ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131-24 |
131-31 |
0-07 |
0.2% |
131-06 |
High |
132-26 |
132-07 |
-0-19 |
-0.4% |
132-30 |
Low |
131-24 |
130-16 |
-1-08 |
-0.9% |
131-05 |
Close |
132-04 |
130-23 |
-1-13 |
-1.1% |
131-22 |
Range |
1-02 |
1-23 |
0-21 |
61.8% |
1-25 |
ATR |
1-11 |
1-12 |
0-01 |
2.0% |
0-00 |
Volume |
259,406 |
367,652 |
108,246 |
41.7% |
1,419,985 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-10 |
135-07 |
131-21 |
|
R3 |
134-19 |
133-16 |
131-06 |
|
R2 |
132-28 |
132-28 |
131-01 |
|
R1 |
131-25 |
131-25 |
130-28 |
131-15 |
PP |
131-05 |
131-05 |
131-05 |
131-00 |
S1 |
130-02 |
130-02 |
130-18 |
129-24 |
S2 |
129-14 |
129-14 |
130-13 |
|
S3 |
127-23 |
128-11 |
130-08 |
|
S4 |
126-00 |
126-20 |
129-25 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-09 |
136-08 |
132-21 |
|
R3 |
135-16 |
134-15 |
132-06 |
|
R2 |
133-23 |
133-23 |
132-00 |
|
R1 |
132-22 |
132-22 |
131-27 |
133-06 |
PP |
131-30 |
131-30 |
131-30 |
132-06 |
S1 |
130-29 |
130-29 |
131-17 |
131-14 |
S2 |
130-05 |
130-05 |
131-12 |
|
S3 |
128-12 |
129-04 |
131-06 |
|
S4 |
126-19 |
127-11 |
130-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-30 |
130-16 |
2-14 |
1.9% |
1-07 |
0.9% |
9% |
False |
True |
298,682 |
10 |
133-27 |
130-16 |
3-11 |
2.6% |
1-11 |
1.0% |
7% |
False |
True |
334,194 |
20 |
135-12 |
130-16 |
4-28 |
3.7% |
1-10 |
1.0% |
4% |
False |
True |
303,664 |
40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-14 |
1.1% |
25% |
False |
False |
306,464 |
60 |
135-19 |
126-08 |
9-11 |
7.1% |
1-14 |
1.1% |
48% |
False |
False |
223,465 |
80 |
135-19 |
123-27 |
11-24 |
9.0% |
1-11 |
1.0% |
59% |
False |
False |
167,689 |
100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-06 |
0.9% |
65% |
False |
False |
134,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-17 |
2.618 |
136-23 |
1.618 |
135-00 |
1.000 |
133-30 |
0.618 |
133-09 |
HIGH |
132-07 |
0.618 |
131-18 |
0.500 |
131-12 |
0.382 |
131-05 |
LOW |
130-16 |
0.618 |
129-14 |
1.000 |
128-25 |
1.618 |
127-23 |
2.618 |
126-00 |
4.250 |
123-06 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131-12 |
131-21 |
PP |
131-05 |
131-11 |
S1 |
130-30 |
131-01 |
|