ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-22 |
120-14 |
-0-08 |
-0.2% |
121-07 |
| High |
120-30 |
121-15 |
0-17 |
0.4% |
122-02 |
| Low |
120-08 |
119-22 |
-0-18 |
-0.5% |
120-08 |
| Close |
120-14 |
121-08 |
0-26 |
0.7% |
120-14 |
| Range |
0-22 |
1-25 |
1-03 |
159.1% |
1-26 |
| ATR |
1-17 |
1-18 |
0-01 |
1.1% |
0-00 |
| Volume |
85,081 |
86,189 |
1,108 |
1.3% |
622,516 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-15 |
122-07 |
|
| R3 |
124-12 |
123-22 |
121-24 |
|
| R2 |
122-19 |
122-19 |
121-18 |
|
| R1 |
121-29 |
121-29 |
121-13 |
122-08 |
| PP |
120-26 |
120-26 |
120-26 |
120-31 |
| S1 |
120-04 |
120-04 |
121-03 |
120-15 |
| S2 |
119-01 |
119-01 |
120-30 |
|
| S3 |
117-08 |
118-11 |
120-24 |
|
| S4 |
115-15 |
116-18 |
120-09 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-07 |
121-14 |
|
| R3 |
124-17 |
123-13 |
120-30 |
|
| R2 |
122-23 |
122-23 |
120-25 |
|
| R1 |
121-19 |
121-19 |
120-19 |
121-08 |
| PP |
120-29 |
120-29 |
120-29 |
120-24 |
| S1 |
119-25 |
119-25 |
120-09 |
119-14 |
| S2 |
119-03 |
119-03 |
120-03 |
|
| S3 |
117-09 |
117-31 |
119-30 |
|
| S4 |
115-15 |
116-05 |
119-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-02 |
119-22 |
2-12 |
2.0% |
1-07 |
1.0% |
66% |
False |
True |
141,741 |
| 10 |
122-09 |
118-21 |
3-20 |
3.0% |
1-17 |
1.3% |
72% |
False |
False |
210,854 |
| 20 |
128-00 |
118-21 |
9-11 |
7.7% |
1-20 |
1.3% |
28% |
False |
False |
253,250 |
| 40 |
131-16 |
118-21 |
12-27 |
10.6% |
1-20 |
1.3% |
20% |
False |
False |
145,698 |
| 60 |
134-04 |
118-21 |
15-15 |
12.8% |
1-13 |
1.2% |
17% |
False |
False |
97,520 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-06 |
1.0% |
17% |
False |
False |
73,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-01 |
|
2.618 |
126-04 |
|
1.618 |
124-11 |
|
1.000 |
123-08 |
|
0.618 |
122-18 |
|
HIGH |
121-15 |
|
0.618 |
120-25 |
|
0.500 |
120-18 |
|
0.382 |
120-12 |
|
LOW |
119-22 |
|
0.618 |
118-19 |
|
1.000 |
117-29 |
|
1.618 |
116-26 |
|
2.618 |
115-01 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-01 |
121-02 |
| PP |
120-26 |
120-27 |
| S1 |
120-18 |
120-20 |
|