ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
121-07 |
1-07 |
1.0% |
121-11 |
| High |
121-20 |
122-02 |
0-14 |
0.4% |
122-09 |
| Low |
119-28 |
120-13 |
0-17 |
0.4% |
118-21 |
| Close |
121-12 |
120-24 |
-0-20 |
-0.5% |
121-12 |
| Range |
1-24 |
1-21 |
-0-03 |
-5.4% |
3-20 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.2% |
0-00 |
| Volume |
262,456 |
200,378 |
-62,078 |
-23.7% |
1,399,839 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-01 |
125-02 |
121-21 |
|
| R3 |
124-12 |
123-13 |
121-07 |
|
| R2 |
122-23 |
122-23 |
121-02 |
|
| R1 |
121-24 |
121-24 |
120-29 |
121-13 |
| PP |
121-02 |
121-02 |
121-02 |
120-29 |
| S1 |
120-03 |
120-03 |
120-19 |
119-24 |
| S2 |
119-13 |
119-13 |
120-14 |
|
| S3 |
117-24 |
118-14 |
120-09 |
|
| S4 |
116-03 |
116-25 |
119-27 |
|
|
| 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 |
122-04 |
118-21 |
3-15 |
2.9% |
1-27 |
1.5% |
60% |
False |
False |
276,094 |
| 10 |
125-11 |
118-21 |
6-22 |
5.5% |
1-28 |
1.6% |
31% |
False |
False |
293,164 |
| 20 |
128-00 |
118-21 |
9-11 |
7.7% |
1-23 |
1.4% |
22% |
False |
False |
257,281 |
| 40 |
131-16 |
118-21 |
12-27 |
10.6% |
1-19 |
1.3% |
16% |
False |
False |
133,325 |
| 60 |
134-04 |
118-21 |
15-15 |
12.8% |
1-13 |
1.2% |
14% |
False |
False |
89,054 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-05 |
0.9% |
14% |
False |
False |
66,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-03 |
|
2.618 |
126-13 |
|
1.618 |
124-24 |
|
1.000 |
123-23 |
|
0.618 |
123-03 |
|
HIGH |
122-02 |
|
0.618 |
121-14 |
|
0.500 |
121-08 |
|
0.382 |
121-01 |
|
LOW |
120-13 |
|
0.618 |
119-12 |
|
1.000 |
118-24 |
|
1.618 |
117-23 |
|
2.618 |
116-02 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-08 |
120-20 |
| PP |
121-02 |
120-16 |
| S1 |
120-29 |
120-12 |
|