ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-08 |
129-31 |
0-23 |
0.6% |
129-22 |
| High |
130-22 |
130-01 |
-0-21 |
-0.5% |
131-16 |
| Low |
128-26 |
128-22 |
-0-04 |
-0.1% |
128-18 |
| Close |
130-07 |
129-06 |
-1-01 |
-0.8% |
129-06 |
| Range |
1-28 |
1-11 |
-0-17 |
-28.3% |
2-30 |
| ATR |
1-08 |
1-08 |
0-01 |
1.7% |
0-00 |
| Volume |
6,811 |
10,409 |
3,598 |
52.8% |
35,046 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-11 |
132-19 |
129-30 |
|
| R3 |
132-00 |
131-08 |
129-18 |
|
| R2 |
130-21 |
130-21 |
129-14 |
|
| R1 |
129-29 |
129-29 |
129-10 |
129-20 |
| PP |
129-10 |
129-10 |
129-10 |
129-05 |
| S1 |
128-18 |
128-18 |
129-02 |
128-08 |
| S2 |
127-31 |
127-31 |
128-30 |
|
| S3 |
126-20 |
127-07 |
128-26 |
|
| S4 |
125-09 |
125-28 |
128-14 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-18 |
136-26 |
130-26 |
|
| R3 |
135-20 |
133-28 |
130-00 |
|
| R2 |
132-22 |
132-22 |
129-23 |
|
| R1 |
130-30 |
130-30 |
129-15 |
130-11 |
| PP |
129-24 |
129-24 |
129-24 |
129-14 |
| S1 |
128-00 |
128-00 |
128-29 |
127-13 |
| S2 |
126-26 |
126-26 |
128-21 |
|
| S3 |
123-28 |
125-02 |
128-12 |
|
| S4 |
120-30 |
122-04 |
127-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-24 |
|
2.618 |
133-18 |
|
1.618 |
132-07 |
|
1.000 |
131-12 |
|
0.618 |
130-28 |
|
HIGH |
130-01 |
|
0.618 |
129-17 |
|
0.500 |
129-12 |
|
0.382 |
129-06 |
|
LOW |
128-22 |
|
0.618 |
127-27 |
|
1.000 |
127-11 |
|
1.618 |
126-16 |
|
2.618 |
125-05 |
|
4.250 |
122-31 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-12 |
130-01 |
| PP |
129-10 |
129-24 |
| S1 |
129-08 |
129-15 |
|