ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
121-31 |
0-20 |
0.5% |
124-08 |
| High |
122-09 |
122-04 |
-0-05 |
-0.1% |
125-14 |
| Low |
120-19 |
119-11 |
-1-08 |
-1.0% |
120-27 |
| Close |
121-31 |
119-19 |
-2-12 |
-1.9% |
121-19 |
| Range |
1-22 |
2-25 |
1-03 |
64.8% |
4-19 |
| ATR |
1-20 |
1-22 |
0-03 |
5.1% |
0-00 |
| Volume |
219,745 |
332,715 |
112,970 |
51.4% |
1,546,175 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-22 |
126-30 |
121-04 |
|
| R3 |
125-29 |
124-05 |
120-11 |
|
| R2 |
123-04 |
123-04 |
120-03 |
|
| R1 |
121-12 |
121-12 |
119-27 |
120-28 |
| PP |
120-11 |
120-11 |
120-11 |
120-03 |
| S1 |
118-19 |
118-19 |
119-11 |
118-02 |
| S2 |
117-18 |
117-18 |
119-03 |
|
| S3 |
114-25 |
115-26 |
118-27 |
|
| S4 |
112-00 |
113-01 |
118-02 |
|
|
| 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 |
123-00 |
119-11 |
3-21 |
3.1% |
1-28 |
1.6% |
7% |
False |
True |
301,620 |
| 10 |
127-06 |
119-11 |
7-27 |
6.6% |
1-29 |
1.6% |
3% |
False |
True |
314,371 |
| 20 |
128-00 |
119-11 |
8-21 |
7.2% |
1-21 |
1.4% |
3% |
False |
True |
208,568 |
| 40 |
131-22 |
119-11 |
12-11 |
10.3% |
1-17 |
1.3% |
2% |
False |
True |
107,278 |
| 60 |
134-04 |
119-11 |
14-25 |
12.4% |
1-11 |
1.1% |
2% |
False |
True |
71,593 |
| 80 |
134-04 |
119-11 |
14-25 |
12.4% |
1-02 |
0.9% |
2% |
False |
True |
53,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-30 |
|
2.618 |
129-13 |
|
1.618 |
126-20 |
|
1.000 |
124-29 |
|
0.618 |
123-27 |
|
HIGH |
122-04 |
|
0.618 |
121-02 |
|
0.500 |
120-24 |
|
0.382 |
120-13 |
|
LOW |
119-11 |
|
0.618 |
117-20 |
|
1.000 |
116-18 |
|
1.618 |
114-27 |
|
2.618 |
112-02 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
120-31 |
| PP |
120-11 |
120-16 |
| S1 |
119-31 |
120-02 |
|