ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-00 |
132-06 |
-0-26 |
-0.6% |
132-23 |
| High |
133-00 |
132-13 |
-0-19 |
-0.4% |
134-25 |
| Low |
131-30 |
130-28 |
-1-02 |
-0.8% |
131-09 |
| Close |
132-02 |
131-10 |
-0-24 |
-0.6% |
131-17 |
| Range |
1-02 |
1-17 |
0-15 |
44.1% |
3-16 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.2% |
0-00 |
| Volume |
5,501 |
2,683 |
-2,818 |
-51.2% |
48,955 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-04 |
135-08 |
132-05 |
|
| R3 |
134-19 |
133-23 |
131-23 |
|
| R2 |
133-02 |
133-02 |
131-19 |
|
| R1 |
132-06 |
132-06 |
131-14 |
131-28 |
| PP |
131-17 |
131-17 |
131-17 |
131-12 |
| S1 |
130-21 |
130-21 |
131-06 |
130-10 |
| S2 |
130-00 |
130-00 |
131-01 |
|
| S3 |
128-15 |
129-04 |
130-29 |
|
| S4 |
126-30 |
127-19 |
130-15 |
|
|
| 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 |
133-01 |
130-20 |
2-13 |
1.8% |
1-11 |
1.0% |
29% |
False |
False |
4,697 |
| 10 |
135-03 |
130-20 |
4-15 |
3.4% |
1-19 |
1.2% |
15% |
False |
False |
10,984 |
| 20 |
136-31 |
130-20 |
6-11 |
4.8% |
1-22 |
1.3% |
11% |
False |
False |
185,018 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-14 |
1.1% |
48% |
False |
False |
230,088 |
| 60 |
136-31 |
124-12 |
12-19 |
9.6% |
1-12 |
1.0% |
55% |
False |
False |
241,426 |
| 80 |
136-31 |
121-06 |
15-25 |
12.0% |
1-12 |
1.0% |
64% |
False |
False |
247,325 |
| 100 |
136-31 |
116-15 |
20-16 |
15.6% |
1-13 |
1.1% |
72% |
False |
False |
201,251 |
| 120 |
136-31 |
113-06 |
23-25 |
18.1% |
1-10 |
1.0% |
76% |
False |
False |
167,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-29 |
|
2.618 |
136-13 |
|
1.618 |
134-28 |
|
1.000 |
133-30 |
|
0.618 |
133-11 |
|
HIGH |
132-13 |
|
0.618 |
131-26 |
|
0.500 |
131-20 |
|
0.382 |
131-15 |
|
LOW |
130-28 |
|
0.618 |
129-30 |
|
1.000 |
129-11 |
|
1.618 |
128-13 |
|
2.618 |
126-28 |
|
4.250 |
124-12 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-30 |
| PP |
131-17 |
131-24 |
| S1 |
131-14 |
131-17 |
|