ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-03 |
131-11 |
-0-24 |
-0.6% |
132-23 |
| High |
132-12 |
132-09 |
-0-03 |
-0.1% |
134-25 |
| Low |
131-09 |
130-20 |
-0-21 |
-0.5% |
131-09 |
| Close |
131-17 |
132-03 |
0-18 |
0.4% |
131-17 |
| Range |
1-03 |
1-21 |
0-18 |
51.4% |
3-16 |
| ATR |
1-20 |
1-20 |
0-00 |
0.1% |
0-00 |
| Volume |
7,590 |
3,902 |
-3,688 |
-48.6% |
48,955 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-20 |
136-01 |
133-00 |
|
| R3 |
134-31 |
134-12 |
132-18 |
|
| R2 |
133-10 |
133-10 |
132-13 |
|
| R1 |
132-23 |
132-23 |
132-08 |
133-00 |
| PP |
131-21 |
131-21 |
131-21 |
131-26 |
| S1 |
131-02 |
131-02 |
131-30 |
131-12 |
| S2 |
130-00 |
130-00 |
131-25 |
|
| S3 |
128-11 |
129-13 |
131-20 |
|
| S4 |
126-22 |
127-24 |
131-06 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-01 |
140-25 |
133-15 |
|
| R3 |
139-17 |
137-09 |
132-16 |
|
| R2 |
136-01 |
136-01 |
132-06 |
|
| R1 |
133-25 |
133-25 |
131-27 |
133-05 |
| PP |
132-17 |
132-17 |
132-17 |
132-07 |
| S1 |
130-09 |
130-09 |
131-07 |
129-21 |
| S2 |
129-01 |
129-01 |
130-28 |
|
| S3 |
125-17 |
126-25 |
130-18 |
|
| S4 |
122-01 |
123-09 |
129-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-25 |
130-20 |
4-05 |
3.1% |
1-20 |
1.2% |
35% |
False |
True |
10,571 |
| 10 |
136-20 |
130-20 |
6-00 |
4.5% |
1-26 |
1.4% |
24% |
False |
True |
69,670 |
| 20 |
136-31 |
130-20 |
6-11 |
4.8% |
1-23 |
1.3% |
23% |
False |
True |
228,185 |
| 40 |
136-31 |
126-01 |
10-30 |
8.3% |
1-14 |
1.1% |
55% |
False |
False |
249,594 |
| 60 |
136-31 |
122-21 |
14-10 |
10.8% |
1-11 |
1.0% |
66% |
False |
False |
252,773 |
| 80 |
136-31 |
121-06 |
15-25 |
11.9% |
1-12 |
1.0% |
69% |
False |
False |
250,028 |
| 100 |
136-31 |
115-24 |
21-07 |
16.1% |
1-13 |
1.1% |
77% |
False |
False |
201,142 |
| 120 |
136-31 |
113-06 |
23-25 |
18.0% |
1-09 |
1.0% |
80% |
False |
False |
167,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-10 |
|
2.618 |
136-20 |
|
1.618 |
134-31 |
|
1.000 |
133-30 |
|
0.618 |
133-10 |
|
HIGH |
132-09 |
|
0.618 |
131-21 |
|
0.500 |
131-14 |
|
0.382 |
131-08 |
|
LOW |
130-20 |
|
0.618 |
129-19 |
|
1.000 |
128-31 |
|
1.618 |
127-30 |
|
2.618 |
126-09 |
|
4.250 |
123-19 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-28 |
132-10 |
| PP |
131-21 |
132-08 |
| S1 |
131-14 |
132-05 |
|