ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-05 |
130-22 |
-1-15 |
-1.1% |
131-09 |
| High |
132-18 |
131-01 |
-1-17 |
-1.2% |
133-12 |
| Low |
130-16 |
129-27 |
-0-21 |
-0.5% |
129-27 |
| Close |
130-18 |
130-04 |
-0-14 |
-0.3% |
130-04 |
| Range |
2-02 |
1-06 |
-0-28 |
-42.4% |
3-17 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.0% |
0-00 |
| Volume |
348,969 |
264,895 |
-84,074 |
-24.1% |
1,248,862 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-29 |
133-06 |
130-25 |
|
| R3 |
132-23 |
132-00 |
130-14 |
|
| R2 |
131-17 |
131-17 |
130-11 |
|
| R1 |
130-26 |
130-26 |
130-07 |
130-18 |
| PP |
130-11 |
130-11 |
130-11 |
130-07 |
| S1 |
129-20 |
129-20 |
130-01 |
129-12 |
| S2 |
129-05 |
129-05 |
129-29 |
|
| S3 |
127-31 |
128-14 |
129-26 |
|
| S4 |
126-25 |
127-08 |
129-15 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-23 |
139-14 |
132-02 |
|
| R3 |
138-06 |
135-29 |
131-03 |
|
| R2 |
134-21 |
134-21 |
130-25 |
|
| R1 |
132-12 |
132-12 |
130-14 |
131-24 |
| PP |
131-04 |
131-04 |
131-04 |
130-26 |
| S1 |
128-27 |
128-27 |
129-26 |
128-07 |
| S2 |
127-19 |
127-19 |
129-15 |
|
| S3 |
124-02 |
125-10 |
129-05 |
|
| S4 |
120-17 |
121-25 |
128-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-12 |
129-27 |
3-17 |
2.7% |
1-27 |
1.4% |
8% |
False |
True |
314,446 |
| 10 |
135-07 |
129-27 |
5-12 |
4.1% |
1-31 |
1.5% |
5% |
False |
True |
324,554 |
| 20 |
135-19 |
129-22 |
5-29 |
4.5% |
1-24 |
1.3% |
7% |
False |
False |
191,744 |
| 40 |
135-19 |
124-22 |
10-29 |
8.4% |
1-12 |
1.1% |
50% |
False |
False |
96,326 |
| 60 |
135-19 |
121-16 |
14-03 |
10.8% |
1-06 |
0.9% |
61% |
False |
False |
64,272 |
| 80 |
135-19 |
120-04 |
15-15 |
11.9% |
1-00 |
0.8% |
65% |
False |
False |
48,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-02 |
|
2.618 |
134-04 |
|
1.618 |
132-30 |
|
1.000 |
132-07 |
|
0.618 |
131-24 |
|
HIGH |
131-01 |
|
0.618 |
130-18 |
|
0.500 |
130-14 |
|
0.382 |
130-10 |
|
LOW |
129-27 |
|
0.618 |
129-04 |
|
1.000 |
128-21 |
|
1.618 |
127-30 |
|
2.618 |
126-24 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-14 |
131-20 |
| PP |
130-11 |
131-04 |
| S1 |
130-07 |
130-20 |
|