ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
123-28 |
125-29 |
2-01 |
1.6% |
129-05 |
| High |
126-04 |
126-09 |
0-05 |
0.1% |
129-22 |
| Low |
123-26 |
125-02 |
1-08 |
1.0% |
125-17 |
| Close |
126-04 |
125-15 |
-0-21 |
-0.5% |
126-11 |
| Range |
2-10 |
1-07 |
-1-03 |
-47.3% |
4-05 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
23,722 |
13,211 |
-10,511 |
-44.3% |
48,657 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-08 |
128-19 |
126-04 |
|
| R3 |
128-01 |
127-12 |
125-26 |
|
| R2 |
126-26 |
126-26 |
125-22 |
|
| R1 |
126-05 |
126-05 |
125-19 |
125-28 |
| PP |
125-19 |
125-19 |
125-19 |
125-15 |
| S1 |
124-30 |
124-30 |
125-11 |
124-21 |
| S2 |
124-12 |
124-12 |
125-08 |
|
| S3 |
123-05 |
123-23 |
125-04 |
|
| S4 |
121-30 |
122-16 |
124-26 |
|
|
| 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 |
128-06 |
123-26 |
4-12 |
3.5% |
1-25 |
1.4% |
38% |
False |
False |
13,769 |
| 10 |
130-22 |
123-26 |
6-28 |
5.5% |
1-23 |
1.4% |
24% |
False |
False |
11,378 |
| 20 |
131-16 |
123-26 |
7-22 |
6.1% |
1-14 |
1.2% |
22% |
False |
False |
7,771 |
| 40 |
134-04 |
123-26 |
10-10 |
8.2% |
1-07 |
1.0% |
16% |
False |
False |
4,026 |
| 60 |
134-04 |
123-26 |
10-10 |
8.2% |
0-29 |
0.7% |
16% |
False |
False |
2,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
129-15 |
|
1.618 |
128-08 |
|
1.000 |
127-16 |
|
0.618 |
127-01 |
|
HIGH |
126-09 |
|
0.618 |
125-26 |
|
0.500 |
125-22 |
|
0.382 |
125-17 |
|
LOW |
125-02 |
|
0.618 |
124-10 |
|
1.000 |
123-27 |
|
1.618 |
123-03 |
|
2.618 |
121-28 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-22 |
125-11 |
| PP |
125-19 |
125-07 |
| S1 |
125-17 |
125-02 |
|