ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
134-13 |
133-24 |
-0-21 |
-0.5% |
133-20 |
| High |
134-25 |
134-00 |
-0-25 |
-0.6% |
136-20 |
| Low |
133-09 |
131-30 |
-1-11 |
-1.0% |
131-25 |
| Close |
133-20 |
131-31 |
-1-21 |
-1.2% |
132-28 |
| Range |
1-16 |
2-02 |
0-18 |
37.5% |
4-27 |
| ATR |
1-21 |
1-22 |
0-01 |
1.8% |
0-00 |
| Volume |
10,336 |
7,256 |
-3,080 |
-29.8% |
643,850 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-26 |
137-15 |
133-03 |
|
| R3 |
136-24 |
135-13 |
132-17 |
|
| R2 |
134-22 |
134-22 |
132-11 |
|
| R1 |
133-11 |
133-11 |
132-05 |
133-00 |
| PP |
132-20 |
132-20 |
132-20 |
132-15 |
| S1 |
131-09 |
131-09 |
131-25 |
130-30 |
| S2 |
130-18 |
130-18 |
131-19 |
|
| S3 |
128-16 |
129-07 |
131-13 |
|
| S4 |
126-14 |
127-05 |
130-27 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
145-14 |
135-17 |
|
| R3 |
143-14 |
140-19 |
134-07 |
|
| R2 |
138-19 |
138-19 |
133-24 |
|
| R1 |
135-24 |
135-24 |
133-10 |
134-24 |
| PP |
133-24 |
133-24 |
133-24 |
133-08 |
| S1 |
130-29 |
130-29 |
132-14 |
129-29 |
| S2 |
128-29 |
128-29 |
132-00 |
|
| S3 |
124-02 |
126-02 |
131-17 |
|
| S4 |
119-07 |
121-07 |
130-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-03 |
131-25 |
3-10 |
2.5% |
1-27 |
1.4% |
6% |
False |
False |
17,271 |
| 10 |
136-20 |
131-25 |
4-27 |
3.7% |
1-30 |
1.5% |
4% |
False |
False |
172,744 |
| 20 |
136-31 |
130-29 |
6-02 |
4.6% |
1-22 |
1.3% |
18% |
False |
False |
255,525 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-14 |
1.1% |
54% |
False |
False |
267,253 |
| 60 |
136-31 |
122-21 |
14-10 |
10.8% |
1-11 |
1.0% |
65% |
False |
False |
260,384 |
| 80 |
136-31 |
121-06 |
15-25 |
12.0% |
1-12 |
1.1% |
68% |
False |
False |
250,358 |
| 100 |
136-31 |
115-19 |
21-12 |
16.2% |
1-13 |
1.1% |
77% |
False |
False |
201,034 |
| 120 |
136-31 |
113-06 |
23-25 |
18.0% |
1-09 |
1.0% |
79% |
False |
False |
167,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-24 |
|
2.618 |
139-13 |
|
1.618 |
137-11 |
|
1.000 |
136-02 |
|
0.618 |
135-09 |
|
HIGH |
134-00 |
|
0.618 |
133-07 |
|
0.500 |
132-31 |
|
0.382 |
132-23 |
|
LOW |
131-30 |
|
0.618 |
130-21 |
|
1.000 |
129-28 |
|
1.618 |
128-19 |
|
2.618 |
126-17 |
|
4.250 |
123-06 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-31 |
133-12 |
| PP |
132-20 |
132-29 |
| S1 |
132-10 |
132-14 |
|