ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
129-22 |
130-07 |
0-17 |
0.4% |
131-24 |
| High |
130-17 |
131-03 |
0-18 |
0.4% |
132-26 |
| Low |
129-18 |
130-00 |
0-14 |
0.3% |
129-18 |
| Close |
130-07 |
130-30 |
0-23 |
0.6% |
130-30 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
3-08 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.2% |
0-00 |
| Volume |
290,058 |
324,401 |
34,343 |
11.8% |
1,586,592 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-31 |
133-17 |
131-17 |
|
| R3 |
132-28 |
132-14 |
131-08 |
|
| R2 |
131-25 |
131-25 |
131-04 |
|
| R1 |
131-11 |
131-11 |
131-01 |
131-18 |
| PP |
130-22 |
130-22 |
130-22 |
130-25 |
| S1 |
130-08 |
130-08 |
130-27 |
130-15 |
| S2 |
129-19 |
129-19 |
130-24 |
|
| S3 |
128-16 |
129-05 |
130-20 |
|
| S4 |
127-13 |
128-02 |
130-11 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-27 |
139-05 |
132-23 |
|
| R3 |
137-19 |
135-29 |
131-27 |
|
| R2 |
134-11 |
134-11 |
131-17 |
|
| R1 |
132-21 |
132-21 |
131-08 |
131-28 |
| PP |
131-03 |
131-03 |
131-03 |
130-23 |
| S1 |
129-13 |
129-13 |
130-20 |
128-20 |
| S2 |
127-27 |
127-27 |
130-11 |
|
| S3 |
124-19 |
126-05 |
130-01 |
|
| S4 |
121-11 |
122-29 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-26 |
129-18 |
3-08 |
2.5% |
1-06 |
0.9% |
42% |
False |
False |
317,318 |
| 10 |
132-30 |
129-18 |
3-12 |
2.6% |
1-06 |
0.9% |
41% |
False |
False |
300,657 |
| 20 |
135-12 |
129-18 |
5-26 |
4.4% |
1-08 |
0.9% |
24% |
False |
False |
304,347 |
| 40 |
135-12 |
129-05 |
6-07 |
4.7% |
1-13 |
1.1% |
29% |
False |
False |
302,317 |
| 60 |
135-19 |
126-30 |
8-21 |
6.6% |
1-14 |
1.1% |
46% |
False |
False |
239,429 |
| 80 |
135-19 |
123-27 |
11-24 |
9.0% |
1-11 |
1.0% |
60% |
False |
False |
179,676 |
| 100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-07 |
0.9% |
67% |
False |
False |
143,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-24 |
|
2.618 |
133-31 |
|
1.618 |
132-28 |
|
1.000 |
132-06 |
|
0.618 |
131-25 |
|
HIGH |
131-03 |
|
0.618 |
130-22 |
|
0.500 |
130-18 |
|
0.382 |
130-13 |
|
LOW |
130-00 |
|
0.618 |
129-10 |
|
1.000 |
128-29 |
|
1.618 |
128-07 |
|
2.618 |
127-04 |
|
4.250 |
125-11 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-26 |
130-24 |
| PP |
130-22 |
130-17 |
| S1 |
130-18 |
130-10 |
|