ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-02 |
130-17 |
0-15 |
0.4% |
131-09 |
| High |
130-30 |
131-20 |
0-22 |
0.5% |
133-12 |
| Low |
129-05 |
130-10 |
1-05 |
0.9% |
129-27 |
| Close |
130-22 |
131-18 |
0-28 |
0.7% |
130-04 |
| Range |
1-25 |
1-10 |
-0-15 |
-26.3% |
3-17 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.4% |
0-00 |
| Volume |
226,205 |
281,654 |
55,449 |
24.5% |
1,248,862 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
134-21 |
132-09 |
|
| R3 |
133-25 |
133-11 |
131-30 |
|
| R2 |
132-15 |
132-15 |
131-26 |
|
| R1 |
132-01 |
132-01 |
131-22 |
132-08 |
| PP |
131-05 |
131-05 |
131-05 |
131-09 |
| S1 |
130-23 |
130-23 |
131-14 |
130-30 |
| S2 |
129-27 |
129-27 |
131-10 |
|
| S3 |
128-17 |
129-13 |
131-06 |
|
| S4 |
127-07 |
128-03 |
130-27 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-23 |
139-14 |
132-02 |
|
| R3 |
138-06 |
135-29 |
131-03 |
|
| R2 |
134-21 |
134-21 |
130-25 |
|
| R1 |
132-12 |
132-12 |
130-14 |
131-24 |
| PP |
131-04 |
131-04 |
131-04 |
130-26 |
| S1 |
128-27 |
128-27 |
129-26 |
128-07 |
| S2 |
127-19 |
127-19 |
129-15 |
|
| S3 |
124-02 |
125-10 |
129-05 |
|
| S4 |
120-17 |
121-25 |
128-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-12 |
129-05 |
4-07 |
3.2% |
1-18 |
1.2% |
57% |
False |
False |
279,322 |
| 10 |
135-07 |
129-05 |
6-02 |
4.6% |
1-24 |
1.3% |
40% |
False |
False |
320,547 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-24 |
1.3% |
37% |
False |
False |
216,716 |
| 40 |
135-19 |
124-22 |
10-29 |
8.3% |
1-13 |
1.1% |
63% |
False |
False |
108,982 |
| 60 |
135-19 |
121-16 |
14-03 |
10.7% |
1-08 |
0.9% |
71% |
False |
False |
72,733 |
| 80 |
135-19 |
120-04 |
15-15 |
11.8% |
1-01 |
0.8% |
74% |
False |
False |
54,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-06 |
|
2.618 |
135-02 |
|
1.618 |
133-24 |
|
1.000 |
132-30 |
|
0.618 |
132-14 |
|
HIGH |
131-20 |
|
0.618 |
131-04 |
|
0.500 |
130-31 |
|
0.382 |
130-26 |
|
LOW |
130-10 |
|
0.618 |
129-16 |
|
1.000 |
129-00 |
|
1.618 |
128-06 |
|
2.618 |
126-28 |
|
4.250 |
124-24 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-06 |
| PP |
131-05 |
130-25 |
| S1 |
130-31 |
130-12 |
|