ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-20 |
126-14 |
0-26 |
0.6% |
126-06 |
| High |
126-29 |
127-19 |
0-22 |
0.5% |
126-11 |
| Low |
125-15 |
126-10 |
0-27 |
0.7% |
123-26 |
| Close |
126-17 |
127-03 |
0-18 |
0.4% |
125-22 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
2-17 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.8% |
0-00 |
| Volume |
16,856 |
70,585 |
53,729 |
318.8% |
84,478 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-27 |
130-08 |
127-26 |
|
| R3 |
129-18 |
128-31 |
127-14 |
|
| R2 |
128-09 |
128-09 |
127-11 |
|
| R1 |
127-22 |
127-22 |
127-07 |
128-00 |
| PP |
127-00 |
127-00 |
127-00 |
127-05 |
| S1 |
126-13 |
126-13 |
126-31 |
126-22 |
| S2 |
125-23 |
125-23 |
126-27 |
|
| S3 |
124-14 |
125-04 |
126-24 |
|
| S4 |
123-05 |
123-27 |
126-12 |
|
|
| 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 |
127-19 |
124-07 |
3-12 |
2.7% |
1-06 |
0.9% |
85% |
True |
False |
27,444 |
| 10 |
128-06 |
123-26 |
4-12 |
3.4% |
1-18 |
1.2% |
75% |
False |
False |
20,375 |
| 20 |
131-16 |
123-26 |
7-22 |
6.0% |
1-16 |
1.2% |
43% |
False |
False |
13,500 |
| 40 |
134-04 |
123-26 |
10-10 |
8.1% |
1-07 |
1.0% |
32% |
False |
False |
7,122 |
| 60 |
134-04 |
123-26 |
10-10 |
8.1% |
1-00 |
0.8% |
32% |
False |
False |
4,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-01 |
|
2.618 |
130-30 |
|
1.618 |
129-21 |
|
1.000 |
128-28 |
|
0.618 |
128-12 |
|
HIGH |
127-19 |
|
0.618 |
127-03 |
|
0.500 |
126-30 |
|
0.382 |
126-26 |
|
LOW |
126-10 |
|
0.618 |
125-17 |
|
1.000 |
125-01 |
|
1.618 |
124-08 |
|
2.618 |
122-31 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
126-26 |
| PP |
127-00 |
126-18 |
| S1 |
126-30 |
126-10 |
|