ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127-13 |
127-10 |
-0-03 |
-0.1% |
129-05 |
| High |
127-19 |
128-06 |
0-19 |
0.5% |
129-22 |
| Low |
126-29 |
126-01 |
-0-28 |
-0.7% |
125-17 |
| Close |
127-04 |
126-11 |
-0-25 |
-0.6% |
126-11 |
| Range |
0-22 |
2-05 |
1-15 |
213.6% |
4-05 |
| ATR |
1-10 |
1-12 |
0-02 |
4.6% |
0-00 |
| Volume |
20,419 |
517 |
-19,902 |
-97.5% |
48,657 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-10 |
132-00 |
127-17 |
|
| R3 |
131-05 |
129-27 |
126-30 |
|
| R2 |
129-00 |
129-00 |
126-24 |
|
| R1 |
127-22 |
127-22 |
126-17 |
127-08 |
| PP |
126-27 |
126-27 |
126-27 |
126-21 |
| S1 |
125-17 |
125-17 |
126-05 |
125-04 |
| S2 |
124-22 |
124-22 |
125-30 |
|
| S3 |
122-17 |
123-12 |
125-24 |
|
| S4 |
120-12 |
121-07 |
125-05 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-21 |
137-05 |
128-20 |
|
| R3 |
135-16 |
133-00 |
127-16 |
|
| R2 |
131-11 |
131-11 |
127-03 |
|
| R1 |
128-27 |
128-27 |
126-23 |
128-00 |
| PP |
127-06 |
127-06 |
127-06 |
126-25 |
| S1 |
124-22 |
124-22 |
125-31 |
123-28 |
| S2 |
123-01 |
123-01 |
125-19 |
|
| S3 |
118-28 |
120-17 |
125-06 |
|
| S4 |
114-23 |
116-12 |
124-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-22 |
125-17 |
4-05 |
3.3% |
1-20 |
1.3% |
20% |
False |
False |
9,731 |
| 10 |
131-16 |
125-17 |
5-31 |
4.7% |
1-21 |
1.3% |
14% |
False |
False |
8,370 |
| 20 |
131-22 |
125-17 |
6-05 |
4.9% |
1-10 |
1.0% |
13% |
False |
False |
5,556 |
| 40 |
134-04 |
125-17 |
8-19 |
6.8% |
1-04 |
0.9% |
9% |
False |
False |
2,832 |
| 60 |
134-04 |
125-17 |
8-19 |
6.8% |
0-27 |
0.7% |
9% |
False |
False |
1,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-11 |
|
2.618 |
133-27 |
|
1.618 |
131-22 |
|
1.000 |
130-11 |
|
0.618 |
129-17 |
|
HIGH |
128-06 |
|
0.618 |
127-12 |
|
0.500 |
127-04 |
|
0.382 |
126-27 |
|
LOW |
126-01 |
|
0.618 |
124-22 |
|
1.000 |
123-28 |
|
1.618 |
122-17 |
|
2.618 |
120-12 |
|
4.250 |
116-28 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-04 |
126-28 |
| PP |
126-27 |
126-22 |
| S1 |
126-19 |
126-16 |
|