ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
130-19 |
129-22 |
-0-29 |
-0.7% |
131-06 |
| High |
130-23 |
130-17 |
-0-06 |
-0.1% |
132-30 |
| Low |
129-19 |
129-18 |
-0-01 |
0.0% |
131-05 |
| Close |
129-28 |
130-07 |
0-11 |
0.3% |
131-22 |
| Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
1-25 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.0% |
0-00 |
| Volume |
345,075 |
290,058 |
-55,017 |
-15.9% |
1,419,985 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-00 |
132-19 |
130-24 |
|
| R3 |
132-01 |
131-20 |
130-16 |
|
| R2 |
131-02 |
131-02 |
130-13 |
|
| R1 |
130-21 |
130-21 |
130-10 |
130-28 |
| PP |
130-03 |
130-03 |
130-03 |
130-07 |
| S1 |
129-22 |
129-22 |
130-04 |
129-28 |
| S2 |
129-04 |
129-04 |
130-01 |
|
| S3 |
128-05 |
128-23 |
129-30 |
|
| S4 |
127-06 |
127-24 |
129-22 |
|
|
| 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 |
132-26 |
129-18 |
3-08 |
2.5% |
1-05 |
0.9% |
20% |
False |
True |
300,936 |
| 10 |
132-30 |
129-18 |
3-12 |
2.6% |
1-09 |
1.0% |
19% |
False |
True |
318,739 |
| 20 |
135-12 |
129-18 |
5-26 |
4.5% |
1-08 |
1.0% |
11% |
False |
True |
303,487 |
| 40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-13 |
1.1% |
17% |
False |
False |
305,315 |
| 60 |
135-19 |
126-14 |
9-05 |
7.0% |
1-14 |
1.1% |
41% |
False |
False |
234,036 |
| 80 |
135-19 |
123-27 |
11-24 |
9.0% |
1-11 |
1.0% |
54% |
False |
False |
175,622 |
| 100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-07 |
0.9% |
62% |
False |
False |
140,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-21 |
|
2.618 |
133-02 |
|
1.618 |
132-03 |
|
1.000 |
131-16 |
|
0.618 |
131-04 |
|
HIGH |
130-17 |
|
0.618 |
130-05 |
|
0.500 |
130-02 |
|
0.382 |
129-30 |
|
LOW |
129-18 |
|
0.618 |
128-31 |
|
1.000 |
128-19 |
|
1.618 |
128-00 |
|
2.618 |
127-01 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-05 |
130-28 |
| PP |
130-03 |
130-21 |
| S1 |
130-02 |
130-14 |
|