ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-04 |
133-06 |
0-02 |
0.0% |
132-20 |
| High |
133-04 |
133-21 |
0-17 |
0.4% |
134-04 |
| Low |
132-31 |
132-17 |
-0-14 |
-0.3% |
132-11 |
| Close |
133-04 |
132-17 |
-0-19 |
-0.4% |
133-04 |
| Range |
0-05 |
1-04 |
0-31 |
620.0% |
1-25 |
| ATR |
0-29 |
0-30 |
0-00 |
1.6% |
0-00 |
| Volume |
244 |
7 |
-237 |
-97.1% |
633 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-09 |
135-17 |
133-05 |
|
| R3 |
135-05 |
134-13 |
132-27 |
|
| R2 |
134-01 |
134-01 |
132-24 |
|
| R1 |
133-09 |
133-09 |
132-20 |
133-03 |
| PP |
132-29 |
132-29 |
132-29 |
132-26 |
| S1 |
132-05 |
132-05 |
132-14 |
131-31 |
| S2 |
131-25 |
131-25 |
132-10 |
|
| S3 |
130-21 |
131-01 |
132-07 |
|
| S4 |
129-17 |
129-29 |
131-29 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-17 |
137-20 |
134-03 |
|
| R3 |
136-24 |
135-27 |
133-20 |
|
| R2 |
134-31 |
134-31 |
133-14 |
|
| R1 |
134-02 |
134-02 |
133-09 |
134-16 |
| PP |
133-06 |
133-06 |
133-06 |
133-14 |
| S1 |
132-09 |
132-09 |
132-31 |
132-24 |
| S2 |
131-13 |
131-13 |
132-26 |
|
| S3 |
129-20 |
130-16 |
132-20 |
|
| S4 |
127-27 |
128-23 |
132-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
136-19 |
|
1.618 |
135-15 |
|
1.000 |
134-25 |
|
0.618 |
134-11 |
|
HIGH |
133-21 |
|
0.618 |
133-07 |
|
0.500 |
133-03 |
|
0.382 |
132-31 |
|
LOW |
132-17 |
|
0.618 |
131-27 |
|
1.000 |
131-13 |
|
1.618 |
130-23 |
|
2.618 |
129-19 |
|
4.250 |
127-24 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-03 |
133-05 |
| PP |
132-29 |
132-30 |
| S1 |
132-23 |
132-24 |
|