ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-31 |
129-05 |
-0-26 |
-0.6% |
129-22 |
| High |
130-01 |
129-22 |
-0-11 |
-0.3% |
131-16 |
| Low |
128-22 |
128-25 |
0-03 |
0.1% |
128-18 |
| Close |
129-06 |
128-28 |
-0-10 |
-0.2% |
129-06 |
| Range |
1-11 |
0-29 |
-0-14 |
-32.6% |
2-30 |
| ATR |
1-08 |
1-08 |
-0-01 |
-2.0% |
0-00 |
| Volume |
10,409 |
10,409 |
0 |
0.0% |
35,046 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-27 |
131-08 |
129-12 |
|
| R3 |
130-30 |
130-11 |
129-04 |
|
| R2 |
130-01 |
130-01 |
129-01 |
|
| R1 |
129-14 |
129-14 |
128-31 |
129-09 |
| PP |
129-04 |
129-04 |
129-04 |
129-01 |
| S1 |
128-17 |
128-17 |
128-25 |
128-12 |
| S2 |
128-07 |
128-07 |
128-23 |
|
| S3 |
127-10 |
127-20 |
128-20 |
|
| S4 |
126-13 |
126-23 |
128-12 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-18 |
136-26 |
130-26 |
|
| R3 |
135-20 |
133-28 |
130-00 |
|
| R2 |
132-22 |
132-22 |
129-23 |
|
| R1 |
130-30 |
130-30 |
129-15 |
130-11 |
| PP |
129-24 |
129-24 |
129-24 |
129-14 |
| S1 |
128-00 |
128-00 |
128-29 |
127-13 |
| S2 |
126-26 |
126-26 |
128-21 |
|
| S3 |
123-28 |
125-02 |
128-12 |
|
| S4 |
120-30 |
122-04 |
127-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-17 |
|
2.618 |
132-02 |
|
1.618 |
131-05 |
|
1.000 |
130-19 |
|
0.618 |
130-08 |
|
HIGH |
129-22 |
|
0.618 |
129-11 |
|
0.500 |
129-08 |
|
0.382 |
129-04 |
|
LOW |
128-25 |
|
0.618 |
128-07 |
|
1.000 |
127-28 |
|
1.618 |
127-10 |
|
2.618 |
126-13 |
|
4.250 |
124-30 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-08 |
129-22 |
| PP |
129-04 |
129-13 |
| S1 |
129-00 |
129-05 |
|