ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
122-08 |
121-11 |
-0-29 |
-0.7% |
124-08 |
| High |
122-19 |
122-09 |
-0-10 |
-0.3% |
125-14 |
| Low |
121-05 |
120-19 |
-0-18 |
-0.5% |
120-27 |
| Close |
121-19 |
121-31 |
0-12 |
0.3% |
121-19 |
| Range |
1-14 |
1-22 |
0-08 |
17.4% |
4-19 |
| ATR |
1-20 |
1-20 |
0-00 |
0.3% |
0-00 |
| Volume |
218,807 |
219,745 |
938 |
0.4% |
1,546,175 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
126-00 |
122-29 |
|
| R3 |
125-00 |
124-10 |
122-14 |
|
| R2 |
123-10 |
123-10 |
122-09 |
|
| R1 |
122-20 |
122-20 |
122-04 |
122-31 |
| PP |
121-20 |
121-20 |
121-20 |
121-25 |
| S1 |
120-30 |
120-30 |
121-26 |
121-09 |
| S2 |
119-30 |
119-30 |
121-21 |
|
| S3 |
118-08 |
119-08 |
121-16 |
|
| S4 |
116-18 |
117-18 |
121-01 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-13 |
133-19 |
124-04 |
|
| R3 |
131-26 |
129-00 |
122-27 |
|
| R2 |
127-07 |
127-07 |
122-14 |
|
| R1 |
124-13 |
124-13 |
122-00 |
123-16 |
| PP |
122-20 |
122-20 |
122-20 |
122-06 |
| S1 |
119-26 |
119-26 |
121-06 |
118-30 |
| S2 |
118-01 |
118-01 |
120-24 |
|
| S3 |
113-14 |
115-07 |
120-11 |
|
| S4 |
108-27 |
110-20 |
119-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-11 |
120-19 |
4-24 |
3.9% |
1-30 |
1.6% |
29% |
False |
True |
310,234 |
| 10 |
128-00 |
120-19 |
7-13 |
6.1% |
1-24 |
1.4% |
19% |
False |
True |
308,554 |
| 20 |
128-00 |
120-19 |
7-13 |
6.1% |
1-21 |
1.4% |
19% |
False |
True |
192,481 |
| 40 |
131-22 |
120-19 |
11-03 |
9.1% |
1-15 |
1.2% |
12% |
False |
True |
99,019 |
| 60 |
134-04 |
120-19 |
13-17 |
11.1% |
1-10 |
1.1% |
10% |
False |
True |
66,049 |
| 80 |
134-04 |
120-19 |
13-17 |
11.1% |
1-01 |
0.8% |
10% |
False |
True |
49,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-14 |
|
2.618 |
126-22 |
|
1.618 |
125-00 |
|
1.000 |
123-31 |
|
0.618 |
123-10 |
|
HIGH |
122-09 |
|
0.618 |
121-20 |
|
0.500 |
121-14 |
|
0.382 |
121-08 |
|
LOW |
120-19 |
|
0.618 |
119-18 |
|
1.000 |
118-29 |
|
1.618 |
117-28 |
|
2.618 |
116-06 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-25 |
121-27 |
| PP |
121-20 |
121-23 |
| S1 |
121-14 |
121-20 |
|