ECBOT 30 Year Treasury Bond Future March 2011
| 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 |
129-08 |
128-12 |
-0-28 |
-0.7% |
130-04 |
| High |
129-09 |
129-00 |
-0-09 |
-0.2% |
131-22 |
| Low |
128-10 |
128-11 |
0-01 |
0.0% |
129-31 |
| Close |
128-17 |
128-28 |
0-11 |
0.3% |
130-13 |
| Range |
0-31 |
0-21 |
-0-10 |
-32.3% |
1-23 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.8% |
0-00 |
| Volume |
1,228 |
7,353 |
6,125 |
498.8% |
8,217 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
130-14 |
129-08 |
|
| R3 |
130-02 |
129-25 |
129-02 |
|
| R2 |
129-13 |
129-13 |
129-00 |
|
| R1 |
129-04 |
129-04 |
128-30 |
129-08 |
| PP |
128-24 |
128-24 |
128-24 |
128-26 |
| S1 |
128-15 |
128-15 |
128-26 |
128-20 |
| S2 |
128-03 |
128-03 |
128-24 |
|
| S3 |
127-14 |
127-26 |
128-22 |
|
| S4 |
126-25 |
127-05 |
128-16 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
134-27 |
131-11 |
|
| R3 |
134-04 |
133-04 |
130-28 |
|
| R2 |
132-13 |
132-13 |
130-23 |
|
| R1 |
131-13 |
131-13 |
130-18 |
131-29 |
| PP |
130-22 |
130-22 |
130-22 |
130-30 |
| S1 |
129-22 |
129-22 |
130-08 |
130-06 |
| S2 |
128-31 |
128-31 |
130-03 |
|
| S3 |
127-08 |
127-31 |
129-30 |
|
| S4 |
125-17 |
126-08 |
129-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-25 |
|
2.618 |
130-23 |
|
1.618 |
130-02 |
|
1.000 |
129-21 |
|
0.618 |
129-13 |
|
HIGH |
129-00 |
|
0.618 |
128-24 |
|
0.500 |
128-22 |
|
0.382 |
128-19 |
|
LOW |
128-11 |
|
0.618 |
127-30 |
|
1.000 |
127-22 |
|
1.618 |
127-09 |
|
2.618 |
126-20 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
129-16 |
| PP |
128-24 |
129-10 |
| S1 |
128-22 |
129-03 |
|