ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-06 |
132-05 |
-1-01 |
-0.8% |
132-20 |
| High |
133-21 |
132-10 |
-1-11 |
-1.0% |
134-04 |
| Low |
132-17 |
131-11 |
-1-06 |
-0.9% |
132-11 |
| Close |
132-17 |
132-07 |
-0-10 |
-0.2% |
133-04 |
| Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
1-25 |
| ATR |
0-30 |
0-31 |
0-01 |
1.9% |
0-00 |
| Volume |
7 |
139 |
132 |
1,885.7% |
633 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-28 |
134-16 |
132-24 |
|
| R3 |
133-29 |
133-17 |
132-16 |
|
| R2 |
132-30 |
132-30 |
132-13 |
|
| R1 |
132-18 |
132-18 |
132-10 |
132-24 |
| PP |
131-31 |
131-31 |
131-31 |
132-02 |
| S1 |
131-19 |
131-19 |
132-04 |
131-25 |
| S2 |
131-00 |
131-00 |
132-01 |
|
| S3 |
130-01 |
130-20 |
131-30 |
|
| S4 |
129-02 |
129-21 |
131-22 |
|
|
| 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 |
136-14 |
|
2.618 |
134-27 |
|
1.618 |
133-28 |
|
1.000 |
133-09 |
|
0.618 |
132-29 |
|
HIGH |
132-10 |
|
0.618 |
131-30 |
|
0.500 |
131-26 |
|
0.382 |
131-23 |
|
LOW |
131-11 |
|
0.618 |
130-24 |
|
1.000 |
130-12 |
|
1.618 |
129-25 |
|
2.618 |
128-26 |
|
4.250 |
127-07 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-03 |
132-16 |
| PP |
131-31 |
132-13 |
| S1 |
131-26 |
132-10 |
|