ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
129-25 |
130-05 |
0-12 |
0.3% |
130-02 |
| High |
130-29 |
130-23 |
-0-06 |
-0.1% |
131-20 |
| Low |
129-11 |
129-31 |
0-20 |
0.5% |
129-05 |
| Close |
130-03 |
130-20 |
0-17 |
0.4% |
130-03 |
| Range |
1-18 |
0-24 |
-0-26 |
-52.0% |
2-15 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.8% |
0-00 |
| Volume |
310,895 |
215,065 |
-95,830 |
-30.8% |
1,475,795 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-22 |
132-13 |
131-01 |
|
| R3 |
131-30 |
131-21 |
130-27 |
|
| R2 |
131-06 |
131-06 |
130-24 |
|
| R1 |
130-29 |
130-29 |
130-22 |
131-02 |
| PP |
130-14 |
130-14 |
130-14 |
130-16 |
| S1 |
130-05 |
130-05 |
130-18 |
130-10 |
| S2 |
129-22 |
129-22 |
130-16 |
|
| S3 |
128-30 |
129-13 |
130-13 |
|
| S4 |
128-06 |
128-21 |
130-07 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-22 |
136-12 |
131-14 |
|
| R3 |
135-07 |
133-29 |
130-25 |
|
| R2 |
132-24 |
132-24 |
130-17 |
|
| R1 |
131-14 |
131-14 |
130-10 |
132-03 |
| PP |
130-09 |
130-09 |
130-09 |
130-20 |
| S1 |
128-31 |
128-31 |
129-28 |
129-20 |
| S2 |
127-26 |
127-26 |
129-21 |
|
| S3 |
125-11 |
126-16 |
129-13 |
|
| S4 |
122-28 |
124-01 |
128-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-20 |
129-11 |
2-09 |
1.7% |
1-10 |
1.0% |
56% |
False |
False |
292,931 |
| 10 |
133-12 |
129-05 |
4-07 |
3.2% |
1-16 |
1.1% |
35% |
False |
False |
293,972 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-23 |
1.3% |
23% |
False |
False |
273,074 |
| 40 |
135-19 |
124-22 |
10-29 |
8.3% |
1-14 |
1.1% |
54% |
False |
False |
138,530 |
| 60 |
135-19 |
123-16 |
12-03 |
9.3% |
1-08 |
1.0% |
59% |
False |
False |
92,446 |
| 80 |
135-19 |
120-04 |
15-15 |
11.8% |
1-03 |
0.8% |
68% |
False |
False |
69,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
132-22 |
|
1.618 |
131-30 |
|
1.000 |
131-15 |
|
0.618 |
131-06 |
|
HIGH |
130-23 |
|
0.618 |
130-14 |
|
0.500 |
130-11 |
|
0.382 |
130-08 |
|
LOW |
129-31 |
|
0.618 |
129-16 |
|
1.000 |
129-07 |
|
1.618 |
128-24 |
|
2.618 |
128-00 |
|
4.250 |
126-25 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-17 |
130-16 |
| PP |
130-14 |
130-12 |
| S1 |
130-11 |
130-08 |
|