ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-17 |
132-06 |
1-21 |
1.3% |
130-02 |
| High |
132-12 |
133-09 |
0-29 |
0.7% |
131-20 |
| Low |
130-16 |
132-04 |
1-20 |
1.2% |
129-05 |
| Close |
132-02 |
132-23 |
0-21 |
0.5% |
130-03 |
| Range |
1-28 |
1-05 |
-0-23 |
-38.3% |
2-15 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.5% |
0-00 |
| Volume |
352,180 |
316,968 |
-35,212 |
-10.0% |
1,475,795 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-06 |
135-19 |
133-11 |
|
| R3 |
135-01 |
134-14 |
133-01 |
|
| R2 |
133-28 |
133-28 |
132-30 |
|
| R1 |
133-09 |
133-09 |
132-26 |
133-18 |
| PP |
132-23 |
132-23 |
132-23 |
132-27 |
| S1 |
132-04 |
132-04 |
132-20 |
132-14 |
| S2 |
131-18 |
131-18 |
132-16 |
|
| S3 |
130-13 |
130-31 |
132-13 |
|
| S4 |
129-08 |
129-26 |
132-03 |
|
|
| 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 |
133-09 |
129-11 |
3-30 |
3.0% |
1-13 |
1.1% |
86% |
True |
False |
309,408 |
| 10 |
133-09 |
129-05 |
4-04 |
3.1% |
1-15 |
1.1% |
86% |
True |
False |
297,387 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-22 |
1.3% |
55% |
False |
False |
302,049 |
| 40 |
135-19 |
124-22 |
10-29 |
8.2% |
1-15 |
1.1% |
74% |
False |
False |
155,240 |
| 60 |
135-19 |
123-27 |
11-24 |
8.9% |
1-09 |
1.0% |
76% |
False |
False |
103,592 |
| 80 |
135-19 |
120-04 |
15-15 |
11.7% |
1-04 |
0.9% |
81% |
False |
False |
77,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
136-10 |
|
1.618 |
135-05 |
|
1.000 |
134-14 |
|
0.618 |
134-00 |
|
HIGH |
133-09 |
|
0.618 |
132-27 |
|
0.500 |
132-22 |
|
0.382 |
132-18 |
|
LOW |
132-04 |
|
0.618 |
131-13 |
|
1.000 |
130-31 |
|
1.618 |
130-08 |
|
2.618 |
129-03 |
|
4.250 |
127-07 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-23 |
132-11 |
| PP |
132-23 |
132-00 |
| S1 |
132-22 |
131-20 |
|