ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
128-12 |
128-28 |
0-16 |
0.4% |
130-20 |
| High |
129-00 |
129-24 |
0-24 |
0.6% |
131-12 |
| Low |
128-11 |
128-28 |
0-17 |
0.4% |
128-10 |
| Close |
128-28 |
129-19 |
0-23 |
0.6% |
129-19 |
| Range |
0-21 |
0-28 |
0-07 |
33.3% |
3-02 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.2% |
0-00 |
| Volume |
7,353 |
5,805 |
-1,548 |
-21.1% |
19,217 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-01 |
131-22 |
130-02 |
|
| R3 |
131-05 |
130-26 |
129-27 |
|
| R2 |
130-09 |
130-09 |
129-24 |
|
| R1 |
129-30 |
129-30 |
129-22 |
130-04 |
| PP |
129-13 |
129-13 |
129-13 |
129-16 |
| S1 |
129-02 |
129-02 |
129-16 |
129-08 |
| S2 |
128-17 |
128-17 |
129-14 |
|
| S3 |
127-21 |
128-06 |
129-11 |
|
| S4 |
126-25 |
127-10 |
129-04 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-30 |
137-11 |
131-09 |
|
| R3 |
135-28 |
134-09 |
130-14 |
|
| R2 |
132-26 |
132-26 |
130-05 |
|
| R1 |
131-07 |
131-07 |
129-28 |
130-16 |
| PP |
129-24 |
129-24 |
129-24 |
129-13 |
| S1 |
128-05 |
128-05 |
129-10 |
127-14 |
| S2 |
126-22 |
126-22 |
129-01 |
|
| S3 |
123-20 |
125-03 |
128-24 |
|
| S4 |
120-18 |
122-01 |
127-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-15 |
|
2.618 |
132-01 |
|
1.618 |
131-05 |
|
1.000 |
130-20 |
|
0.618 |
130-09 |
|
HIGH |
129-24 |
|
0.618 |
129-13 |
|
0.500 |
129-10 |
|
0.382 |
129-07 |
|
LOW |
128-28 |
|
0.618 |
128-11 |
|
1.000 |
128-00 |
|
1.618 |
127-15 |
|
2.618 |
126-19 |
|
4.250 |
125-05 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-16 |
129-13 |
| PP |
129-13 |
129-07 |
| S1 |
129-10 |
129-01 |
|