ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
120-30 |
-2-18 |
-2.1% |
125-30 |
| High |
123-16 |
121-24 |
-1-24 |
-1.4% |
126-28 |
| Low |
120-28 |
120-13 |
-0-15 |
-0.4% |
122-12 |
| Close |
121-03 |
120-18 |
-0-17 |
-0.4% |
123-01 |
| Range |
2-20 |
1-11 |
-1-09 |
-48.8% |
4-16 |
| ATR |
1-22 |
1-22 |
-0-01 |
-1.5% |
0-00 |
| Volume |
4,091 |
787 |
-3,304 |
-80.8% |
61,911 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-30 |
124-03 |
121-10 |
|
| R3 |
123-19 |
122-24 |
120-30 |
|
| R2 |
122-08 |
122-08 |
120-26 |
|
| R1 |
121-13 |
121-13 |
120-22 |
121-05 |
| PP |
120-29 |
120-29 |
120-29 |
120-25 |
| S1 |
120-02 |
120-02 |
120-14 |
119-26 |
| S2 |
119-18 |
119-18 |
120-10 |
|
| S3 |
118-07 |
118-23 |
120-06 |
|
| S4 |
116-28 |
117-12 |
119-26 |
|
|
| 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 |
124-03 |
120-13 |
3-22 |
3.1% |
1-20 |
1.4% |
4% |
False |
True |
5,290 |
| 10 |
127-04 |
120-13 |
6-23 |
5.6% |
1-22 |
1.4% |
2% |
False |
True |
14,627 |
| 20 |
129-14 |
120-13 |
9-01 |
7.5% |
1-19 |
1.3% |
2% |
False |
True |
154,140 |
| 40 |
133-00 |
120-13 |
12-19 |
10.4% |
1-18 |
1.3% |
1% |
False |
True |
248,999 |
| 60 |
135-12 |
120-13 |
14-31 |
12.4% |
1-16 |
1.2% |
1% |
False |
True |
266,407 |
| 80 |
135-19 |
120-13 |
15-06 |
12.6% |
1-18 |
1.3% |
1% |
False |
True |
272,271 |
| 100 |
135-19 |
120-13 |
15-06 |
12.6% |
1-16 |
1.2% |
1% |
False |
True |
218,774 |
| 120 |
135-19 |
120-13 |
15-06 |
12.6% |
1-13 |
1.2% |
1% |
False |
True |
182,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
125-09 |
|
1.618 |
123-30 |
|
1.000 |
123-03 |
|
0.618 |
122-19 |
|
HIGH |
121-24 |
|
0.618 |
121-08 |
|
0.500 |
121-02 |
|
0.382 |
120-29 |
|
LOW |
120-13 |
|
0.618 |
119-18 |
|
1.000 |
119-02 |
|
1.618 |
118-07 |
|
2.618 |
116-28 |
|
4.250 |
114-22 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-02 |
122-02 |
| PP |
120-29 |
121-18 |
| S1 |
120-24 |
121-02 |
|