ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-23 |
129-08 |
-1-15 |
-1.1% |
130-04 |
| High |
130-23 |
129-09 |
-1-14 |
-1.1% |
131-22 |
| Low |
129-07 |
128-10 |
-0-29 |
-0.7% |
129-31 |
| Close |
129-13 |
128-17 |
-0-28 |
-0.7% |
130-13 |
| Range |
1-16 |
0-31 |
-0-17 |
-35.4% |
1-23 |
| ATR |
1-02 |
1-02 |
0-00 |
0.1% |
0-00 |
| Volume |
450 |
1,228 |
778 |
172.9% |
8,217 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-20 |
131-01 |
129-02 |
|
| R3 |
130-21 |
130-02 |
128-26 |
|
| R2 |
129-22 |
129-22 |
128-23 |
|
| R1 |
129-03 |
129-03 |
128-20 |
128-29 |
| PP |
128-23 |
128-23 |
128-23 |
128-20 |
| S1 |
128-04 |
128-04 |
128-14 |
127-30 |
| S2 |
127-24 |
127-24 |
128-11 |
|
| S3 |
126-25 |
127-05 |
128-08 |
|
| S4 |
125-26 |
126-06 |
128-00 |
|
|
| 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 |
133-13 |
|
2.618 |
131-26 |
|
1.618 |
130-27 |
|
1.000 |
130-08 |
|
0.618 |
129-28 |
|
HIGH |
129-09 |
|
0.618 |
128-29 |
|
0.500 |
128-26 |
|
0.382 |
128-22 |
|
LOW |
128-10 |
|
0.618 |
127-23 |
|
1.000 |
127-11 |
|
1.618 |
126-24 |
|
2.618 |
125-25 |
|
4.250 |
124-06 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
129-27 |
| PP |
128-23 |
129-13 |
| S1 |
128-20 |
128-31 |
|