ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-23 |
131-22 |
-1-01 |
-0.8% |
130-05 |
| High |
133-04 |
133-14 |
0-10 |
0.2% |
133-22 |
| Low |
131-21 |
131-21 |
0-00 |
0.0% |
129-31 |
| Close |
131-24 |
133-11 |
1-19 |
1.2% |
131-24 |
| Range |
1-15 |
1-25 |
0-10 |
21.3% |
3-23 |
| ATR |
1-16 |
1-17 |
0-01 |
1.3% |
0-00 |
| Volume |
287,741 |
248,585 |
-39,156 |
-13.6% |
1,472,184 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-05 |
137-17 |
134-10 |
|
| R3 |
136-12 |
135-24 |
133-27 |
|
| R2 |
134-19 |
134-19 |
133-21 |
|
| R1 |
133-31 |
133-31 |
133-16 |
134-09 |
| PP |
132-26 |
132-26 |
132-26 |
132-31 |
| S1 |
132-06 |
132-06 |
133-06 |
132-16 |
| S2 |
131-01 |
131-01 |
133-01 |
|
| S3 |
129-08 |
130-13 |
132-27 |
|
| S4 |
127-15 |
128-20 |
132-12 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-31 |
141-02 |
133-25 |
|
| R3 |
139-08 |
137-11 |
132-25 |
|
| R2 |
135-17 |
135-17 |
132-14 |
|
| R1 |
133-20 |
133-20 |
132-03 |
134-18 |
| PP |
131-26 |
131-26 |
131-26 |
132-09 |
| S1 |
129-29 |
129-29 |
131-13 |
130-28 |
| S2 |
128-03 |
128-03 |
131-02 |
|
| S3 |
124-12 |
126-06 |
130-23 |
|
| S4 |
120-21 |
122-15 |
129-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-22 |
130-16 |
3-06 |
2.4% |
1-17 |
1.1% |
89% |
False |
False |
301,140 |
| 10 |
133-22 |
129-11 |
4-11 |
3.3% |
1-13 |
1.1% |
92% |
False |
False |
297,035 |
| 20 |
135-07 |
129-05 |
6-02 |
4.5% |
1-20 |
1.2% |
69% |
False |
False |
309,189 |
| 40 |
135-19 |
126-07 |
9-12 |
7.0% |
1-16 |
1.1% |
76% |
False |
False |
176,101 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-11 |
1.0% |
81% |
False |
False |
117,521 |
| 80 |
135-19 |
120-31 |
14-20 |
11.0% |
1-06 |
0.9% |
85% |
False |
False |
88,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-00 |
|
2.618 |
138-03 |
|
1.618 |
136-10 |
|
1.000 |
135-07 |
|
0.618 |
134-17 |
|
HIGH |
133-14 |
|
0.618 |
132-24 |
|
0.500 |
132-18 |
|
0.382 |
132-11 |
|
LOW |
131-21 |
|
0.618 |
130-18 |
|
1.000 |
129-28 |
|
1.618 |
128-25 |
|
2.618 |
127-00 |
|
4.250 |
124-03 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-02 |
133-04 |
| PP |
132-26 |
132-29 |
| S1 |
132-18 |
132-22 |
|