ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-31 |
130-23 |
-0-08 |
-0.2% |
131-24 |
| High |
131-28 |
131-25 |
-0-03 |
-0.1% |
132-26 |
| Low |
130-14 |
130-19 |
0-05 |
0.1% |
129-18 |
| Close |
130-20 |
131-22 |
1-02 |
0.8% |
130-30 |
| Range |
1-14 |
1-06 |
-0-08 |
-17.4% |
3-08 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.7% |
0-00 |
| Volume |
300,155 |
253,720 |
-46,435 |
-15.5% |
1,586,592 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-29 |
134-16 |
132-11 |
|
| R3 |
133-23 |
133-10 |
132-00 |
|
| R2 |
132-17 |
132-17 |
131-29 |
|
| R1 |
132-04 |
132-04 |
131-25 |
132-10 |
| PP |
131-11 |
131-11 |
131-11 |
131-15 |
| S1 |
130-30 |
130-30 |
131-19 |
131-04 |
| S2 |
130-05 |
130-05 |
131-15 |
|
| S3 |
128-31 |
129-24 |
131-12 |
|
| S4 |
127-25 |
128-18 |
131-01 |
|
|
| 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 |
131-28 |
129-18 |
2-10 |
1.8% |
1-05 |
0.9% |
92% |
False |
False |
302,681 |
| 10 |
132-30 |
129-18 |
3-12 |
2.6% |
1-06 |
0.9% |
63% |
False |
False |
300,682 |
| 20 |
135-12 |
129-18 |
5-26 |
4.4% |
1-08 |
1.0% |
37% |
False |
False |
305,023 |
| 40 |
135-12 |
129-05 |
6-07 |
4.7% |
1-11 |
1.0% |
41% |
False |
False |
299,077 |
| 60 |
135-19 |
127-25 |
7-26 |
5.9% |
1-15 |
1.1% |
50% |
False |
False |
248,623 |
| 80 |
135-19 |
123-27 |
11-24 |
8.9% |
1-11 |
1.0% |
67% |
False |
False |
186,598 |
| 100 |
135-19 |
121-16 |
14-03 |
10.7% |
1-07 |
0.9% |
72% |
False |
False |
149,308 |
| 120 |
135-19 |
119-07 |
16-12 |
12.4% |
1-03 |
0.8% |
76% |
False |
False |
124,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-26 |
|
2.618 |
134-28 |
|
1.618 |
133-22 |
|
1.000 |
132-31 |
|
0.618 |
132-16 |
|
HIGH |
131-25 |
|
0.618 |
131-10 |
|
0.500 |
131-06 |
|
0.382 |
131-02 |
|
LOW |
130-19 |
|
0.618 |
129-28 |
|
1.000 |
129-13 |
|
1.618 |
128-22 |
|
2.618 |
127-16 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-17 |
131-14 |
| PP |
131-11 |
131-06 |
| S1 |
131-06 |
130-30 |
|