ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-16 |
130-20 |
0-04 |
0.1% |
130-04 |
| High |
130-18 |
131-12 |
0-26 |
0.6% |
131-22 |
| Low |
130-03 |
130-20 |
0-17 |
0.4% |
129-31 |
| Close |
130-13 |
130-27 |
0-14 |
0.3% |
130-13 |
| Range |
0-15 |
0-24 |
0-09 |
60.0% |
1-23 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.4% |
0-00 |
| Volume |
2,548 |
4,381 |
1,833 |
71.9% |
8,217 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-06 |
132-25 |
131-08 |
|
| R3 |
132-14 |
132-01 |
131-02 |
|
| R2 |
131-22 |
131-22 |
130-31 |
|
| R1 |
131-09 |
131-09 |
130-29 |
131-16 |
| PP |
130-30 |
130-30 |
130-30 |
131-02 |
| S1 |
130-17 |
130-17 |
130-25 |
130-24 |
| S2 |
130-06 |
130-06 |
130-23 |
|
| S3 |
129-14 |
129-25 |
130-20 |
|
| S4 |
128-22 |
129-01 |
130-14 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
134-27 |
131-11 |
|
| R3 |
134-04 |
133-04 |
130-28 |
|
| R2 |
132-13 |
132-13 |
130-23 |
|
| R1 |
131-13 |
131-13 |
130-18 |
131-29 |
| PP |
130-22 |
130-22 |
130-22 |
130-30 |
| S1 |
129-22 |
129-22 |
130-08 |
130-06 |
| S2 |
128-31 |
128-31 |
130-03 |
|
| S3 |
127-08 |
127-31 |
129-30 |
|
| S4 |
125-17 |
126-08 |
129-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-18 |
|
2.618 |
133-11 |
|
1.618 |
132-19 |
|
1.000 |
132-04 |
|
0.618 |
131-27 |
|
HIGH |
131-12 |
|
0.618 |
131-03 |
|
0.500 |
131-00 |
|
0.382 |
130-29 |
|
LOW |
130-20 |
|
0.618 |
130-05 |
|
1.000 |
129-28 |
|
1.618 |
129-13 |
|
2.618 |
128-21 |
|
4.250 |
127-14 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-00 |
130-26 |
| PP |
130-30 |
130-26 |
| S1 |
130-29 |
130-25 |
|