ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-23 |
0-05 |
0.1% |
130-05 |
| High |
133-22 |
133-04 |
-0-18 |
-0.4% |
133-22 |
| Low |
132-10 |
131-21 |
-0-21 |
-0.5% |
129-31 |
| Close |
132-24 |
131-24 |
-1-00 |
-0.8% |
131-24 |
| Range |
1-12 |
1-15 |
0-03 |
6.8% |
3-23 |
| ATR |
1-17 |
1-16 |
0-00 |
-0.2% |
0-00 |
| Volume |
300,230 |
287,741 |
-12,489 |
-4.2% |
1,472,184 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
135-20 |
132-18 |
|
| R3 |
135-04 |
134-05 |
132-05 |
|
| R2 |
133-21 |
133-21 |
132-01 |
|
| R1 |
132-22 |
132-22 |
131-28 |
132-14 |
| PP |
132-06 |
132-06 |
132-06 |
132-02 |
| S1 |
131-07 |
131-07 |
131-20 |
130-31 |
| S2 |
130-23 |
130-23 |
131-15 |
|
| S3 |
129-08 |
129-24 |
131-11 |
|
| S4 |
127-25 |
128-09 |
130-30 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-31 |
141-02 |
133-25 |
|
| R3 |
139-08 |
137-11 |
132-25 |
|
| R2 |
135-17 |
135-17 |
132-14 |
|
| R1 |
133-20 |
133-20 |
132-03 |
134-18 |
| PP |
131-26 |
131-26 |
131-26 |
132-09 |
| S1 |
129-29 |
129-29 |
131-13 |
130-28 |
| S2 |
128-03 |
128-03 |
131-02 |
|
| S3 |
124-12 |
126-06 |
130-23 |
|
| S4 |
120-21 |
122-15 |
129-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-22 |
129-31 |
3-23 |
2.8% |
1-10 |
1.0% |
48% |
False |
False |
294,436 |
| 10 |
133-22 |
129-05 |
4-17 |
3.4% |
1-13 |
1.1% |
57% |
False |
False |
294,797 |
| 20 |
135-07 |
129-05 |
6-02 |
4.6% |
1-22 |
1.3% |
43% |
False |
False |
309,676 |
| 40 |
135-19 |
125-18 |
10-01 |
7.6% |
1-16 |
1.1% |
62% |
False |
False |
169,909 |
| 60 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
67% |
False |
False |
113,381 |
| 80 |
135-19 |
120-04 |
15-15 |
11.7% |
1-05 |
0.9% |
75% |
False |
False |
85,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-12 |
|
2.618 |
136-31 |
|
1.618 |
135-16 |
|
1.000 |
134-19 |
|
0.618 |
134-01 |
|
HIGH |
133-04 |
|
0.618 |
132-18 |
|
0.500 |
132-12 |
|
0.382 |
132-07 |
|
LOW |
131-21 |
|
0.618 |
130-24 |
|
1.000 |
130-06 |
|
1.618 |
129-09 |
|
2.618 |
127-26 |
|
4.250 |
125-13 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-12 |
132-22 |
| PP |
132-06 |
132-12 |
| S1 |
131-31 |
132-02 |
|