ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-17 |
131-14 |
0-29 |
0.7% |
131-09 |
| High |
131-20 |
131-20 |
0-00 |
0.0% |
133-12 |
| Low |
130-10 |
130-15 |
0-05 |
0.1% |
129-27 |
| Close |
131-18 |
130-21 |
-0-29 |
-0.7% |
130-04 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
3-17 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.0% |
0-00 |
| Volume |
281,654 |
305,109 |
23,455 |
8.3% |
1,248,862 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-22 |
131-09 |
|
| R3 |
133-07 |
132-17 |
130-31 |
|
| R2 |
132-02 |
132-02 |
130-28 |
|
| R1 |
131-12 |
131-12 |
130-24 |
131-04 |
| PP |
130-29 |
130-29 |
130-29 |
130-26 |
| S1 |
130-07 |
130-07 |
130-18 |
130-00 |
| S2 |
129-24 |
129-24 |
130-14 |
|
| S3 |
128-19 |
129-02 |
130-11 |
|
| S4 |
127-14 |
127-29 |
130-01 |
|
|
| 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 |
132-18 |
129-05 |
3-13 |
2.6% |
1-16 |
1.1% |
44% |
False |
False |
285,366 |
| 10 |
135-04 |
129-05 |
5-31 |
4.6% |
1-24 |
1.3% |
25% |
False |
False |
320,587 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-24 |
1.3% |
23% |
False |
False |
231,546 |
| 40 |
135-19 |
124-22 |
10-29 |
8.3% |
1-13 |
1.1% |
55% |
False |
False |
116,602 |
| 60 |
135-19 |
121-30 |
13-21 |
10.5% |
1-08 |
1.0% |
64% |
False |
False |
77,818 |
| 80 |
135-19 |
120-04 |
15-15 |
11.8% |
1-02 |
0.8% |
68% |
False |
False |
58,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-17 |
|
2.618 |
134-21 |
|
1.618 |
133-16 |
|
1.000 |
132-25 |
|
0.618 |
132-11 |
|
HIGH |
131-20 |
|
0.618 |
131-06 |
|
0.500 |
131-02 |
|
0.382 |
130-29 |
|
LOW |
130-15 |
|
0.618 |
129-24 |
|
1.000 |
129-10 |
|
1.618 |
128-19 |
|
2.618 |
127-14 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-02 |
130-18 |
| PP |
130-29 |
130-15 |
| S1 |
130-25 |
130-12 |
|