ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
126-30 |
0-16 |
0.4% |
126-06 |
| High |
127-19 |
127-04 |
-0-15 |
-0.4% |
126-11 |
| Low |
126-10 |
124-28 |
-1-14 |
-1.1% |
123-26 |
| Close |
127-03 |
125-00 |
-2-03 |
-1.6% |
125-22 |
| Range |
1-09 |
2-08 |
0-31 |
75.6% |
2-17 |
| ATR |
1-14 |
1-15 |
0-02 |
4.1% |
0-00 |
| Volume |
70,585 |
200,789 |
130,204 |
184.5% |
84,478 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
130-31 |
126-08 |
|
| R3 |
130-05 |
128-23 |
125-20 |
|
| R2 |
127-29 |
127-29 |
125-13 |
|
| R1 |
126-15 |
126-15 |
125-07 |
126-02 |
| PP |
125-21 |
125-21 |
125-21 |
125-15 |
| S1 |
124-07 |
124-07 |
124-25 |
123-26 |
| S2 |
123-13 |
123-13 |
124-19 |
|
| S3 |
121-05 |
121-31 |
124-12 |
|
| S4 |
118-29 |
119-23 |
123-24 |
|
|
| 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 |
127-19 |
124-07 |
3-12 |
2.7% |
1-13 |
1.1% |
23% |
False |
False |
64,959 |
| 10 |
128-06 |
123-26 |
4-12 |
3.5% |
1-19 |
1.3% |
27% |
False |
False |
39,364 |
| 20 |
131-16 |
123-26 |
7-22 |
6.2% |
1-18 |
1.2% |
15% |
False |
False |
23,478 |
| 40 |
134-04 |
123-26 |
10-10 |
8.3% |
1-09 |
1.0% |
12% |
False |
False |
12,140 |
| 60 |
134-04 |
123-26 |
10-10 |
8.3% |
1-01 |
0.8% |
12% |
False |
False |
8,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-22 |
|
2.618 |
133-00 |
|
1.618 |
130-24 |
|
1.000 |
129-12 |
|
0.618 |
128-16 |
|
HIGH |
127-04 |
|
0.618 |
126-08 |
|
0.500 |
126-00 |
|
0.382 |
125-24 |
|
LOW |
124-28 |
|
0.618 |
123-16 |
|
1.000 |
122-20 |
|
1.618 |
121-08 |
|
2.618 |
119-00 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
126-08 |
| PP |
125-21 |
125-26 |
| S1 |
125-11 |
125-13 |
|