ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-14 |
121-11 |
0-29 |
0.8% |
121-07 |
| High |
121-15 |
121-20 |
0-05 |
0.1% |
122-02 |
| Low |
119-22 |
119-06 |
-0-16 |
-0.4% |
120-08 |
| Close |
121-08 |
119-11 |
-1-29 |
-1.6% |
120-14 |
| Range |
1-25 |
2-14 |
0-21 |
36.8% |
1-26 |
| ATR |
1-18 |
1-20 |
0-02 |
4.0% |
0-00 |
| Volume |
86,189 |
149,628 |
63,439 |
73.6% |
622,516 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
125-25 |
120-22 |
|
| R3 |
124-30 |
123-11 |
120-00 |
|
| R2 |
122-16 |
122-16 |
119-25 |
|
| R1 |
120-29 |
120-29 |
119-18 |
120-16 |
| PP |
120-02 |
120-02 |
120-02 |
119-27 |
| S1 |
118-15 |
118-15 |
119-04 |
118-02 |
| S2 |
117-20 |
117-20 |
118-29 |
|
| S3 |
115-06 |
116-01 |
118-22 |
|
| S4 |
112-24 |
113-19 |
118-00 |
|
|
| 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 |
121-20 |
119-06 |
2-14 |
2.0% |
1-12 |
1.2% |
6% |
True |
True |
131,591 |
| 10 |
122-04 |
118-21 |
3-15 |
2.9% |
1-20 |
1.4% |
20% |
False |
False |
203,842 |
| 20 |
128-00 |
118-21 |
9-11 |
7.8% |
1-22 |
1.4% |
7% |
False |
False |
256,198 |
| 40 |
131-16 |
118-21 |
12-27 |
10.8% |
1-21 |
1.4% |
5% |
False |
False |
149,294 |
| 60 |
134-04 |
118-21 |
15-15 |
13.0% |
1-14 |
1.2% |
4% |
False |
False |
100,012 |
| 80 |
134-04 |
118-21 |
15-15 |
13.0% |
1-07 |
1.0% |
4% |
False |
False |
75,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-00 |
|
2.618 |
128-00 |
|
1.618 |
125-18 |
|
1.000 |
124-02 |
|
0.618 |
123-04 |
|
HIGH |
121-20 |
|
0.618 |
120-22 |
|
0.500 |
120-13 |
|
0.382 |
120-04 |
|
LOW |
119-06 |
|
0.618 |
117-22 |
|
1.000 |
116-24 |
|
1.618 |
115-08 |
|
2.618 |
112-26 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-13 |
120-13 |
| PP |
120-02 |
120-02 |
| S1 |
119-22 |
119-22 |
|