ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
129-07 |
127-08 |
-1-31 |
-1.5% |
129-22 |
| High |
129-13 |
127-18 |
-1-27 |
-1.4% |
131-16 |
| Low |
127-04 |
125-17 |
-1-19 |
-1.3% |
128-18 |
| Close |
127-07 |
127-15 |
0-08 |
0.2% |
129-06 |
| Range |
2-09 |
2-01 |
-0-08 |
-11.0% |
2-30 |
| ATR |
1-10 |
1-12 |
0-02 |
3.9% |
0-00 |
| Volume |
6,416 |
10,896 |
4,480 |
69.8% |
35,046 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-30 |
132-08 |
128-19 |
|
| R3 |
130-29 |
130-07 |
128-01 |
|
| R2 |
128-28 |
128-28 |
127-27 |
|
| R1 |
128-06 |
128-06 |
127-21 |
128-17 |
| PP |
126-27 |
126-27 |
126-27 |
127-01 |
| S1 |
126-05 |
126-05 |
127-09 |
126-16 |
| S2 |
124-26 |
124-26 |
127-03 |
|
| S3 |
122-25 |
124-04 |
126-29 |
|
| S4 |
120-24 |
122-03 |
126-11 |
|
|
| 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 |
136-06 |
|
2.618 |
132-28 |
|
1.618 |
130-27 |
|
1.000 |
129-19 |
|
0.618 |
128-26 |
|
HIGH |
127-18 |
|
0.618 |
126-25 |
|
0.500 |
126-18 |
|
0.382 |
126-10 |
|
LOW |
125-17 |
|
0.618 |
124-09 |
|
1.000 |
123-16 |
|
1.618 |
122-08 |
|
2.618 |
120-07 |
|
4.250 |
116-29 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-05 |
127-20 |
| PP |
126-27 |
127-18 |
| S1 |
126-18 |
127-16 |
|