ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-31 |
133-00 |
1-01 |
0.8% |
132-23 |
| High |
133-01 |
133-00 |
-0-01 |
0.0% |
134-25 |
| Low |
131-23 |
131-30 |
0-07 |
0.2% |
131-09 |
| Close |
133-00 |
132-02 |
-0-30 |
-0.7% |
131-17 |
| Range |
1-10 |
1-02 |
-0-08 |
-19.0% |
3-16 |
| ATR |
1-20 |
1-18 |
-0-01 |
-2.4% |
0-00 |
| Volume |
3,813 |
5,501 |
1,688 |
44.3% |
48,955 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
134-27 |
132-21 |
|
| R3 |
134-15 |
133-25 |
132-11 |
|
| R2 |
133-13 |
133-13 |
132-08 |
|
| R1 |
132-23 |
132-23 |
132-05 |
132-17 |
| PP |
132-11 |
132-11 |
132-11 |
132-08 |
| S1 |
131-21 |
131-21 |
131-31 |
131-15 |
| S2 |
131-09 |
131-09 |
131-28 |
|
| S3 |
130-07 |
130-19 |
131-25 |
|
| S4 |
129-05 |
129-17 |
131-15 |
|
|
| 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 |
134-00 |
130-20 |
3-12 |
2.6% |
1-14 |
1.1% |
43% |
False |
False |
5,612 |
| 10 |
136-16 |
130-20 |
5-28 |
4.4% |
1-23 |
1.3% |
24% |
False |
False |
18,490 |
| 20 |
136-31 |
130-20 |
6-11 |
4.8% |
1-22 |
1.3% |
23% |
False |
False |
198,867 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-15 |
1.1% |
55% |
False |
False |
236,662 |
| 60 |
136-31 |
123-09 |
13-22 |
10.4% |
1-12 |
1.0% |
64% |
False |
False |
245,828 |
| 80 |
136-31 |
121-06 |
15-25 |
11.9% |
1-12 |
1.0% |
69% |
False |
False |
249,196 |
| 100 |
136-31 |
115-26 |
21-05 |
16.0% |
1-13 |
1.1% |
77% |
False |
False |
201,231 |
| 120 |
136-31 |
113-06 |
23-25 |
18.0% |
1-09 |
1.0% |
79% |
False |
False |
167,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-16 |
|
2.618 |
135-25 |
|
1.618 |
134-23 |
|
1.000 |
134-02 |
|
0.618 |
133-21 |
|
HIGH |
133-00 |
|
0.618 |
132-19 |
|
0.500 |
132-15 |
|
0.382 |
132-11 |
|
LOW |
131-30 |
|
0.618 |
131-09 |
|
1.000 |
130-28 |
|
1.618 |
130-07 |
|
2.618 |
129-05 |
|
4.250 |
127-14 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-15 |
132-00 |
| PP |
132-11 |
131-29 |
| S1 |
132-06 |
131-26 |
|