ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-06 |
131-08 |
-0-30 |
-0.7% |
131-11 |
| High |
132-13 |
132-10 |
-0-03 |
-0.1% |
133-01 |
| Low |
130-28 |
130-31 |
0-03 |
0.1% |
130-20 |
| Close |
131-10 |
131-17 |
0-07 |
0.2% |
131-17 |
| Range |
1-17 |
1-11 |
-0-06 |
-12.2% |
2-13 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.0% |
0-00 |
| Volume |
2,683 |
2,790 |
107 |
4.0% |
18,689 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-30 |
132-09 |
|
| R3 |
134-09 |
133-19 |
131-29 |
|
| R2 |
132-30 |
132-30 |
131-25 |
|
| R1 |
132-08 |
132-08 |
131-21 |
132-19 |
| PP |
131-19 |
131-19 |
131-19 |
131-25 |
| S1 |
130-29 |
130-29 |
131-13 |
131-08 |
| S2 |
130-08 |
130-08 |
131-09 |
|
| S3 |
128-29 |
129-18 |
131-05 |
|
| S4 |
127-18 |
128-07 |
130-25 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-30 |
137-21 |
132-27 |
|
| R3 |
136-17 |
135-08 |
132-06 |
|
| R2 |
134-04 |
134-04 |
131-31 |
|
| R1 |
132-27 |
132-27 |
131-24 |
133-16 |
| PP |
131-23 |
131-23 |
131-23 |
132-02 |
| S1 |
130-14 |
130-14 |
131-10 |
131-02 |
| S2 |
129-10 |
129-10 |
131-03 |
|
| S3 |
126-29 |
128-01 |
130-28 |
|
| S4 |
124-16 |
125-20 |
130-07 |
|
|
| 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% |
1-12 |
1.1% |
38% |
False |
False |
3,737 |
| 10 |
134-25 |
130-20 |
4-05 |
3.2% |
1-19 |
1.2% |
22% |
False |
False |
8,909 |
| 20 |
136-31 |
130-20 |
6-11 |
4.8% |
1-21 |
1.3% |
14% |
False |
False |
165,786 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-15 |
1.1% |
50% |
False |
False |
221,613 |
| 60 |
136-31 |
124-19 |
12-12 |
9.4% |
1-12 |
1.0% |
56% |
False |
False |
237,856 |
| 80 |
136-31 |
121-06 |
15-25 |
12.0% |
1-12 |
1.0% |
66% |
False |
False |
244,354 |
| 100 |
136-31 |
116-15 |
20-16 |
15.6% |
1-14 |
1.1% |
73% |
False |
False |
201,269 |
| 120 |
136-31 |
113-06 |
23-25 |
18.1% |
1-10 |
1.0% |
77% |
False |
False |
167,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-01 |
|
2.618 |
135-27 |
|
1.618 |
134-16 |
|
1.000 |
133-21 |
|
0.618 |
133-05 |
|
HIGH |
132-10 |
|
0.618 |
131-26 |
|
0.500 |
131-20 |
|
0.382 |
131-15 |
|
LOW |
130-31 |
|
0.618 |
130-04 |
|
1.000 |
129-20 |
|
1.618 |
128-25 |
|
2.618 |
127-14 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-30 |
| PP |
131-19 |
131-26 |
| S1 |
131-18 |
131-21 |
|