ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-21 |
129-25 |
-0-28 |
-0.7% |
130-02 |
| High |
131-04 |
130-29 |
-0-07 |
-0.2% |
131-20 |
| Low |
129-13 |
129-11 |
-0-02 |
0.0% |
129-05 |
| Close |
129-28 |
130-03 |
0-07 |
0.2% |
130-03 |
| Range |
1-23 |
1-18 |
-0-05 |
-9.1% |
2-15 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.1% |
0-00 |
| Volume |
351,932 |
310,895 |
-41,037 |
-11.7% |
1,475,795 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-26 |
134-00 |
130-30 |
|
| R3 |
133-08 |
132-14 |
130-17 |
|
| R2 |
131-22 |
131-22 |
130-12 |
|
| R1 |
130-28 |
130-28 |
130-08 |
131-09 |
| PP |
130-04 |
130-04 |
130-04 |
130-10 |
| S1 |
129-10 |
129-10 |
129-30 |
129-23 |
| S2 |
128-18 |
128-18 |
129-26 |
|
| S3 |
127-00 |
127-24 |
129-21 |
|
| S4 |
125-14 |
126-06 |
129-08 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-22 |
136-12 |
131-14 |
|
| R3 |
135-07 |
133-29 |
130-25 |
|
| R2 |
132-24 |
132-24 |
130-17 |
|
| R1 |
131-14 |
131-14 |
130-10 |
132-03 |
| PP |
130-09 |
130-09 |
130-09 |
130-20 |
| S1 |
128-31 |
128-31 |
129-28 |
129-20 |
| S2 |
127-26 |
127-26 |
129-21 |
|
| S3 |
125-11 |
126-16 |
129-13 |
|
| S4 |
122-28 |
124-01 |
128-24 |
|
|
| 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% |
1-16 |
1.2% |
38% |
False |
False |
295,159 |
| 10 |
133-12 |
129-05 |
4-07 |
3.2% |
1-22 |
1.3% |
22% |
False |
False |
304,802 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-24 |
1.3% |
15% |
False |
False |
263,477 |
| 40 |
135-19 |
124-22 |
10-29 |
8.4% |
1-14 |
1.1% |
50% |
False |
False |
133,158 |
| 60 |
135-19 |
123-14 |
12-05 |
9.3% |
1-08 |
1.0% |
55% |
False |
False |
88,863 |
| 80 |
135-19 |
120-04 |
15-15 |
11.9% |
1-03 |
0.8% |
64% |
False |
False |
66,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-18 |
|
2.618 |
135-00 |
|
1.618 |
133-14 |
|
1.000 |
132-15 |
|
0.618 |
131-28 |
|
HIGH |
130-29 |
|
0.618 |
130-10 |
|
0.500 |
130-04 |
|
0.382 |
129-30 |
|
LOW |
129-11 |
|
0.618 |
128-12 |
|
1.000 |
127-25 |
|
1.618 |
126-26 |
|
2.618 |
125-08 |
|
4.250 |
122-22 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-04 |
130-16 |
| PP |
130-04 |
130-11 |
| S1 |
130-03 |
130-07 |
|