ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-20 |
130-23 |
0-03 |
0.1% |
130-04 |
| High |
131-12 |
130-23 |
-0-21 |
-0.5% |
131-22 |
| Low |
130-20 |
129-07 |
-1-13 |
-1.1% |
129-31 |
| Close |
130-27 |
129-13 |
-1-14 |
-1.1% |
130-13 |
| Range |
0-24 |
1-16 |
0-24 |
100.0% |
1-23 |
| ATR |
1-01 |
1-02 |
0-01 |
4.1% |
0-00 |
| Volume |
4,381 |
450 |
-3,931 |
-89.7% |
8,217 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-11 |
130-07 |
|
| R3 |
132-25 |
131-27 |
129-26 |
|
| R2 |
131-09 |
131-09 |
129-22 |
|
| R1 |
130-11 |
130-11 |
129-17 |
130-02 |
| PP |
129-25 |
129-25 |
129-25 |
129-20 |
| S1 |
128-27 |
128-27 |
129-09 |
128-18 |
| S2 |
128-09 |
128-09 |
129-04 |
|
| S3 |
126-25 |
127-11 |
129-00 |
|
| S4 |
125-09 |
125-27 |
128-19 |
|
|
| 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 |
137-03 |
|
2.618 |
134-21 |
|
1.618 |
133-05 |
|
1.000 |
132-07 |
|
0.618 |
131-21 |
|
HIGH |
130-23 |
|
0.618 |
130-05 |
|
0.500 |
129-31 |
|
0.382 |
129-25 |
|
LOW |
129-07 |
|
0.618 |
128-09 |
|
1.000 |
127-23 |
|
1.618 |
126-25 |
|
2.618 |
125-09 |
|
4.250 |
122-27 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-31 |
130-10 |
| PP |
129-25 |
130-00 |
| S1 |
129-19 |
129-22 |
|