ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-06 |
132-18 |
0-12 |
0.3% |
130-02 |
| High |
133-09 |
133-22 |
0-13 |
0.3% |
131-20 |
| Low |
132-04 |
132-10 |
0-06 |
0.1% |
129-05 |
| Close |
132-23 |
132-24 |
0-01 |
0.0% |
130-03 |
| Range |
1-05 |
1-12 |
0-07 |
18.9% |
2-15 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.7% |
0-00 |
| Volume |
316,968 |
300,230 |
-16,738 |
-5.3% |
1,475,795 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-01 |
136-09 |
133-16 |
|
| R3 |
135-21 |
134-29 |
133-04 |
|
| R2 |
134-09 |
134-09 |
133-00 |
|
| R1 |
133-17 |
133-17 |
132-28 |
133-29 |
| PP |
132-29 |
132-29 |
132-29 |
133-04 |
| S1 |
132-05 |
132-05 |
132-20 |
132-17 |
| S2 |
131-17 |
131-17 |
132-16 |
|
| S3 |
130-05 |
130-25 |
132-12 |
|
| S4 |
128-25 |
129-13 |
132-00 |
|
|
| 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 |
133-22 |
129-11 |
4-11 |
3.3% |
1-11 |
1.0% |
78% |
True |
False |
299,067 |
| 10 |
133-22 |
129-05 |
4-17 |
3.4% |
1-12 |
1.0% |
79% |
True |
False |
292,513 |
| 20 |
135-07 |
129-05 |
6-02 |
4.6% |
1-22 |
1.3% |
59% |
False |
False |
309,194 |
| 40 |
135-19 |
124-28 |
10-23 |
8.1% |
1-15 |
1.1% |
73% |
False |
False |
162,727 |
| 60 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
76% |
False |
False |
108,595 |
| 80 |
135-19 |
120-04 |
15-15 |
11.7% |
1-05 |
0.9% |
82% |
False |
False |
81,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-17 |
|
2.618 |
137-09 |
|
1.618 |
135-29 |
|
1.000 |
135-02 |
|
0.618 |
134-17 |
|
HIGH |
133-22 |
|
0.618 |
133-05 |
|
0.500 |
133-00 |
|
0.382 |
132-27 |
|
LOW |
132-10 |
|
0.618 |
131-15 |
|
1.000 |
130-30 |
|
1.618 |
130-03 |
|
2.618 |
128-23 |
|
4.250 |
126-15 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
132-17 |
| PP |
132-29 |
132-10 |
| S1 |
132-27 |
132-03 |
|