ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
131-31 |
130-19 |
-1-12 |
-1.0% |
131-06 |
| High |
132-07 |
130-23 |
-1-16 |
-1.1% |
132-30 |
| Low |
130-16 |
129-19 |
-0-29 |
-0.7% |
131-05 |
| Close |
130-23 |
129-28 |
-0-27 |
-0.6% |
131-22 |
| Range |
1-23 |
1-04 |
-0-19 |
-34.5% |
1-25 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.3% |
0-00 |
| Volume |
367,652 |
345,075 |
-22,577 |
-6.1% |
1,419,985 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
132-25 |
130-16 |
|
| R3 |
132-10 |
131-21 |
130-06 |
|
| R2 |
131-06 |
131-06 |
130-03 |
|
| R1 |
130-17 |
130-17 |
129-31 |
130-10 |
| PP |
130-02 |
130-02 |
130-02 |
129-30 |
| S1 |
129-13 |
129-13 |
129-25 |
129-06 |
| S2 |
128-30 |
128-30 |
129-21 |
|
| S3 |
127-26 |
128-09 |
129-18 |
|
| S4 |
126-22 |
127-05 |
129-08 |
|
|
| 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 |
132-27 |
129-19 |
3-08 |
2.5% |
1-07 |
0.9% |
9% |
False |
True |
307,345 |
| 10 |
133-27 |
129-19 |
4-08 |
3.3% |
1-11 |
1.0% |
7% |
False |
True |
333,531 |
| 20 |
135-12 |
129-19 |
5-25 |
4.5% |
1-10 |
1.0% |
5% |
False |
True |
308,757 |
| 40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-14 |
1.1% |
12% |
False |
False |
307,473 |
| 60 |
135-19 |
126-11 |
9-08 |
7.1% |
1-14 |
1.1% |
38% |
False |
False |
229,211 |
| 80 |
135-19 |
123-27 |
11-24 |
9.0% |
1-11 |
1.0% |
51% |
False |
False |
171,999 |
| 100 |
135-19 |
121-16 |
14-03 |
10.9% |
1-06 |
0.9% |
59% |
False |
False |
137,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-16 |
|
2.618 |
133-21 |
|
1.618 |
132-17 |
|
1.000 |
131-27 |
|
0.618 |
131-13 |
|
HIGH |
130-23 |
|
0.618 |
130-09 |
|
0.500 |
130-05 |
|
0.382 |
130-01 |
|
LOW |
129-19 |
|
0.618 |
128-29 |
|
1.000 |
128-15 |
|
1.618 |
127-25 |
|
2.618 |
126-21 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-05 |
131-06 |
| PP |
130-02 |
130-24 |
| S1 |
129-31 |
130-10 |
|