ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
131-21 |
130-26 |
-0-27 |
-0.6% |
131-24 |
| High |
133-00 |
132-06 |
-0-26 |
-0.6% |
132-26 |
| Low |
129-29 |
130-08 |
0-11 |
0.3% |
129-18 |
| Close |
130-09 |
131-22 |
1-13 |
1.1% |
130-30 |
| Range |
3-03 |
1-30 |
-1-05 |
-37.4% |
3-08 |
| ATR |
1-14 |
1-15 |
0-01 |
2.5% |
0-00 |
| Volume |
476,895 |
413,105 |
-63,790 |
-13.4% |
1,586,592 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-06 |
136-12 |
132-24 |
|
| R3 |
135-08 |
134-14 |
132-07 |
|
| R2 |
133-10 |
133-10 |
132-01 |
|
| R1 |
132-16 |
132-16 |
131-28 |
132-29 |
| PP |
131-12 |
131-12 |
131-12 |
131-18 |
| S1 |
130-18 |
130-18 |
131-16 |
130-31 |
| S2 |
129-14 |
129-14 |
131-11 |
|
| S3 |
127-16 |
128-20 |
131-05 |
|
| S4 |
125-18 |
126-22 |
130-20 |
|
|
| 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 |
129-29 |
3-03 |
2.3% |
1-24 |
1.3% |
58% |
False |
False |
353,655 |
| 10 |
133-00 |
129-18 |
3-14 |
2.6% |
1-14 |
1.1% |
62% |
False |
False |
327,295 |
| 20 |
135-08 |
129-18 |
5-22 |
4.3% |
1-12 |
1.1% |
37% |
False |
False |
317,688 |
| 40 |
135-12 |
129-05 |
6-07 |
4.7% |
1-12 |
1.1% |
41% |
False |
False |
305,731 |
| 60 |
135-19 |
129-05 |
6-14 |
4.9% |
1-16 |
1.1% |
39% |
False |
False |
263,367 |
| 80 |
135-19 |
124-22 |
10-29 |
8.3% |
1-12 |
1.1% |
64% |
False |
False |
197,720 |
| 100 |
135-19 |
121-16 |
14-03 |
10.7% |
1-09 |
1.0% |
72% |
False |
False |
158,208 |
| 120 |
135-19 |
120-04 |
15-15 |
11.7% |
1-04 |
0.9% |
75% |
False |
False |
131,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-14 |
|
2.618 |
137-08 |
|
1.618 |
135-10 |
|
1.000 |
134-04 |
|
0.618 |
133-12 |
|
HIGH |
132-06 |
|
0.618 |
131-14 |
|
0.500 |
131-07 |
|
0.382 |
131-00 |
|
LOW |
130-08 |
|
0.618 |
129-02 |
|
1.000 |
128-10 |
|
1.618 |
127-04 |
|
2.618 |
125-06 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-17 |
131-20 |
| PP |
131-12 |
131-17 |
| S1 |
131-07 |
131-14 |
|