ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-11 |
131-31 |
0-20 |
0.5% |
132-23 |
| High |
132-09 |
133-01 |
0-24 |
0.6% |
134-25 |
| Low |
130-20 |
131-23 |
1-03 |
0.8% |
131-09 |
| Close |
132-03 |
133-00 |
0-29 |
0.7% |
131-17 |
| Range |
1-21 |
1-10 |
-0-11 |
-20.8% |
3-16 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.4% |
0-00 |
| Volume |
3,902 |
3,813 |
-89 |
-2.3% |
48,955 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-17 |
136-02 |
133-23 |
|
| R3 |
135-07 |
134-24 |
133-12 |
|
| R2 |
133-29 |
133-29 |
133-08 |
|
| R1 |
133-14 |
133-14 |
133-04 |
133-22 |
| PP |
132-19 |
132-19 |
132-19 |
132-22 |
| S1 |
132-04 |
132-04 |
132-28 |
132-12 |
| S2 |
131-09 |
131-09 |
132-24 |
|
| S3 |
129-31 |
130-26 |
132-20 |
|
| S4 |
128-21 |
129-16 |
132-09 |
|
|
| 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 |
130-20 |
4-05 |
3.1% |
1-17 |
1.1% |
57% |
False |
False |
6,579 |
| 10 |
136-20 |
130-20 |
6-00 |
4.5% |
1-22 |
1.3% |
40% |
False |
False |
31,396 |
| 20 |
136-31 |
130-20 |
6-11 |
4.8% |
1-22 |
1.3% |
37% |
False |
False |
212,355 |
| 40 |
136-31 |
126-01 |
10-30 |
8.2% |
1-15 |
1.1% |
64% |
False |
False |
242,079 |
| 60 |
136-31 |
122-21 |
14-10 |
10.8% |
1-12 |
1.0% |
72% |
False |
False |
248,235 |
| 80 |
136-31 |
121-06 |
15-25 |
11.9% |
1-12 |
1.0% |
75% |
False |
False |
249,602 |
| 100 |
136-31 |
115-25 |
21-06 |
15.9% |
1-13 |
1.1% |
81% |
False |
False |
201,176 |
| 120 |
136-31 |
113-06 |
23-25 |
17.9% |
1-09 |
1.0% |
83% |
False |
False |
167,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
136-15 |
|
1.618 |
135-05 |
|
1.000 |
134-11 |
|
0.618 |
133-27 |
|
HIGH |
133-01 |
|
0.618 |
132-17 |
|
0.500 |
132-12 |
|
0.382 |
132-07 |
|
LOW |
131-23 |
|
0.618 |
130-29 |
|
1.000 |
130-13 |
|
1.618 |
129-19 |
|
2.618 |
128-09 |
|
4.250 |
126-04 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-25 |
132-20 |
| PP |
132-19 |
132-07 |
| S1 |
132-12 |
131-26 |
|