ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-14 |
130-21 |
-0-25 |
-0.6% |
131-09 |
| High |
131-20 |
131-04 |
-0-16 |
-0.4% |
133-12 |
| Low |
130-15 |
129-13 |
-1-02 |
-0.8% |
129-27 |
| Close |
130-21 |
129-28 |
-0-25 |
-0.6% |
130-04 |
| Range |
1-05 |
1-23 |
0-18 |
48.6% |
3-17 |
| ATR |
1-19 |
1-19 |
0-00 |
0.6% |
0-00 |
| Volume |
305,109 |
351,932 |
46,823 |
15.3% |
1,248,862 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-10 |
130-26 |
|
| R3 |
133-18 |
132-19 |
130-11 |
|
| R2 |
131-27 |
131-27 |
130-06 |
|
| R1 |
130-28 |
130-28 |
130-01 |
130-16 |
| PP |
130-04 |
130-04 |
130-04 |
129-30 |
| S1 |
129-05 |
129-05 |
129-23 |
128-25 |
| S2 |
128-13 |
128-13 |
129-18 |
|
| S3 |
126-22 |
127-14 |
129-13 |
|
| S4 |
124-31 |
125-23 |
128-30 |
|
|
| 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 |
131-20 |
129-05 |
2-15 |
1.9% |
1-14 |
1.1% |
29% |
False |
False |
285,959 |
| 10 |
133-22 |
129-05 |
4-17 |
3.5% |
1-21 |
1.3% |
16% |
False |
False |
318,142 |
| 20 |
135-19 |
129-05 |
6-14 |
5.0% |
1-24 |
1.4% |
11% |
False |
False |
248,337 |
| 40 |
135-19 |
124-22 |
10-29 |
8.4% |
1-14 |
1.1% |
48% |
False |
False |
125,394 |
| 60 |
135-19 |
123-10 |
12-09 |
9.5% |
1-08 |
1.0% |
53% |
False |
False |
83,682 |
| 80 |
135-19 |
120-04 |
15-15 |
11.9% |
1-02 |
0.8% |
63% |
False |
False |
62,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
135-20 |
|
1.618 |
133-29 |
|
1.000 |
132-27 |
|
0.618 |
132-06 |
|
HIGH |
131-04 |
|
0.618 |
130-15 |
|
0.500 |
130-08 |
|
0.382 |
130-02 |
|
LOW |
129-13 |
|
0.618 |
128-11 |
|
1.000 |
127-22 |
|
1.618 |
126-20 |
|
2.618 |
124-29 |
|
4.250 |
122-03 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-08 |
130-16 |
| PP |
130-04 |
130-10 |
| S1 |
130-00 |
130-03 |
|