ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-19 |
123-16 |
0-29 |
0.7% |
125-30 |
| High |
123-22 |
123-16 |
-0-06 |
-0.2% |
126-28 |
| Low |
122-03 |
120-28 |
-1-07 |
-1.0% |
122-12 |
| Close |
123-13 |
121-03 |
-2-10 |
-1.9% |
123-01 |
| Range |
1-19 |
2-20 |
1-01 |
64.7% |
4-16 |
| ATR |
1-20 |
1-22 |
0-02 |
4.4% |
0-00 |
| Volume |
2,630 |
4,091 |
1,461 |
55.6% |
61,911 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-22 |
128-01 |
122-17 |
|
| R3 |
127-02 |
125-13 |
121-26 |
|
| R2 |
124-14 |
124-14 |
121-18 |
|
| R1 |
122-25 |
122-25 |
121-11 |
122-10 |
| PP |
121-26 |
121-26 |
121-26 |
121-19 |
| S1 |
120-05 |
120-05 |
120-27 |
119-22 |
| S2 |
119-06 |
119-06 |
120-20 |
|
| S3 |
116-18 |
117-17 |
120-12 |
|
| S4 |
113-30 |
114-29 |
119-21 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
134-26 |
125-16 |
|
| R3 |
133-03 |
130-10 |
124-09 |
|
| R2 |
128-19 |
128-19 |
123-27 |
|
| R1 |
125-26 |
125-26 |
123-14 |
124-30 |
| PP |
124-03 |
124-03 |
124-03 |
123-21 |
| S1 |
121-10 |
121-10 |
122-20 |
120-14 |
| S2 |
119-19 |
119-19 |
122-07 |
|
| S3 |
115-03 |
116-26 |
121-25 |
|
| S4 |
110-19 |
112-10 |
120-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-15 |
120-28 |
3-19 |
3.0% |
1-25 |
1.5% |
6% |
False |
True |
7,747 |
| 10 |
128-19 |
120-28 |
7-23 |
6.4% |
1-26 |
1.5% |
3% |
False |
True |
21,158 |
| 20 |
129-14 |
120-28 |
8-18 |
7.1% |
1-21 |
1.4% |
3% |
False |
True |
177,843 |
| 40 |
133-00 |
120-28 |
12-04 |
10.0% |
1-19 |
1.3% |
2% |
False |
True |
257,080 |
| 60 |
135-12 |
120-28 |
14-16 |
12.0% |
1-16 |
1.3% |
2% |
False |
True |
272,264 |
| 80 |
135-19 |
120-28 |
14-23 |
12.2% |
1-18 |
1.3% |
1% |
False |
True |
272,466 |
| 100 |
135-19 |
120-28 |
14-23 |
12.2% |
1-15 |
1.2% |
1% |
False |
True |
218,770 |
| 120 |
135-19 |
120-28 |
14-23 |
12.2% |
1-12 |
1.1% |
1% |
False |
True |
182,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-21 |
|
2.618 |
130-12 |
|
1.618 |
127-24 |
|
1.000 |
126-04 |
|
0.618 |
125-04 |
|
HIGH |
123-16 |
|
0.618 |
122-16 |
|
0.500 |
122-06 |
|
0.382 |
121-28 |
|
LOW |
120-28 |
|
0.618 |
119-08 |
|
1.000 |
118-08 |
|
1.618 |
116-20 |
|
2.618 |
114-00 |
|
4.250 |
109-23 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-06 |
122-14 |
| PP |
121-26 |
121-31 |
| S1 |
121-15 |
121-17 |
|