1-21 |
0-03 |
6.9% |
0-00 |
| Volume |
13,524 |
16,373 |
2,849 |
21.1% |
662,073 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-30 |
132-00 |
125-21 |
|
| R3 |
130-29 |
128-31 |
124-27 |
|
| R2 |
127-28 |
127-28 |
124-18 |
|
| R1 |
125-30 |
125-30 |
124-09 |
125-12 |
| PP |
124-27 |
124-27 |
124-27 |
124-18 |
| S1 |
122-29 |
122-29 |
123-23 |
122-12 |
| S2 |
121-26 |
121-26 |
123-14 |
|
| S3 |
118-25 |
119-28 |
123-05 |
|
| S4 |
115-24 |
116-27 |
122-11 |
|
|
| 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 |
128-19 |
123-24 |
4-27 |
3.9% |
1-27 |
1.5% |
5% |
False |
True |
34,570 |
| 10 |
129-14 |
123-24 |
5-22 |
4.6% |
1-21 |
1.3% |
4% |
False |
True |
183,769 |
| 20 |
131-00 |
123-24 |
7-08 |
5.8% |
1-21 |
1.3% |
3% |
False |
True |
271,615 |
| 40 |
134-30 |
123-24 |
11-06 |
9.0% |
1-17 |
1.2% |
2% |
False |
True |
300,885 |
| 60 |
135-12 |
123-24 |
11-20 |
9.4% |
1-15 |
1.2% |
2% |
False |
True |
296,029 |
| 80 |
135-19 |
123-24 |
11-27 |
9.6% |
1-18 |
1.2% |
2% |
False |
True |
272,752 |
| 100 |
135-19 |
123-24 |
11-27 |
9.6% |
1-14 |
1.2% |
2% |
False |
True |
218,406 |
| 120 |
135-19 |
121-16 |
14-03 |
11.4% |
1-11 |
1.1% |
18% |
False |
False |
182,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-21 |
|
2.618 |
134-23 |
|
1.618 |
131-22 |
|
1.000 |
129-26 |
|
0.618 |
128-21 |
|
HIGH |
126-25 |
|
0.618 |
125-20 |
|
0.500 |
125-08 |
|
0.382 |
124-29 |
|
LOW |
123-24 |
|
0.618 |
121-28 |
|
1.000 |
120-23 |
|
1.618 |
118-27 |
|
2.618 |
115-26 |
|
4.250 |
110-28 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
125-14 |
| PP |
124-27 |
124-31 |
| S1 |
124-14 |
124-15 |
|