ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-08 |
129-08 |
-1-00 |
-0.8% |
130-20 |
| High |
131-16 |
130-22 |
-0-26 |
-0.6% |
131-12 |
| Low |
128-18 |
128-26 |
0-08 |
0.2% |
128-10 |
| Close |
128-28 |
130-07 |
1-11 |
1.0% |
129-19 |
| Range |
2-30 |
1-28 |
-1-02 |
-36.2% |
3-02 |
| ATR |
1-06 |
1-08 |
0-02 |
4.1% |
0-00 |
| Volume |
11,513 |
6,811 |
-4,702 |
-40.8% |
19,217 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
134-24 |
131-08 |
|
| R3 |
133-21 |
132-28 |
130-24 |
|
| R2 |
131-25 |
131-25 |
130-18 |
|
| R1 |
131-00 |
131-00 |
130-12 |
131-12 |
| PP |
129-29 |
129-29 |
129-29 |
130-03 |
| S1 |
129-04 |
129-04 |
130-02 |
129-16 |
| S2 |
128-01 |
128-01 |
129-28 |
|
| S3 |
126-05 |
127-08 |
129-22 |
|
| S4 |
124-09 |
125-12 |
129-06 |
|
|
| 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 |
138-21 |
|
2.618 |
135-19 |
|
1.618 |
133-23 |
|
1.000 |
132-18 |
|
0.618 |
131-27 |
|
HIGH |
130-22 |
|
0.618 |
129-31 |
|
0.500 |
129-24 |
|
0.382 |
129-17 |
|
LOW |
128-26 |
|
0.618 |
127-21 |
|
1.000 |
126-30 |
|
1.618 |
125-25 |
|
2.618 |
123-29 |
|
4.250 |
120-27 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-02 |
130-05 |
| PP |
129-29 |
130-03 |
| S1 |
129-24 |
130-01 |
|