ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126-23 |
127-04 |
0-13 |
0.3% |
125-20 |
| High |
128-00 |
127-06 |
-0-26 |
-0.6% |
127-19 |
| Low |
126-23 |
124-18 |
-2-05 |
-1.7% |
124-28 |
| Close |
127-09 |
124-27 |
-2-14 |
-1.9% |
126-01 |
| Range |
1-09 |
2-20 |
1-11 |
104.9% |
2-23 |
| ATR |
1-14 |
1-17 |
0-03 |
6.3% |
0-00 |
| Volume |
274,539 |
318,948 |
44,409 |
16.2% |
588,944 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-13 |
131-24 |
126-09 |
|
| R3 |
130-25 |
129-04 |
125-18 |
|
| R2 |
128-05 |
128-05 |
125-10 |
|
| R1 |
126-16 |
126-16 |
125-03 |
126-00 |
| PP |
125-17 |
125-17 |
125-17 |
125-09 |
| S1 |
123-28 |
123-28 |
124-19 |
123-12 |
| S2 |
122-29 |
122-29 |
124-12 |
|
| S3 |
120-09 |
121-08 |
124-04 |
|
| S4 |
117-21 |
118-20 |
123-13 |
|
|
| 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 |
128-00 |
124-18 |
3-14 |
2.8% |
1-24 |
1.4% |
8% |
False |
True |
237,132 |
| 10 |
128-00 |
124-07 |
3-25 |
3.0% |
1-15 |
1.2% |
17% |
False |
False |
132,288 |
| 20 |
131-16 |
123-26 |
7-22 |
6.2% |
1-22 |
1.4% |
13% |
False |
False |
71,748 |
| 40 |
134-04 |
123-26 |
10-10 |
8.3% |
1-11 |
1.1% |
10% |
False |
False |
36,755 |
| 60 |
134-04 |
123-26 |
10-10 |
8.3% |
1-04 |
0.9% |
10% |
False |
False |
24,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-11 |
|
2.618 |
134-02 |
|
1.618 |
131-14 |
|
1.000 |
129-26 |
|
0.618 |
128-26 |
|
HIGH |
127-06 |
|
0.618 |
126-06 |
|
0.500 |
125-28 |
|
0.382 |
125-18 |
|
LOW |
124-18 |
|
0.618 |
122-30 |
|
1.000 |
121-30 |
|
1.618 |
120-10 |
|
2.618 |
117-22 |
|
4.250 |
113-13 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
126-09 |
| PP |
125-17 |
125-26 |
| S1 |
125-06 |
125-10 |
|