ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
125-06 |
125-26 |
0-20 |
0.5% |
125-20 |
| High |
126-07 |
126-27 |
0-20 |
0.5% |
127-19 |
| Low |
124-28 |
125-18 |
0-22 |
0.6% |
124-28 |
| Close |
126-01 |
126-22 |
0-21 |
0.5% |
126-01 |
| Range |
1-11 |
1-09 |
-0-02 |
-4.7% |
2-23 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.9% |
0-00 |
| Volume |
300,714 |
90,671 |
-210,043 |
-69.8% |
588,944 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
129-23 |
127-13 |
|
| R3 |
128-30 |
128-14 |
127-01 |
|
| R2 |
127-21 |
127-21 |
126-30 |
|
| R1 |
127-05 |
127-05 |
126-26 |
127-13 |
| PP |
126-12 |
126-12 |
126-12 |
126-16 |
| S1 |
125-28 |
125-28 |
126-18 |
126-04 |
| S2 |
125-03 |
125-03 |
126-14 |
|
| S3 |
123-26 |
124-19 |
126-11 |
|
| S4 |
122-17 |
123-10 |
125-31 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-10 |
132-29 |
127-17 |
|
| R3 |
131-19 |
130-06 |
126-25 |
|
| R2 |
128-28 |
128-28 |
126-17 |
|
| R1 |
127-15 |
127-15 |
126-09 |
128-06 |
| PP |
126-05 |
126-05 |
126-05 |
126-17 |
| S1 |
124-24 |
124-24 |
125-25 |
125-14 |
| S2 |
123-14 |
123-14 |
125-17 |
|
| S3 |
120-23 |
122-01 |
125-09 |
|
| S4 |
118-00 |
119-10 |
124-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-19 |
124-28 |
2-23 |
2.1% |
1-17 |
1.2% |
67% |
False |
False |
135,923 |
| 10 |
127-19 |
123-26 |
3-25 |
3.0% |
1-18 |
1.2% |
76% |
False |
False |
76,409 |
| 20 |
131-16 |
123-26 |
7-22 |
6.1% |
1-20 |
1.3% |
37% |
False |
False |
42,389 |
| 40 |
134-04 |
123-26 |
10-10 |
8.1% |
1-09 |
1.0% |
28% |
False |
False |
21,920 |
| 60 |
134-04 |
123-26 |
10-10 |
8.1% |
1-02 |
0.8% |
28% |
False |
False |
14,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-09 |
|
2.618 |
130-06 |
|
1.618 |
128-29 |
|
1.000 |
128-04 |
|
0.618 |
127-20 |
|
HIGH |
126-27 |
|
0.618 |
126-11 |
|
0.500 |
126-06 |
|
0.382 |
126-02 |
|
LOW |
125-18 |
|
0.618 |
124-25 |
|
1.000 |
124-09 |
|
1.618 |
123-16 |
|
2.618 |
122-07 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-17 |
126-15 |
| PP |
126-12 |
126-07 |
| S1 |
126-06 |
126-00 |
|