ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
134-00 |
133-23 |
-0-09 |
-0.2% |
130-05 |
| High |
134-12 |
134-09 |
-0-03 |
-0.1% |
133-22 |
| Low |
133-17 |
132-09 |
-1-08 |
-0.9% |
129-31 |
| Close |
133-21 |
133-23 |
0-02 |
0.0% |
131-24 |
| Range |
0-27 |
2-00 |
1-05 |
137.0% |
3-23 |
| ATR |
1-15 |
1-17 |
0-01 |
2.5% |
0-00 |
| Volume |
243,230 |
395,453 |
152,223 |
62.6% |
1,472,184 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
138-18 |
134-26 |
|
| R3 |
137-14 |
136-18 |
134-09 |
|
| R2 |
135-14 |
135-14 |
134-03 |
|
| R1 |
134-18 |
134-18 |
133-29 |
134-23 |
| PP |
133-14 |
133-14 |
133-14 |
133-16 |
| S1 |
132-18 |
132-18 |
133-17 |
132-23 |
| S2 |
131-14 |
131-14 |
133-11 |
|
| S3 |
129-14 |
130-18 |
133-05 |
|
| S4 |
127-14 |
128-18 |
132-20 |
|
|
| 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 |
134-12 |
131-21 |
2-23 |
2.0% |
1-17 |
1.1% |
76% |
False |
False |
293,218 |
| 10 |
134-12 |
129-11 |
5-01 |
3.8% |
1-14 |
1.1% |
87% |
False |
False |
296,143 |
| 20 |
134-12 |
129-05 |
5-07 |
3.9% |
1-17 |
1.2% |
87% |
False |
False |
307,142 |
| 40 |
135-19 |
126-14 |
9-05 |
6.8% |
1-17 |
1.2% |
80% |
False |
False |
199,310 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-11 |
1.0% |
84% |
False |
False |
133,000 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-06 |
0.9% |
87% |
False |
False |
99,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-25 |
|
2.618 |
139-17 |
|
1.618 |
137-17 |
|
1.000 |
136-09 |
|
0.618 |
135-17 |
|
HIGH |
134-09 |
|
0.618 |
133-17 |
|
0.500 |
133-09 |
|
0.382 |
133-01 |
|
LOW |
132-09 |
|
0.618 |
131-01 |
|
1.000 |
130-09 |
|
1.618 |
129-01 |
|
2.618 |
127-01 |
|
4.250 |
123-25 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-18 |
133-19 |
| PP |
133-14 |
133-15 |
| S1 |
133-09 |
133-10 |
|