ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-20 |
0-20 |
0.5% |
126-06 |
| High |
125-28 |
126-29 |
1-01 |
0.8% |
126-11 |
| Low |
125-00 |
125-15 |
0-15 |
0.4% |
123-26 |
| Close |
125-22 |
126-17 |
0-27 |
0.7% |
125-22 |
| Range |
0-28 |
1-14 |
0-18 |
64.3% |
2-17 |
| ATR |
1-14 |
1-14 |
0-00 |
0.0% |
0-00 |
| Volume |
15,986 |
16,856 |
870 |
5.4% |
84,478 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-20 |
130-00 |
127-10 |
|
| R3 |
129-06 |
128-18 |
126-30 |
|
| R2 |
127-24 |
127-24 |
126-25 |
|
| R1 |
127-04 |
127-04 |
126-21 |
127-14 |
| PP |
126-10 |
126-10 |
126-10 |
126-14 |
| S1 |
125-22 |
125-22 |
126-13 |
126-00 |
| S2 |
124-28 |
124-28 |
126-09 |
|
| S3 |
123-14 |
124-08 |
126-04 |
|
| S4 |
122-00 |
122-26 |
125-24 |
|
|
| 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 |
126-29 |
123-26 |
3-03 |
2.4% |
1-13 |
1.1% |
88% |
True |
False |
18,071 |
| 10 |
129-13 |
123-26 |
5-19 |
4.4% |
1-21 |
1.3% |
49% |
False |
False |
13,958 |
| 20 |
131-16 |
123-26 |
7-22 |
6.1% |
1-16 |
1.2% |
35% |
False |
False |
9,993 |
| 40 |
134-04 |
123-26 |
10-10 |
8.2% |
1-07 |
1.0% |
26% |
False |
False |
5,360 |
| 60 |
134-04 |
123-26 |
10-10 |
8.2% |
0-31 |
0.8% |
26% |
False |
False |
3,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-00 |
|
2.618 |
130-21 |
|
1.618 |
129-07 |
|
1.000 |
128-11 |
|
0.618 |
127-25 |
|
HIGH |
126-29 |
|
0.618 |
126-11 |
|
0.500 |
126-06 |
|
0.382 |
126-01 |
|
LOW |
125-15 |
|
0.618 |
124-19 |
|
1.000 |
124-01 |
|
1.618 |
123-05 |
|
2.618 |
121-23 |
|
4.250 |
119-12 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-13 |
126-07 |
| PP |
126-10 |
125-28 |
| S1 |
126-06 |
125-18 |
|