ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-04 |
130-15 |
0-11 |
0.3% |
133-04 |
| High |
130-31 |
131-12 |
0-13 |
0.3% |
133-21 |
| Low |
130-04 |
129-31 |
-0-05 |
-0.1% |
129-19 |
| Close |
130-29 |
131-06 |
0-09 |
0.2% |
129-25 |
| Range |
0-27 |
1-13 |
0-18 |
66.7% |
4-02 |
| ATR |
1-02 |
1-03 |
0-01 |
2.4% |
0-00 |
| Volume |
2,345 |
658 |
-1,687 |
-71.9% |
946 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-02 |
134-17 |
131-31 |
|
| R3 |
133-21 |
133-04 |
131-18 |
|
| R2 |
132-08 |
132-08 |
131-14 |
|
| R1 |
131-23 |
131-23 |
131-10 |
132-00 |
| PP |
130-27 |
130-27 |
130-27 |
130-31 |
| S1 |
130-10 |
130-10 |
131-02 |
130-18 |
| S2 |
129-14 |
129-14 |
130-30 |
|
| S3 |
128-01 |
128-29 |
130-26 |
|
| S4 |
126-20 |
127-16 |
130-13 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
140-18 |
132-00 |
|
| R3 |
139-04 |
136-16 |
130-29 |
|
| R2 |
135-02 |
135-02 |
130-17 |
|
| R1 |
132-14 |
132-14 |
130-05 |
131-23 |
| PP |
131-00 |
131-00 |
131-00 |
130-21 |
| S1 |
128-12 |
128-12 |
129-13 |
127-21 |
| S2 |
126-30 |
126-30 |
129-01 |
|
| S3 |
122-28 |
124-10 |
128-21 |
|
| S4 |
118-26 |
120-08 |
127-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-11 |
|
2.618 |
135-02 |
|
1.618 |
133-21 |
|
1.000 |
132-25 |
|
0.618 |
132-08 |
|
HIGH |
131-12 |
|
0.618 |
130-27 |
|
0.500 |
130-22 |
|
0.382 |
130-16 |
|
LOW |
129-31 |
|
0.618 |
129-03 |
|
1.000 |
128-18 |
|
1.618 |
127-22 |
|
2.618 |
126-09 |
|
4.250 |
124-00 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-00 |
130-30 |
| PP |
130-27 |
130-23 |
| S1 |
130-22 |
130-16 |
|