ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126-25 |
124-14 |
-2-11 |
-1.8% |
127-12 |
| High |
126-25 |
124-15 |
-2-10 |
-1.8% |
129-14 |
| Low |
123-24 |
122-12 |
-1-12 |
-1.1% |
125-15 |
| Close |
124-00 |
123-09 |
-0-23 |
-0.6% |
125-20 |
| Range |
3-01 |
2-03 |
-0-30 |
-30.9% |
3-31 |
| ATR |
1-21 |
1-22 |
0-01 |
1.9% |
0-00 |
| Volume |
16,373 |
13,070 |
-3,303 |
-20.2% |
662,073 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-21 |
128-18 |
124-14 |
|
| R3 |
127-18 |
126-15 |
123-27 |
|
| R2 |
125-15 |
125-15 |
123-21 |
|
| R1 |
124-12 |
124-12 |
123-15 |
123-28 |
| PP |
123-12 |
123-12 |
123-12 |
123-04 |
| S1 |
122-09 |
122-09 |
123-03 |
121-25 |
| S2 |
121-09 |
121-09 |
122-29 |
|
| S3 |
119-06 |
120-06 |
122-23 |
|
| S4 |
117-03 |
118-03 |
122-04 |
|
|
| 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 |
127-04 |
122-12 |
4-24 |
3.9% |
1-24 |
1.4% |
19% |
False |
True |
23,964 |
| 10 |
129-14 |
122-12 |
7-02 |
5.7% |
1-24 |
1.4% |
13% |
False |
True |
143,404 |
| 20 |
129-27 |
122-12 |
7-15 |
6.1% |
1-21 |
1.3% |
12% |
False |
True |
248,865 |
| 40 |
133-27 |
122-12 |
11-15 |
9.3% |
1-18 |
1.3% |
8% |
False |
True |
294,551 |
| 60 |
135-12 |
122-12 |
13-00 |
10.5% |
1-16 |
1.2% |
7% |
False |
True |
291,553 |
| 80 |
135-19 |
122-12 |
13-07 |
10.7% |
1-18 |
1.3% |
7% |
False |
True |
272,844 |
| 100 |
135-19 |
122-12 |
13-07 |
10.7% |
1-14 |
1.2% |
7% |
False |
True |
218,524 |
| 120 |
135-19 |
121-16 |
14-03 |
11.4% |
1-12 |
1.1% |
13% |
False |
False |
182,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-12 |
|
2.618 |
129-30 |
|
1.618 |
127-27 |
|
1.000 |
126-18 |
|
0.618 |
125-24 |
|
HIGH |
124-15 |
|
0.618 |
123-21 |
|
0.500 |
123-14 |
|
0.382 |
123-06 |
|
LOW |
122-12 |
|
0.618 |
121-03 |
|
1.000 |
120-09 |
|
1.618 |
119-00 |
|
2.618 |
116-29 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-14 |
124-20 |
| PP |
123-12 |
124-06 |
| S1 |
123-10 |
123-23 |
|