ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-09 |
133-00 |
1-23 |
1.3% |
132-09 |
| High |
133-02 |
133-12 |
0-10 |
0.2% |
135-07 |
| Low |
131-06 |
131-27 |
0-21 |
0.5% |
130-12 |
| Close |
132-30 |
132-07 |
-0-23 |
-0.5% |
131-15 |
| Range |
1-28 |
1-17 |
-0-11 |
-18.3% |
4-27 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.5% |
0-00 |
| Volume |
360,109 |
274,889 |
-85,220 |
-23.7% |
1,738,370 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
136-06 |
133-02 |
|
| R3 |
135-17 |
134-21 |
132-20 |
|
| R2 |
134-00 |
134-00 |
132-16 |
|
| R1 |
133-04 |
133-04 |
132-11 |
132-26 |
| PP |
132-15 |
132-15 |
132-15 |
132-10 |
| S1 |
131-19 |
131-19 |
132-03 |
131-08 |
| S2 |
130-30 |
130-30 |
131-30 |
|
| S3 |
129-13 |
130-02 |
131-26 |
|
| S4 |
127-28 |
128-17 |
131-12 |
|
|
| 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 |
135-04 |
130-12 |
4-24 |
3.6% |
2-01 |
1.5% |
39% |
False |
False |
355,807 |
| 10 |
135-19 |
130-12 |
5-07 |
3.9% |
1-30 |
1.5% |
35% |
False |
False |
306,711 |
| 20 |
135-19 |
128-18 |
7-01 |
5.3% |
1-22 |
1.3% |
52% |
False |
False |
161,402 |
| 40 |
135-19 |
124-03 |
11-16 |
8.7% |
1-11 |
1.0% |
71% |
False |
False |
80,987 |
| 60 |
135-19 |
121-16 |
14-03 |
10.7% |
1-05 |
0.9% |
76% |
False |
False |
54,043 |
| 80 |
135-19 |
119-27 |
15-24 |
11.9% |
0-31 |
0.7% |
79% |
False |
False |
40,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-28 |
|
2.618 |
137-12 |
|
1.618 |
135-27 |
|
1.000 |
134-29 |
|
0.618 |
134-10 |
|
HIGH |
133-12 |
|
0.618 |
132-25 |
|
0.500 |
132-20 |
|
0.382 |
132-14 |
|
LOW |
131-27 |
|
0.618 |
130-29 |
|
1.000 |
130-10 |
|
1.618 |
129-12 |
|
2.618 |
127-27 |
|
4.250 |
125-11 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-20 |
132-03 |
| PP |
132-15 |
132-00 |
| S1 |
132-11 |
131-28 |
|