ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
132-17 |
131-21 |
-0-28 |
-0.7% |
131-06 |
| High |
132-27 |
132-01 |
-0-26 |
-0.6% |
132-30 |
| Low |
131-17 |
131-06 |
-0-11 |
-0.3% |
131-05 |
| Close |
131-26 |
131-22 |
-0-04 |
-0.1% |
131-22 |
| Range |
1-10 |
0-27 |
-0-15 |
-35.7% |
1-25 |
| ATR |
1-13 |
1-11 |
-0-01 |
-2.8% |
0-00 |
| Volume |
322,104 |
242,489 |
-79,615 |
-24.7% |
1,419,985 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-05 |
133-25 |
132-05 |
|
| R3 |
133-10 |
132-30 |
131-29 |
|
| R2 |
132-15 |
132-15 |
131-27 |
|
| R1 |
132-03 |
132-03 |
131-24 |
132-09 |
| PP |
131-20 |
131-20 |
131-20 |
131-24 |
| S1 |
131-08 |
131-08 |
131-20 |
131-14 |
| S2 |
130-25 |
130-25 |
131-17 |
|
| S3 |
129-30 |
130-13 |
131-15 |
|
| S4 |
129-03 |
129-18 |
131-07 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-09 |
136-08 |
132-21 |
|
| R3 |
135-16 |
134-15 |
132-06 |
|
| R2 |
133-23 |
133-23 |
132-00 |
|
| R1 |
132-22 |
132-22 |
131-27 |
133-06 |
| PP |
131-30 |
131-30 |
131-30 |
132-06 |
| S1 |
130-29 |
130-29 |
131-17 |
131-14 |
| S2 |
130-05 |
130-05 |
131-12 |
|
| S3 |
128-12 |
129-04 |
131-06 |
|
| S4 |
126-19 |
127-11 |
130-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-30 |
131-05 |
1-25 |
1.4% |
1-05 |
0.9% |
30% |
False |
False |
283,997 |
| 10 |
134-30 |
130-25 |
4-05 |
3.2% |
1-09 |
1.0% |
22% |
False |
False |
301,017 |
| 20 |
135-12 |
130-25 |
4-19 |
3.5% |
1-10 |
1.0% |
20% |
False |
False |
299,295 |
| 40 |
135-12 |
129-05 |
6-07 |
4.7% |
1-16 |
1.1% |
41% |
False |
False |
304,485 |
| 60 |
135-19 |
125-18 |
10-01 |
7.6% |
1-14 |
1.1% |
61% |
False |
False |
213,038 |
| 80 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
67% |
False |
False |
159,860 |
| 100 |
135-19 |
120-04 |
15-15 |
11.7% |
1-06 |
0.9% |
75% |
False |
False |
127,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-20 |
|
2.618 |
134-08 |
|
1.618 |
133-13 |
|
1.000 |
132-28 |
|
0.618 |
132-18 |
|
HIGH |
132-01 |
|
0.618 |
131-23 |
|
0.500 |
131-20 |
|
0.382 |
131-16 |
|
LOW |
131-06 |
|
0.618 |
130-21 |
|
1.000 |
130-11 |
|
1.618 |
129-26 |
|
2.618 |
128-31 |
|
4.250 |
127-19 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-21 |
132-02 |
| PP |
131-20 |
131-30 |
| S1 |
131-20 |
131-26 |
|