ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-00 |
132-05 |
-0-27 |
-0.6% |
132-09 |
| High |
133-12 |
132-18 |
-0-26 |
-0.6% |
135-07 |
| Low |
131-27 |
130-16 |
-1-11 |
-1.0% |
130-12 |
| Close |
132-07 |
130-18 |
-1-21 |
-1.3% |
131-15 |
| Range |
1-17 |
2-02 |
0-17 |
34.7% |
4-27 |
| ATR |
1-20 |
1-21 |
0-01 |
1.9% |
0-00 |
| Volume |
274,889 |
348,969 |
74,080 |
26.9% |
1,738,370 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-01 |
131-22 |
|
| R3 |
135-11 |
133-31 |
131-04 |
|
| R2 |
133-09 |
133-09 |
130-30 |
|
| R1 |
131-29 |
131-29 |
130-24 |
131-18 |
| PP |
131-07 |
131-07 |
131-07 |
131-01 |
| S1 |
129-27 |
129-27 |
130-12 |
129-16 |
| S2 |
129-05 |
129-05 |
130-06 |
|
| S3 |
127-03 |
127-25 |
130-00 |
|
| S4 |
125-01 |
125-23 |
129-14 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
144-01 |
134-04 |
|
| R3 |
142-01 |
139-06 |
132-26 |
|
| R2 |
137-06 |
137-06 |
132-11 |
|
| R1 |
134-11 |
134-11 |
131-29 |
133-11 |
| PP |
132-11 |
132-11 |
132-11 |
131-28 |
| S1 |
129-16 |
129-16 |
131-01 |
128-16 |
| S2 |
127-16 |
127-16 |
130-19 |
|
| S3 |
122-21 |
124-21 |
130-04 |
|
| S4 |
117-26 |
119-26 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-22 |
130-12 |
3-10 |
2.5% |
1-28 |
1.4% |
6% |
False |
False |
350,325 |
| 10 |
135-07 |
130-12 |
4-27 |
3.7% |
1-31 |
1.5% |
4% |
False |
False |
325,876 |
| 20 |
135-19 |
129-20 |
5-31 |
4.6% |
1-23 |
1.3% |
16% |
False |
False |
178,640 |
| 40 |
135-19 |
124-22 |
10-29 |
8.4% |
1-12 |
1.1% |
54% |
False |
False |
89,710 |
| 60 |
135-19 |
121-16 |
14-03 |
10.8% |
1-06 |
0.9% |
64% |
False |
False |
59,859 |
| 80 |
135-19 |
120-04 |
15-15 |
11.8% |
1-00 |
0.8% |
67% |
False |
False |
44,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-10 |
|
2.618 |
137-31 |
|
1.618 |
135-29 |
|
1.000 |
134-20 |
|
0.618 |
133-27 |
|
HIGH |
132-18 |
|
0.618 |
131-25 |
|
0.500 |
131-17 |
|
0.382 |
131-09 |
|
LOW |
130-16 |
|
0.618 |
129-07 |
|
1.000 |
128-14 |
|
1.618 |
127-05 |
|
2.618 |
125-03 |
|
4.250 |
121-24 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-17 |
131-30 |
| PP |
131-07 |
131-15 |
| S1 |
130-28 |
131-01 |
|