ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-24 |
132-03 |
-1-21 |
-1.2% |
132-23 |
| High |
134-00 |
132-12 |
-1-20 |
-1.2% |
134-25 |
| Low |
131-30 |
131-09 |
-0-21 |
-0.5% |
131-09 |
| Close |
131-31 |
131-17 |
-0-14 |
-0.3% |
131-17 |
| Range |
2-02 |
1-03 |
-0-31 |
-47.0% |
3-16 |
| ATR |
1-22 |
1-20 |
-0-01 |
-2.5% |
0-00 |
| Volume |
7,256 |
7,590 |
334 |
4.6% |
48,955 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-00 |
134-12 |
132-04 |
|
| R3 |
133-29 |
133-09 |
131-27 |
|
| R2 |
132-26 |
132-26 |
131-23 |
|
| R1 |
132-06 |
132-06 |
131-20 |
131-30 |
| PP |
131-23 |
131-23 |
131-23 |
131-20 |
| S1 |
131-03 |
131-03 |
131-14 |
130-28 |
| S2 |
130-20 |
130-20 |
131-11 |
|
| S3 |
129-17 |
130-00 |
131-07 |
|
| S4 |
128-14 |
128-29 |
130-30 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-01 |
140-25 |
133-15 |
|
| R3 |
139-17 |
137-09 |
132-16 |
|
| R2 |
136-01 |
136-01 |
132-06 |
|
| R1 |
133-25 |
133-25 |
131-27 |
133-05 |
| PP |
132-17 |
132-17 |
132-17 |
132-07 |
| S1 |
130-09 |
130-09 |
131-07 |
129-21 |
| S2 |
129-01 |
129-01 |
130-28 |
|
| S3 |
125-17 |
126-25 |
130-18 |
|
| S4 |
122-01 |
123-09 |
129-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-25 |
131-09 |
3-16 |
2.7% |
1-26 |
1.4% |
7% |
False |
True |
14,080 |
| 10 |
136-20 |
131-09 |
5-11 |
4.1% |
1-30 |
1.5% |
5% |
False |
True |
124,482 |
| 20 |
136-31 |
130-31 |
6-00 |
4.6% |
1-23 |
1.3% |
9% |
False |
False |
239,530 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-14 |
1.1% |
50% |
False |
False |
258,489 |
| 60 |
136-31 |
122-21 |
14-10 |
10.9% |
1-11 |
1.0% |
62% |
False |
False |
256,683 |
| 80 |
136-31 |
121-06 |
15-25 |
12.0% |
1-12 |
1.1% |
66% |
False |
False |
250,315 |
| 100 |
136-31 |
115-24 |
21-07 |
16.1% |
1-13 |
1.1% |
74% |
False |
False |
201,108 |
| 120 |
136-31 |
113-06 |
23-25 |
18.1% |
1-09 |
1.0% |
77% |
False |
False |
167,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-01 |
|
2.618 |
135-08 |
|
1.618 |
134-05 |
|
1.000 |
133-15 |
|
0.618 |
133-02 |
|
HIGH |
132-12 |
|
0.618 |
131-31 |
|
0.500 |
131-26 |
|
0.382 |
131-22 |
|
LOW |
131-09 |
|
0.618 |
130-19 |
|
1.000 |
130-06 |
|
1.618 |
129-16 |
|
2.618 |
128-13 |
|
4.250 |
126-20 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-26 |
133-01 |
| PP |
131-23 |
132-17 |
| S1 |
131-20 |
132-01 |
|