ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-23 |
131-21 |
0-30 |
0.7% |
131-24 |
| High |
131-25 |
133-00 |
1-07 |
0.9% |
132-26 |
| Low |
130-19 |
129-29 |
-0-22 |
-0.5% |
129-18 |
| Close |
131-22 |
130-09 |
-1-13 |
-1.1% |
130-30 |
| Range |
1-06 |
3-03 |
1-29 |
160.5% |
3-08 |
| ATR |
1-10 |
1-14 |
0-04 |
9.8% |
0-00 |
| Volume |
253,720 |
476,895 |
223,175 |
88.0% |
1,586,592 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-11 |
138-13 |
131-31 |
|
| R3 |
137-08 |
135-10 |
131-04 |
|
| R2 |
134-05 |
134-05 |
130-27 |
|
| R1 |
132-07 |
132-07 |
130-18 |
131-20 |
| PP |
131-02 |
131-02 |
131-02 |
130-25 |
| S1 |
129-04 |
129-04 |
130-00 |
128-18 |
| S2 |
127-31 |
127-31 |
129-23 |
|
| S3 |
124-28 |
126-01 |
129-14 |
|
| S4 |
121-25 |
122-30 |
128-19 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-27 |
139-05 |
132-23 |
|
| R3 |
137-19 |
135-29 |
131-27 |
|
| R2 |
134-11 |
134-11 |
131-17 |
|
| R1 |
132-21 |
132-21 |
131-08 |
131-28 |
| PP |
131-03 |
131-03 |
131-03 |
130-23 |
| S1 |
129-13 |
129-13 |
130-20 |
128-20 |
| S2 |
127-27 |
127-27 |
130-11 |
|
| S3 |
124-19 |
126-05 |
130-01 |
|
| S4 |
121-11 |
122-29 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-00 |
129-18 |
3-14 |
2.6% |
1-18 |
1.2% |
21% |
True |
False |
329,045 |
| 10 |
133-00 |
129-18 |
3-14 |
2.6% |
1-12 |
1.1% |
21% |
True |
False |
318,195 |
| 20 |
135-08 |
129-18 |
5-22 |
4.4% |
1-10 |
1.0% |
13% |
False |
False |
310,919 |
| 40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-12 |
1.1% |
18% |
False |
False |
304,127 |
| 60 |
135-19 |
128-18 |
7-01 |
5.4% |
1-16 |
1.1% |
24% |
False |
False |
256,552 |
| 80 |
135-19 |
124-03 |
11-16 |
8.8% |
1-12 |
1.1% |
54% |
False |
False |
192,557 |
| 100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-08 |
1.0% |
62% |
False |
False |
154,077 |
| 120 |
135-19 |
119-27 |
15-24 |
12.1% |
1-04 |
0.9% |
66% |
False |
False |
128,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-05 |
|
2.618 |
141-03 |
|
1.618 |
138-00 |
|
1.000 |
136-03 |
|
0.618 |
134-29 |
|
HIGH |
133-00 |
|
0.618 |
131-26 |
|
0.500 |
131-14 |
|
0.382 |
131-03 |
|
LOW |
129-29 |
|
0.618 |
128-00 |
|
1.000 |
126-26 |
|
1.618 |
124-29 |
|
2.618 |
121-26 |
|
4.250 |
116-24 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-14 |
131-14 |
| PP |
131-02 |
131-02 |
| S1 |
130-22 |
130-22 |
|