ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-23 |
133-24 |
0-01 |
0.0% |
131-22 |
| High |
134-09 |
134-02 |
-0-07 |
-0.2% |
134-12 |
| Low |
132-09 |
132-19 |
0-10 |
0.2% |
131-21 |
| Close |
133-23 |
133-12 |
-0-11 |
-0.3% |
133-12 |
| Range |
2-00 |
1-15 |
-0-17 |
-26.6% |
2-23 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.2% |
0-00 |
| Volume |
395,453 |
307,200 |
-88,253 |
-22.3% |
1,485,553 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
137-01 |
134-06 |
|
| R3 |
136-09 |
135-18 |
133-25 |
|
| R2 |
134-26 |
134-26 |
133-21 |
|
| R1 |
134-03 |
134-03 |
133-16 |
133-23 |
| PP |
133-11 |
133-11 |
133-11 |
133-05 |
| S1 |
132-20 |
132-20 |
133-08 |
132-08 |
| S2 |
131-28 |
131-28 |
133-03 |
|
| S3 |
130-13 |
131-05 |
132-31 |
|
| S4 |
128-30 |
129-22 |
132-18 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-09 |
140-02 |
134-28 |
|
| R3 |
138-18 |
137-11 |
134-04 |
|
| R2 |
135-27 |
135-27 |
133-28 |
|
| R1 |
134-20 |
134-20 |
133-20 |
135-08 |
| PP |
133-04 |
133-04 |
133-04 |
133-14 |
| S1 |
131-29 |
131-29 |
133-04 |
132-16 |
| S2 |
130-13 |
130-13 |
132-28 |
|
| S3 |
127-22 |
129-06 |
132-20 |
|
| S4 |
124-31 |
126-15 |
131-28 |
|
|
| 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% |
1-17 |
1.1% |
63% |
False |
False |
297,110 |
| 10 |
134-12 |
129-31 |
4-13 |
3.3% |
1-14 |
1.1% |
77% |
False |
False |
295,773 |
| 20 |
134-12 |
129-05 |
5-07 |
3.9% |
1-18 |
1.2% |
81% |
False |
False |
300,288 |
| 40 |
135-19 |
126-30 |
8-21 |
6.5% |
1-18 |
1.2% |
74% |
False |
False |
206,971 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-12 |
1.0% |
81% |
False |
False |
138,119 |
| 80 |
135-19 |
121-16 |
14-03 |
10.6% |
1-07 |
0.9% |
84% |
False |
False |
103,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-10 |
|
2.618 |
137-29 |
|
1.618 |
136-14 |
|
1.000 |
135-17 |
|
0.618 |
134-31 |
|
HIGH |
134-02 |
|
0.618 |
133-16 |
|
0.500 |
133-10 |
|
0.382 |
133-05 |
|
LOW |
132-19 |
|
0.618 |
131-22 |
|
1.000 |
131-04 |
|
1.618 |
130-07 |
|
2.618 |
128-24 |
|
4.250 |
126-11 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-12 |
| PP |
133-11 |
133-11 |
| S1 |
133-10 |
133-10 |
|