ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-22 |
130-02 |
-0-20 |
-0.5% |
131-09 |
| High |
131-01 |
130-30 |
-0-03 |
-0.1% |
133-12 |
| Low |
129-27 |
129-05 |
-0-22 |
-0.5% |
129-27 |
| Close |
130-04 |
130-22 |
0-18 |
0.4% |
130-04 |
| Range |
1-06 |
1-25 |
0-19 |
50.0% |
3-17 |
| ATR |
1-20 |
1-20 |
0-00 |
0.7% |
0-00 |
| Volume |
264,895 |
226,205 |
-38,690 |
-14.6% |
1,248,862 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-19 |
134-30 |
131-21 |
|
| R3 |
133-26 |
133-05 |
131-06 |
|
| R2 |
132-01 |
132-01 |
131-00 |
|
| R1 |
131-12 |
131-12 |
130-27 |
131-22 |
| PP |
130-08 |
130-08 |
130-08 |
130-14 |
| S1 |
129-19 |
129-19 |
130-17 |
129-30 |
| S2 |
128-15 |
128-15 |
130-12 |
|
| S3 |
126-22 |
127-26 |
130-06 |
|
| S4 |
124-29 |
126-01 |
129-23 |
|
|
| 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 |
129-05 |
4-07 |
3.2% |
1-22 |
1.3% |
36% |
False |
True |
295,013 |
| 10 |
135-07 |
129-05 |
6-02 |
4.6% |
1-27 |
1.4% |
25% |
False |
True |
321,343 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-25 |
1.4% |
24% |
False |
True |
202,922 |
| 40 |
135-19 |
124-22 |
10-29 |
8.3% |
1-12 |
1.1% |
55% |
False |
False |
101,971 |
| 60 |
135-19 |
121-16 |
14-03 |
10.8% |
1-07 |
0.9% |
65% |
False |
False |
68,042 |
| 80 |
135-19 |
120-04 |
15-15 |
11.8% |
1-01 |
0.8% |
68% |
False |
False |
51,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-16 |
|
2.618 |
135-19 |
|
1.618 |
133-26 |
|
1.000 |
132-23 |
|
0.618 |
132-01 |
|
HIGH |
130-30 |
|
0.618 |
130-08 |
|
0.500 |
130-02 |
|
0.382 |
129-27 |
|
LOW |
129-05 |
|
0.618 |
128-02 |
|
1.000 |
127-12 |
|
1.618 |
126-09 |
|
2.618 |
124-16 |
|
4.250 |
121-19 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
130-28 |
| PP |
130-08 |
130-26 |
| S1 |
130-02 |
130-24 |
|