ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-15 |
131-03 |
0-20 |
0.5% |
133-04 |
| High |
131-12 |
131-22 |
0-10 |
0.2% |
133-21 |
| Low |
129-31 |
130-21 |
0-22 |
0.5% |
129-19 |
| Close |
131-06 |
131-13 |
0-07 |
0.2% |
129-25 |
| Range |
1-13 |
1-01 |
-0-12 |
-26.7% |
4-02 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
658 |
615 |
-43 |
-6.5% |
946 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-29 |
131-31 |
|
| R3 |
133-10 |
132-28 |
131-22 |
|
| R2 |
132-09 |
132-09 |
131-19 |
|
| R1 |
131-27 |
131-27 |
131-16 |
132-02 |
| PP |
131-08 |
131-08 |
131-08 |
131-12 |
| S1 |
130-26 |
130-26 |
131-10 |
131-01 |
| S2 |
130-07 |
130-07 |
131-07 |
|
| S3 |
129-06 |
129-25 |
131-04 |
|
| S4 |
128-05 |
128-24 |
130-27 |
|
|
| 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 |
136-02 |
|
2.618 |
134-12 |
|
1.618 |
133-11 |
|
1.000 |
132-23 |
|
0.618 |
132-10 |
|
HIGH |
131-22 |
|
0.618 |
131-09 |
|
0.500 |
131-06 |
|
0.382 |
131-02 |
|
LOW |
130-21 |
|
0.618 |
130-01 |
|
1.000 |
129-20 |
|
1.618 |
129-00 |
|
2.618 |
127-31 |
|
4.250 |
126-09 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
131-07 |
| PP |
131-08 |
131-01 |
| S1 |
131-06 |
130-26 |
|