ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-31 |
121-18 |
-1-13 |
-1.1% |
125-26 |
| High |
123-00 |
122-20 |
-0-12 |
-0.3% |
128-00 |
| Low |
120-27 |
121-11 |
0-16 |
0.4% |
123-31 |
| Close |
121-26 |
122-04 |
0-10 |
0.3% |
124-04 |
| Range |
2-05 |
1-09 |
-0-28 |
-40.6% |
4-01 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.6% |
0-00 |
| Volume |
400,568 |
336,267 |
-64,301 |
-16.1% |
1,410,293 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
125-09 |
122-27 |
|
| R3 |
124-19 |
124-00 |
122-15 |
|
| R2 |
123-10 |
123-10 |
122-12 |
|
| R1 |
122-23 |
122-23 |
122-08 |
123-00 |
| PP |
122-01 |
122-01 |
122-01 |
122-06 |
| S1 |
121-14 |
121-14 |
122-00 |
121-24 |
| S2 |
120-24 |
120-24 |
121-28 |
|
| S3 |
119-15 |
120-05 |
121-25 |
|
| S4 |
118-06 |
118-28 |
121-13 |
|
|
| 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% |
1-28 |
1.5% |
26% |
False |
False |
331,111 |
| 10 |
128-00 |
120-27 |
7-05 |
5.9% |
1-22 |
1.4% |
18% |
False |
False |
303,837 |
| 20 |
128-06 |
120-27 |
7-11 |
6.0% |
1-20 |
1.3% |
17% |
False |
False |
171,600 |
| 40 |
132-18 |
120-27 |
11-23 |
9.6% |
1-16 |
1.2% |
11% |
False |
False |
88,069 |
| 60 |
134-04 |
120-27 |
13-09 |
10.9% |
1-09 |
1.0% |
10% |
False |
False |
58,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-02 |
|
2.618 |
125-31 |
|
1.618 |
124-22 |
|
1.000 |
123-29 |
|
0.618 |
123-13 |
|
HIGH |
122-20 |
|
0.618 |
122-04 |
|
0.500 |
122-00 |
|
0.382 |
121-27 |
|
LOW |
121-11 |
|
0.618 |
120-18 |
|
1.000 |
120-02 |
|
1.618 |
119-09 |
|
2.618 |
118-00 |
|
4.250 |
115-29 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-02 |
123-03 |
| PP |
122-01 |
122-25 |
| S1 |
122-00 |
122-14 |
|