ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-05 |
130-17 |
0-12 |
0.3% |
130-02 |
| High |
130-23 |
132-12 |
1-21 |
1.3% |
131-20 |
| Low |
129-31 |
130-16 |
0-17 |
0.4% |
129-05 |
| Close |
130-20 |
132-02 |
1-14 |
1.1% |
130-03 |
| Range |
0-24 |
1-28 |
1-04 |
150.0% |
2-15 |
| ATR |
1-17 |
1-18 |
0-01 |
1.6% |
0-00 |
| Volume |
215,065 |
352,180 |
137,115 |
63.8% |
1,475,795 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-09 |
136-17 |
133-03 |
|
| R3 |
135-13 |
134-21 |
132-18 |
|
| R2 |
133-17 |
133-17 |
132-13 |
|
| R1 |
132-25 |
132-25 |
132-08 |
133-05 |
| PP |
131-21 |
131-21 |
131-21 |
131-26 |
| S1 |
130-29 |
130-29 |
131-28 |
131-09 |
| S2 |
129-25 |
129-25 |
131-23 |
|
| S3 |
127-29 |
129-01 |
131-18 |
|
| S4 |
126-01 |
127-05 |
131-01 |
|
|
| 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 |
132-12 |
129-11 |
3-01 |
2.3% |
1-13 |
1.1% |
90% |
True |
False |
307,036 |
| 10 |
133-12 |
129-05 |
4-07 |
3.2% |
1-16 |
1.1% |
69% |
False |
False |
293,179 |
| 20 |
135-19 |
129-05 |
6-14 |
4.9% |
1-24 |
1.3% |
45% |
False |
False |
289,860 |
| 40 |
135-19 |
124-22 |
10-29 |
8.3% |
1-15 |
1.1% |
68% |
False |
False |
147,324 |
| 60 |
135-19 |
123-27 |
11-24 |
8.9% |
1-09 |
1.0% |
70% |
False |
False |
98,312 |
| 80 |
135-19 |
120-04 |
15-15 |
11.7% |
1-04 |
0.8% |
77% |
False |
False |
73,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-11 |
|
2.618 |
137-09 |
|
1.618 |
135-13 |
|
1.000 |
134-08 |
|
0.618 |
133-17 |
|
HIGH |
132-12 |
|
0.618 |
131-21 |
|
0.500 |
131-14 |
|
0.382 |
131-07 |
|
LOW |
130-16 |
|
0.618 |
129-11 |
|
1.000 |
128-20 |
|
1.618 |
127-15 |
|
2.618 |
125-19 |
|
4.250 |
122-17 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-27 |
131-21 |
| PP |
131-21 |
131-08 |
| S1 |
131-14 |
130-28 |
|