ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-05 |
129-07 |
0-02 |
0.0% |
129-22 |
| High |
129-22 |
129-13 |
-0-09 |
-0.2% |
131-16 |
| Low |
128-25 |
127-04 |
-1-21 |
-1.3% |
128-18 |
| Close |
128-28 |
127-07 |
-1-21 |
-1.3% |
129-06 |
| Range |
0-29 |
2-09 |
1-12 |
151.7% |
2-30 |
| ATR |
1-08 |
1-10 |
0-02 |
6.0% |
0-00 |
| Volume |
10,409 |
6,416 |
-3,993 |
-38.4% |
35,046 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-24 |
133-09 |
128-15 |
|
| R3 |
132-15 |
131-00 |
127-27 |
|
| R2 |
130-06 |
130-06 |
127-20 |
|
| R1 |
128-23 |
128-23 |
127-14 |
128-10 |
| PP |
127-29 |
127-29 |
127-29 |
127-23 |
| S1 |
126-14 |
126-14 |
127-00 |
126-01 |
| S2 |
125-20 |
125-20 |
126-26 |
|
| S3 |
123-11 |
124-05 |
126-19 |
|
| S4 |
121-02 |
121-28 |
125-31 |
|
|
| 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 |
139-03 |
|
2.618 |
135-12 |
|
1.618 |
133-03 |
|
1.000 |
131-22 |
|
0.618 |
130-26 |
|
HIGH |
129-13 |
|
0.618 |
128-17 |
|
0.500 |
128-08 |
|
0.382 |
128-00 |
|
LOW |
127-04 |
|
0.618 |
125-23 |
|
1.000 |
124-27 |
|
1.618 |
123-14 |
|
2.618 |
121-05 |
|
4.250 |
117-14 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-08 |
128-18 |
| PP |
127-29 |
128-04 |
| S1 |
127-18 |
127-22 |
|