ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-12 |
125-00 |
-0-12 |
-0.3% |
126-06 |
| High |
125-12 |
125-28 |
0-16 |
0.4% |
126-11 |
| Low |
124-07 |
125-00 |
0-25 |
0.6% |
123-26 |
| Close |
124-31 |
125-22 |
0-23 |
0.6% |
125-22 |
| Range |
1-05 |
0-28 |
-0-09 |
-24.3% |
2-17 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.8% |
0-00 |
| Volume |
20,582 |
15,986 |
-4,596 |
-22.3% |
84,478 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
127-25 |
126-05 |
|
| R3 |
127-09 |
126-29 |
125-30 |
|
| R2 |
126-13 |
126-13 |
125-27 |
|
| R1 |
126-01 |
126-01 |
125-25 |
126-07 |
| PP |
125-17 |
125-17 |
125-17 |
125-20 |
| S1 |
125-05 |
125-05 |
125-19 |
125-11 |
| S2 |
124-21 |
124-21 |
125-17 |
|
| S3 |
123-25 |
124-09 |
125-14 |
|
| S4 |
122-29 |
123-13 |
125-07 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-28 |
131-26 |
127-03 |
|
| R3 |
130-11 |
129-09 |
126-12 |
|
| R2 |
127-26 |
127-26 |
126-05 |
|
| R1 |
126-24 |
126-24 |
125-29 |
126-00 |
| PP |
125-09 |
125-09 |
125-09 |
124-29 |
| S1 |
124-07 |
124-07 |
125-15 |
123-16 |
| S2 |
122-24 |
122-24 |
125-07 |
|
| S3 |
120-07 |
121-22 |
125-00 |
|
| S4 |
117-22 |
119-05 |
124-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-11 |
123-26 |
2-17 |
2.0% |
1-19 |
1.3% |
74% |
False |
False |
16,895 |
| 10 |
129-22 |
123-26 |
5-28 |
4.7% |
1-20 |
1.3% |
32% |
False |
False |
13,313 |
| 20 |
131-16 |
123-26 |
7-22 |
6.1% |
1-15 |
1.2% |
24% |
False |
False |
9,369 |
| 40 |
134-04 |
123-26 |
10-10 |
8.2% |
1-07 |
1.0% |
18% |
False |
False |
4,940 |
| 60 |
134-04 |
123-26 |
10-10 |
8.2% |
0-30 |
0.8% |
18% |
False |
False |
3,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-19 |
|
2.618 |
128-05 |
|
1.618 |
127-09 |
|
1.000 |
126-24 |
|
0.618 |
126-13 |
|
HIGH |
125-28 |
|
0.618 |
125-17 |
|
0.500 |
125-14 |
|
0.382 |
125-11 |
|
LOW |
125-00 |
|
0.618 |
124-15 |
|
1.000 |
124-04 |
|
1.618 |
123-19 |
|
2.618 |
122-23 |
|
4.250 |
121-09 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-19 |
125-17 |
| PP |
125-17 |
125-13 |
| S1 |
125-14 |
125-08 |
|