ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
120-00 |
0-30 |
0.8% |
121-11 |
| High |
120-01 |
121-20 |
1-19 |
1.3% |
122-09 |
| Low |
118-22 |
119-28 |
1-06 |
1.0% |
118-21 |
| Close |
119-17 |
121-12 |
1-27 |
1.5% |
121-12 |
| Range |
1-11 |
1-24 |
0-13 |
30.2% |
3-20 |
| ATR |
1-22 |
1-23 |
0-01 |
1.8% |
0-00 |
| Volume |
277,240 |
262,456 |
-14,784 |
-5.3% |
1,399,839 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-17 |
122-11 |
|
| R3 |
124-15 |
123-25 |
121-27 |
|
| R2 |
122-23 |
122-23 |
121-22 |
|
| R1 |
122-01 |
122-01 |
121-17 |
122-12 |
| PP |
120-31 |
120-31 |
120-31 |
121-04 |
| S1 |
120-09 |
120-09 |
121-07 |
120-20 |
| S2 |
119-07 |
119-07 |
121-02 |
|
| S3 |
117-15 |
118-17 |
120-29 |
|
| S4 |
115-23 |
116-25 |
120-13 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-21 |
130-04 |
123-12 |
|
| R3 |
128-01 |
126-16 |
122-12 |
|
| R2 |
124-13 |
124-13 |
122-01 |
|
| R1 |
122-28 |
122-28 |
121-23 |
123-20 |
| PP |
120-25 |
120-25 |
120-25 |
121-05 |
| S1 |
119-08 |
119-08 |
121-01 |
120-00 |
| S2 |
117-05 |
117-05 |
120-23 |
|
| S3 |
113-17 |
115-20 |
120-12 |
|
| S4 |
109-29 |
112-00 |
119-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-09 |
118-21 |
3-20 |
3.0% |
1-27 |
1.5% |
75% |
False |
False |
279,967 |
| 10 |
125-14 |
118-21 |
6-25 |
5.6% |
1-27 |
1.5% |
40% |
False |
False |
294,601 |
| 20 |
128-00 |
118-21 |
9-11 |
7.7% |
1-22 |
1.4% |
29% |
False |
False |
248,061 |
| 40 |
131-16 |
118-21 |
12-27 |
10.6% |
1-18 |
1.3% |
21% |
False |
False |
128,379 |
| 60 |
134-04 |
118-21 |
15-15 |
12.7% |
1-12 |
1.1% |
18% |
False |
False |
85,714 |
| 80 |
134-04 |
118-21 |
15-15 |
12.7% |
1-04 |
0.9% |
18% |
False |
False |
64,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-02 |
|
2.618 |
126-07 |
|
1.618 |
124-15 |
|
1.000 |
123-12 |
|
0.618 |
122-23 |
|
HIGH |
121-20 |
|
0.618 |
120-31 |
|
0.500 |
120-24 |
|
0.382 |
120-17 |
|
LOW |
119-28 |
|
0.618 |
118-25 |
|
1.000 |
118-04 |
|
1.618 |
117-01 |
|
2.618 |
115-09 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-05 |
120-31 |
| PP |
120-31 |
120-18 |
| S1 |
120-24 |
120-04 |
|