ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
131-06 |
131-25 |
0-19 |
0.5% |
134-12 |
| High |
132-08 |
132-22 |
0-14 |
0.3% |
134-30 |
| Low |
131-05 |
131-06 |
0-01 |
0.0% |
130-25 |
| Close |
132-05 |
132-14 |
0-09 |
0.2% |
131-01 |
| Range |
1-03 |
1-16 |
0-13 |
37.1% |
4-05 |
| ATR |
1-14 |
1-14 |
0-00 |
0.4% |
0-00 |
| Volume |
229,579 |
324,050 |
94,471 |
41.1% |
1,590,185 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
136-01 |
133-08 |
|
| R3 |
135-03 |
134-17 |
132-27 |
|
| R2 |
133-19 |
133-19 |
132-23 |
|
| R1 |
133-01 |
133-01 |
132-18 |
133-10 |
| PP |
132-03 |
132-03 |
132-03 |
132-08 |
| S1 |
131-17 |
131-17 |
132-10 |
131-26 |
| S2 |
130-19 |
130-19 |
132-05 |
|
| S3 |
129-03 |
130-01 |
132-01 |
|
| S4 |
127-19 |
128-17 |
131-20 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-23 |
142-01 |
133-10 |
|
| R3 |
140-18 |
137-28 |
132-06 |
|
| R2 |
136-13 |
136-13 |
131-25 |
|
| R1 |
133-23 |
133-23 |
131-13 |
133-00 |
| PP |
132-08 |
132-08 |
132-08 |
131-28 |
| S1 |
129-18 |
129-18 |
130-21 |
128-26 |
| S2 |
128-03 |
128-03 |
130-09 |
|
| S3 |
123-30 |
125-13 |
129-28 |
|
| S4 |
119-25 |
121-08 |
128-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-27 |
130-25 |
3-02 |
2.3% |
1-15 |
1.1% |
54% |
False |
False |
369,705 |
| 10 |
135-12 |
130-25 |
4-19 |
3.5% |
1-11 |
1.0% |
36% |
False |
False |
309,365 |
| 20 |
135-12 |
130-25 |
4-19 |
3.5% |
1-12 |
1.0% |
36% |
False |
False |
301,224 |
| 40 |
135-19 |
129-05 |
6-14 |
4.9% |
1-18 |
1.2% |
51% |
False |
False |
295,542 |
| 60 |
135-19 |
124-22 |
10-29 |
8.2% |
1-14 |
1.1% |
71% |
False |
False |
198,624 |
| 80 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
73% |
False |
False |
149,040 |
| 100 |
135-19 |
120-04 |
15-15 |
11.7% |
1-05 |
0.9% |
80% |
False |
False |
119,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-02 |
|
2.618 |
136-20 |
|
1.618 |
135-04 |
|
1.000 |
134-06 |
|
0.618 |
133-20 |
|
HIGH |
132-22 |
|
0.618 |
132-04 |
|
0.500 |
131-30 |
|
0.382 |
131-24 |
|
LOW |
131-06 |
|
0.618 |
130-08 |
|
1.000 |
129-22 |
|
1.618 |
128-24 |
|
2.618 |
127-08 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-09 |
132-07 |
| PP |
132-03 |
132-01 |
| S1 |
131-30 |
131-26 |
|