ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-22 |
133-03 |
1-13 |
1.1% |
130-05 |
| High |
133-14 |
134-11 |
0-29 |
0.7% |
133-22 |
| Low |
131-21 |
132-26 |
1-05 |
0.9% |
129-31 |
| Close |
133-11 |
134-07 |
0-28 |
0.7% |
131-24 |
| Range |
1-25 |
1-17 |
-0-08 |
-14.0% |
3-23 |
| ATR |
1-17 |
1-17 |
0-00 |
0.0% |
0-00 |
| Volume |
248,585 |
291,085 |
42,500 |
17.1% |
1,472,184 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-12 |
137-27 |
135-02 |
|
| R3 |
136-27 |
136-10 |
134-20 |
|
| R2 |
135-10 |
135-10 |
134-16 |
|
| R1 |
134-25 |
134-25 |
134-11 |
135-02 |
| PP |
133-25 |
133-25 |
133-25 |
133-30 |
| S1 |
133-08 |
133-08 |
134-03 |
133-16 |
| S2 |
132-08 |
132-08 |
133-30 |
|
| S3 |
130-23 |
131-23 |
133-26 |
|
| S4 |
129-06 |
130-06 |
133-12 |
|
|
| 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 |
134-11 |
131-21 |
2-22 |
2.0% |
1-15 |
1.1% |
95% |
True |
False |
288,921 |
| 10 |
134-11 |
129-11 |
5-00 |
3.7% |
1-14 |
1.1% |
98% |
True |
False |
297,979 |
| 20 |
135-07 |
129-05 |
6-02 |
4.5% |
1-19 |
1.2% |
84% |
False |
False |
309,263 |
| 40 |
135-19 |
126-08 |
9-11 |
7.0% |
1-17 |
1.1% |
85% |
False |
False |
183,365 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-11 |
1.0% |
88% |
False |
False |
122,364 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-05 |
0.9% |
90% |
False |
False |
91,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-27 |
|
2.618 |
138-11 |
|
1.618 |
136-26 |
|
1.000 |
135-28 |
|
0.618 |
135-09 |
|
HIGH |
134-11 |
|
0.618 |
133-24 |
|
0.500 |
133-18 |
|
0.382 |
133-13 |
|
LOW |
132-26 |
|
0.618 |
131-28 |
|
1.000 |
131-09 |
|
1.618 |
130-11 |
|
2.618 |
128-26 |
|
4.250 |
126-10 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-00 |
133-26 |
| PP |
133-25 |
133-13 |
| S1 |
133-18 |
133-00 |
|