ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-07 |
130-31 |
0-24 |
0.6% |
131-24 |
| High |
131-03 |
131-28 |
0-25 |
0.6% |
132-26 |
| Low |
130-00 |
130-14 |
0-14 |
0.3% |
129-18 |
| Close |
130-30 |
130-20 |
-0-10 |
-0.2% |
130-30 |
| Range |
1-03 |
1-14 |
0-11 |
31.4% |
3-08 |
| ATR |
1-10 |
1-10 |
0-00 |
0.7% |
0-00 |
| Volume |
324,401 |
300,155 |
-24,246 |
-7.5% |
1,586,592 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-13 |
131-13 |
|
| R3 |
133-27 |
132-31 |
131-01 |
|
| R2 |
132-13 |
132-13 |
130-28 |
|
| R1 |
131-17 |
131-17 |
130-24 |
131-08 |
| PP |
130-31 |
130-31 |
130-31 |
130-27 |
| S1 |
130-03 |
130-03 |
130-16 |
129-26 |
| S2 |
129-17 |
129-17 |
130-12 |
|
| S3 |
128-03 |
128-21 |
130-07 |
|
| S4 |
126-21 |
127-07 |
129-27 |
|
|
| 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 |
132-07 |
129-18 |
2-21 |
2.0% |
1-09 |
1.0% |
40% |
False |
False |
325,468 |
| 10 |
132-30 |
129-18 |
3-12 |
2.6% |
1-07 |
0.9% |
31% |
False |
False |
307,715 |
| 20 |
135-12 |
129-18 |
5-26 |
4.4% |
1-09 |
1.0% |
18% |
False |
False |
309,008 |
| 40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-12 |
1.0% |
24% |
False |
False |
301,737 |
| 60 |
135-19 |
127-24 |
7-27 |
6.0% |
1-14 |
1.1% |
37% |
False |
False |
244,416 |
| 80 |
135-19 |
123-27 |
11-24 |
9.0% |
1-11 |
1.0% |
58% |
False |
False |
183,427 |
| 100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-07 |
0.9% |
65% |
False |
False |
146,771 |
| 120 |
135-19 |
118-16 |
17-03 |
13.1% |
1-03 |
0.8% |
71% |
False |
False |
122,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
135-20 |
|
1.618 |
134-06 |
|
1.000 |
133-10 |
|
0.618 |
132-24 |
|
HIGH |
131-28 |
|
0.618 |
131-10 |
|
0.500 |
131-05 |
|
0.382 |
131-00 |
|
LOW |
130-14 |
|
0.618 |
129-18 |
|
1.000 |
129-00 |
|
1.618 |
128-04 |
|
2.618 |
126-22 |
|
4.250 |
124-10 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-05 |
130-23 |
| PP |
130-31 |
130-22 |
| S1 |
130-26 |
130-21 |
|