ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
131-00 |
130-04 |
-0-28 |
-0.7% |
133-04 |
| High |
131-10 |
130-31 |
-0-11 |
-0.3% |
133-21 |
| Low |
129-19 |
130-04 |
0-17 |
0.4% |
129-19 |
| Close |
129-25 |
130-29 |
1-04 |
0.9% |
129-25 |
| Range |
1-23 |
0-27 |
-0-28 |
-50.9% |
4-02 |
| ATR |
1-02 |
1-02 |
0-00 |
1.0% |
0-00 |
| Volume |
435 |
2,345 |
1,910 |
439.1% |
946 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-06 |
132-29 |
131-12 |
|
| R3 |
132-11 |
132-02 |
131-04 |
|
| R2 |
131-16 |
131-16 |
131-02 |
|
| R1 |
131-07 |
131-07 |
130-31 |
131-12 |
| PP |
130-21 |
130-21 |
130-21 |
130-24 |
| S1 |
130-12 |
130-12 |
130-27 |
130-16 |
| S2 |
129-26 |
129-26 |
130-24 |
|
| S3 |
128-31 |
129-17 |
130-22 |
|
| S4 |
128-04 |
128-22 |
130-14 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
140-18 |
132-00 |
|
| R3 |
139-04 |
136-16 |
130-29 |
|
| R2 |
135-02 |
135-02 |
130-17 |
|
| R1 |
132-14 |
132-14 |
130-05 |
131-23 |
| PP |
131-00 |
131-00 |
131-00 |
130-21 |
| S1 |
128-12 |
128-12 |
129-13 |
127-21 |
| S2 |
126-30 |
126-30 |
129-01 |
|
| S3 |
122-28 |
124-10 |
128-21 |
|
| S4 |
118-26 |
120-08 |
127-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-18 |
|
2.618 |
133-06 |
|
1.618 |
132-11 |
|
1.000 |
131-26 |
|
0.618 |
131-16 |
|
HIGH |
130-31 |
|
0.618 |
130-21 |
|
0.500 |
130-18 |
|
0.382 |
130-14 |
|
LOW |
130-04 |
|
0.618 |
129-19 |
|
1.000 |
129-09 |
|
1.618 |
128-24 |
|
2.618 |
127-29 |
|
4.250 |
126-17 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-25 |
131-02 |
| PP |
130-21 |
131-01 |
| S1 |
130-18 |
130-31 |
|