ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
131-21 |
131-24 |
0-03 |
0.1% |
131-06 |
| High |
132-01 |
132-26 |
0-25 |
0.6% |
132-30 |
| Low |
131-06 |
131-24 |
0-18 |
0.4% |
131-05 |
| Close |
131-22 |
132-04 |
0-14 |
0.3% |
131-22 |
| Range |
0-27 |
1-02 |
0-07 |
25.9% |
1-25 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.2% |
0-00 |
| Volume |
242,489 |
259,406 |
16,917 |
7.0% |
1,419,985 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
134-27 |
132-23 |
|
| R3 |
134-11 |
133-25 |
132-13 |
|
| R2 |
133-09 |
133-09 |
132-10 |
|
| R1 |
132-23 |
132-23 |
132-07 |
133-00 |
| PP |
132-07 |
132-07 |
132-07 |
132-12 |
| S1 |
131-21 |
131-21 |
132-01 |
131-30 |
| S2 |
131-05 |
131-05 |
131-30 |
|
| S3 |
130-03 |
130-19 |
131-27 |
|
| S4 |
129-01 |
129-17 |
131-17 |
|
|
| 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 |
131-06 |
1-24 |
1.3% |
1-05 |
0.9% |
54% |
False |
False |
289,962 |
| 10 |
134-30 |
130-25 |
4-05 |
3.1% |
1-11 |
1.0% |
32% |
False |
False |
324,074 |
| 20 |
135-12 |
130-25 |
4-19 |
3.5% |
1-09 |
1.0% |
29% |
False |
False |
299,836 |
| 40 |
135-12 |
129-05 |
6-07 |
4.7% |
1-15 |
1.1% |
48% |
False |
False |
304,513 |
| 60 |
135-19 |
126-07 |
9-12 |
7.1% |
1-14 |
1.1% |
63% |
False |
False |
217,346 |
| 80 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
70% |
False |
False |
163,100 |
| 100 |
135-19 |
120-31 |
14-20 |
11.1% |
1-06 |
0.9% |
76% |
False |
False |
130,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-10 |
|
2.618 |
135-19 |
|
1.618 |
134-17 |
|
1.000 |
133-28 |
|
0.618 |
133-15 |
|
HIGH |
132-26 |
|
0.618 |
132-13 |
|
0.500 |
132-09 |
|
0.382 |
132-05 |
|
LOW |
131-24 |
|
0.618 |
131-03 |
|
1.000 |
130-22 |
|
1.618 |
130-01 |
|
2.618 |
128-31 |
|
4.250 |
127-08 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-09 |
132-03 |
| PP |
132-07 |
132-02 |
| S1 |
132-06 |
132-00 |
|