ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-19 |
131-09 |
-1-10 |
-1.0% |
132-09 |
| High |
132-29 |
133-02 |
0-05 |
0.1% |
135-07 |
| Low |
130-12 |
131-06 |
0-26 |
0.6% |
130-12 |
| Close |
131-15 |
132-30 |
1-15 |
1.1% |
131-15 |
| Range |
2-17 |
1-28 |
-0-21 |
-25.9% |
4-27 |
| ATR |
1-20 |
1-20 |
0-01 |
1.1% |
0-00 |
| Volume |
323,371 |
360,109 |
36,738 |
11.4% |
1,738,370 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-01 |
137-11 |
133-31 |
|
| R3 |
136-05 |
135-15 |
133-14 |
|
| R2 |
134-09 |
134-09 |
133-09 |
|
| R1 |
133-19 |
133-19 |
133-04 |
133-30 |
| PP |
132-13 |
132-13 |
132-13 |
132-18 |
| S1 |
131-23 |
131-23 |
132-24 |
132-02 |
| S2 |
130-17 |
130-17 |
132-19 |
|
| S3 |
128-21 |
129-27 |
132-14 |
|
| S4 |
126-25 |
127-31 |
131-29 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
144-01 |
134-04 |
|
| R3 |
142-01 |
139-06 |
132-26 |
|
| R2 |
137-06 |
137-06 |
132-11 |
|
| R1 |
134-11 |
134-11 |
131-29 |
133-11 |
| PP |
132-11 |
132-11 |
132-11 |
131-28 |
| S1 |
129-16 |
129-16 |
131-01 |
128-16 |
| S2 |
127-16 |
127-16 |
130-19 |
|
| S3 |
122-21 |
124-21 |
130-04 |
|
| S4 |
117-26 |
119-26 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-07 |
130-12 |
4-27 |
3.6% |
1-29 |
1.4% |
53% |
False |
False |
361,773 |
| 10 |
135-19 |
130-12 |
5-07 |
3.9% |
1-31 |
1.5% |
49% |
False |
False |
286,542 |
| 20 |
135-19 |
127-25 |
7-26 |
5.9% |
1-22 |
1.3% |
66% |
False |
False |
147,715 |
| 40 |
135-19 |
123-27 |
11-24 |
8.8% |
1-11 |
1.0% |
77% |
False |
False |
74,118 |
| 60 |
135-19 |
121-16 |
14-03 |
10.6% |
1-05 |
0.9% |
81% |
False |
False |
49,462 |
| 80 |
135-19 |
119-07 |
16-12 |
12.3% |
0-31 |
0.7% |
84% |
False |
False |
37,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-01 |
|
2.618 |
137-31 |
|
1.618 |
136-03 |
|
1.000 |
134-30 |
|
0.618 |
134-07 |
|
HIGH |
133-02 |
|
0.618 |
132-11 |
|
0.500 |
132-04 |
|
0.382 |
131-29 |
|
LOW |
131-06 |
|
0.618 |
130-01 |
|
1.000 |
129-10 |
|
1.618 |
128-05 |
|
2.618 |
126-09 |
|
4.250 |
123-07 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-21 |
132-20 |
| PP |
132-13 |
132-11 |
| S1 |
132-04 |
132-01 |
|