ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
120-22 |
-0-21 |
-0.5% |
121-11 |
| High |
121-19 |
120-30 |
-0-21 |
-0.5% |
122-09 |
| Low |
120-18 |
120-08 |
-0-10 |
-0.3% |
118-21 |
| Close |
120-25 |
120-14 |
-0-11 |
-0.3% |
121-12 |
| Range |
1-01 |
0-22 |
-0-11 |
-33.3% |
3-20 |
| ATR |
1-19 |
1-17 |
-0-02 |
-4.1% |
0-00 |
| Volume |
157,130 |
85,081 |
-72,049 |
-45.9% |
1,399,839 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-19 |
122-07 |
120-26 |
|
| R3 |
121-29 |
121-17 |
120-20 |
|
| R2 |
121-07 |
121-07 |
120-18 |
|
| R1 |
120-27 |
120-27 |
120-16 |
120-22 |
| PP |
120-17 |
120-17 |
120-17 |
120-15 |
| S1 |
120-05 |
120-05 |
120-12 |
120-00 |
| S2 |
119-27 |
119-27 |
120-10 |
|
| S3 |
119-05 |
119-15 |
120-08 |
|
| S4 |
118-15 |
118-25 |
120-02 |
|
|
| 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 |
122-02 |
119-28 |
2-06 |
1.8% |
1-07 |
1.0% |
26% |
False |
False |
176,994 |
| 10 |
122-19 |
118-21 |
3-30 |
3.3% |
1-16 |
1.3% |
45% |
False |
False |
224,116 |
| 20 |
128-00 |
118-21 |
9-11 |
7.8% |
1-19 |
1.3% |
19% |
False |
False |
263,976 |
| 40 |
131-16 |
118-21 |
12-27 |
10.7% |
1-19 |
1.3% |
14% |
False |
False |
143,727 |
| 60 |
134-04 |
118-21 |
15-15 |
12.8% |
1-12 |
1.1% |
12% |
False |
False |
96,085 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-06 |
1.0% |
12% |
False |
False |
72,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
122-24 |
|
1.618 |
122-02 |
|
1.000 |
121-20 |
|
0.618 |
121-12 |
|
HIGH |
120-30 |
|
0.618 |
120-22 |
|
0.500 |
120-19 |
|
0.382 |
120-16 |
|
LOW |
120-08 |
|
0.618 |
119-26 |
|
1.000 |
119-18 |
|
1.618 |
119-04 |
|
2.618 |
118-14 |
|
4.250 |
117-10 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
120-30 |
| PP |
120-17 |
120-24 |
| S1 |
120-16 |
120-19 |
|