ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124-14 |
123-12 |
-1-02 |
-0.9% |
127-12 |
| High |
124-15 |
124-03 |
-0-12 |
-0.3% |
129-14 |
| Low |
122-12 |
122-26 |
0-14 |
0.4% |
125-15 |
| Close |
123-09 |
123-19 |
0-10 |
0.3% |
125-20 |
| Range |
2-03 |
1-09 |
-0-26 |
-38.8% |
3-31 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.7% |
0-00 |
| Volume |
13,070 |
9,881 |
-3,189 |
-24.4% |
662,073 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
126-24 |
124-10 |
|
| R3 |
126-02 |
125-15 |
123-30 |
|
| R2 |
124-25 |
124-25 |
123-27 |
|
| R1 |
124-06 |
124-06 |
123-23 |
124-16 |
| PP |
123-16 |
123-16 |
123-16 |
123-21 |
| S1 |
122-29 |
122-29 |
123-15 |
123-06 |
| S2 |
122-07 |
122-07 |
123-11 |
|
| S3 |
120-30 |
121-20 |
123-08 |
|
| S4 |
119-21 |
120-11 |
122-28 |
|
|
| 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 |
3.8% |
1-26 |
1.5% |
26% |
False |
False |
16,627 |
| 10 |
129-14 |
122-12 |
7-02 |
5.7% |
1-21 |
1.3% |
17% |
False |
False |
90,532 |
| 20 |
129-27 |
122-12 |
7-15 |
6.0% |
1-20 |
1.3% |
16% |
False |
False |
222,115 |
| 40 |
133-27 |
122-12 |
11-15 |
9.3% |
1-18 |
1.3% |
11% |
False |
False |
286,005 |
| 60 |
135-12 |
122-12 |
13-00 |
10.5% |
1-16 |
1.2% |
9% |
False |
False |
286,632 |
| 80 |
135-19 |
122-12 |
13-07 |
10.7% |
1-18 |
1.3% |
9% |
False |
False |
272,861 |
| 100 |
135-19 |
122-12 |
13-07 |
10.7% |
1-15 |
1.2% |
9% |
False |
False |
218,620 |
| 120 |
135-19 |
121-30 |
13-21 |
11.0% |
1-12 |
1.1% |
12% |
False |
False |
182,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-17 |
|
2.618 |
127-14 |
|
1.618 |
126-05 |
|
1.000 |
125-12 |
|
0.618 |
124-28 |
|
HIGH |
124-03 |
|
0.618 |
123-19 |
|
0.500 |
123-14 |
|
0.382 |
123-10 |
|
LOW |
122-26 |
|
0.618 |
122-01 |
|
1.000 |
121-17 |
|
1.618 |
120-24 |
|
2.618 |
119-15 |
|
4.250 |
117-12 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-18 |
124-18 |
| PP |
123-16 |
124-08 |
| S1 |
123-14 |
123-30 |
|