ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
133-12 |
-0-26 |
-0.6% |
133-17 |
| High |
134-30 |
133-19 |
-1-11 |
-1.0% |
135-12 |
| Low |
133-11 |
132-16 |
-0-27 |
-0.6% |
133-08 |
| Close |
133-23 |
133-14 |
-0-09 |
-0.2% |
134-10 |
| Range |
1-19 |
1-03 |
-0-16 |
-31.4% |
2-04 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.8% |
0-00 |
| Volume |
266,457 |
351,704 |
85,247 |
32.0% |
1,490,187 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-15 |
136-01 |
134-01 |
|
| R3 |
135-12 |
134-30 |
133-24 |
|
| R2 |
134-09 |
134-09 |
133-20 |
|
| R1 |
133-27 |
133-27 |
133-17 |
134-02 |
| PP |
133-06 |
133-06 |
133-06 |
133-09 |
| S1 |
132-24 |
132-24 |
133-11 |
132-31 |
| S2 |
132-03 |
132-03 |
133-08 |
|
| S3 |
131-00 |
131-21 |
133-04 |
|
| S4 |
129-29 |
130-18 |
132-27 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-22 |
139-20 |
135-15 |
|
| R3 |
138-18 |
137-16 |
134-29 |
|
| R2 |
136-14 |
136-14 |
134-22 |
|
| R1 |
135-12 |
135-12 |
134-16 |
135-29 |
| PP |
134-10 |
134-10 |
134-10 |
134-18 |
| S1 |
133-08 |
133-08 |
134-04 |
133-25 |
| S2 |
132-06 |
132-06 |
133-30 |
|
| S3 |
130-02 |
131-04 |
133-23 |
|
| S4 |
127-30 |
129-00 |
133-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-08 |
132-16 |
2-24 |
2.1% |
1-02 |
0.8% |
34% |
False |
True |
247,568 |
| 10 |
135-12 |
132-09 |
3-03 |
2.3% |
1-09 |
1.0% |
37% |
False |
False |
283,983 |
| 20 |
135-12 |
129-11 |
6-01 |
4.5% |
1-11 |
1.0% |
68% |
False |
False |
287,887 |
| 40 |
135-19 |
129-05 |
6-14 |
4.8% |
1-17 |
1.2% |
67% |
False |
False |
259,716 |
| 60 |
135-19 |
124-22 |
10-29 |
8.2% |
1-13 |
1.0% |
80% |
False |
False |
173,697 |
| 80 |
135-19 |
121-30 |
13-21 |
10.2% |
1-09 |
1.0% |
84% |
False |
False |
130,335 |
| 100 |
135-19 |
120-04 |
15-15 |
11.6% |
1-03 |
0.8% |
86% |
False |
False |
104,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-08 |
|
2.618 |
136-15 |
|
1.618 |
135-12 |
|
1.000 |
134-22 |
|
0.618 |
134-09 |
|
HIGH |
133-19 |
|
0.618 |
133-06 |
|
0.500 |
133-02 |
|
0.382 |
132-29 |
|
LOW |
132-16 |
|
0.618 |
131-26 |
|
1.000 |
131-13 |
|
1.618 |
130-23 |
|
2.618 |
129-20 |
|
4.250 |
127-27 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-10 |
133-23 |
| PP |
133-06 |
133-20 |
| S1 |
133-02 |
133-17 |
|