ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-03 |
134-00 |
0-29 |
0.7% |
130-05 |
| High |
134-11 |
134-12 |
0-01 |
0.0% |
133-22 |
| Low |
132-26 |
133-17 |
0-23 |
0.5% |
129-31 |
| Close |
134-07 |
133-21 |
-0-18 |
-0.4% |
131-24 |
| Range |
1-17 |
0-27 |
-0-22 |
-44.9% |
3-23 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.2% |
0-00 |
| Volume |
291,085 |
243,230 |
-47,855 |
-16.4% |
1,472,184 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-12 |
135-28 |
134-04 |
|
| R3 |
135-17 |
135-01 |
133-28 |
|
| R2 |
134-22 |
134-22 |
133-26 |
|
| R1 |
134-06 |
134-06 |
133-23 |
134-00 |
| PP |
133-27 |
133-27 |
133-27 |
133-25 |
| S1 |
133-11 |
133-11 |
133-19 |
133-06 |
| S2 |
133-00 |
133-00 |
133-16 |
|
| S3 |
132-05 |
132-16 |
133-14 |
|
| S4 |
131-10 |
131-21 |
133-06 |
|
|
| 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 |
134-12 |
131-21 |
2-23 |
2.0% |
1-13 |
1.0% |
74% |
True |
False |
274,174 |
| 10 |
134-12 |
129-11 |
5-01 |
3.8% |
1-13 |
1.1% |
86% |
True |
False |
291,791 |
| 20 |
135-04 |
129-05 |
5-31 |
4.5% |
1-19 |
1.2% |
75% |
False |
False |
306,189 |
| 40 |
135-19 |
126-11 |
9-08 |
6.9% |
1-17 |
1.1% |
79% |
False |
False |
189,438 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-11 |
1.0% |
84% |
False |
False |
126,413 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-06 |
0.9% |
86% |
False |
False |
94,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-31 |
|
2.618 |
136-19 |
|
1.618 |
135-24 |
|
1.000 |
135-07 |
|
0.618 |
134-29 |
|
HIGH |
134-12 |
|
0.618 |
134-02 |
|
0.500 |
133-30 |
|
0.382 |
133-27 |
|
LOW |
133-17 |
|
0.618 |
133-00 |
|
1.000 |
132-22 |
|
1.618 |
132-05 |
|
2.618 |
131-10 |
|
4.250 |
129-30 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-30 |
133-14 |
| PP |
133-27 |
133-07 |
| S1 |
133-24 |
133-00 |
|