ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
125-11 |
122-31 |
-2-12 |
-1.9% |
125-26 |
| High |
125-11 |
123-00 |
-2-11 |
-1.9% |
128-00 |
| Low |
122-09 |
120-27 |
-1-14 |
-1.2% |
123-31 |
| Close |
122-16 |
121-26 |
-0-22 |
-0.6% |
124-04 |
| Range |
3-02 |
2-05 |
-0-29 |
-29.6% |
4-01 |
| ATR |
1-20 |
1-21 |
0-01 |
2.4% |
0-00 |
| Volume |
375,786 |
400,568 |
24,782 |
6.6% |
1,410,293 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
127-08 |
123-00 |
|
| R3 |
126-06 |
125-03 |
122-13 |
|
| R2 |
124-01 |
124-01 |
122-07 |
|
| R1 |
122-30 |
122-30 |
122-00 |
122-13 |
| PP |
121-28 |
121-28 |
121-28 |
121-20 |
| S1 |
120-25 |
120-25 |
121-20 |
120-08 |
| S2 |
119-23 |
119-23 |
121-13 |
|
| S3 |
117-18 |
118-20 |
121-07 |
|
| S4 |
115-13 |
116-15 |
120-20 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-15 |
134-26 |
126-11 |
|
| R3 |
133-14 |
130-25 |
125-07 |
|
| R2 |
129-13 |
129-13 |
124-28 |
|
| R1 |
126-24 |
126-24 |
124-16 |
126-02 |
| PP |
125-12 |
125-12 |
125-12 |
125-00 |
| S1 |
122-23 |
122-23 |
123-24 |
122-01 |
| S2 |
121-11 |
121-11 |
123-12 |
|
| S3 |
117-10 |
118-22 |
123-01 |
|
| S4 |
113-09 |
114-21 |
121-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-22 |
120-27 |
4-27 |
4.0% |
1-27 |
1.5% |
20% |
False |
True |
343,447 |
| 10 |
128-00 |
120-27 |
7-05 |
5.9% |
1-25 |
1.5% |
14% |
False |
True |
290,289 |
| 20 |
128-06 |
120-27 |
7-11 |
6.0% |
1-22 |
1.4% |
13% |
False |
True |
155,332 |
| 40 |
132-18 |
120-27 |
11-23 |
9.6% |
1-15 |
1.2% |
8% |
False |
True |
79,666 |
| 60 |
134-04 |
120-27 |
13-09 |
10.9% |
1-08 |
1.0% |
7% |
False |
True |
53,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-05 |
|
2.618 |
128-21 |
|
1.618 |
126-16 |
|
1.000 |
125-05 |
|
0.618 |
124-11 |
|
HIGH |
123-00 |
|
0.618 |
122-06 |
|
0.500 |
121-30 |
|
0.382 |
121-21 |
|
LOW |
120-27 |
|
0.618 |
119-16 |
|
1.000 |
118-22 |
|
1.618 |
117-11 |
|
2.618 |
115-06 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-30 |
123-04 |
| PP |
121-28 |
122-22 |
| S1 |
121-27 |
122-08 |
|