ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-24 |
133-17 |
-0-07 |
-0.2% |
131-22 |
| High |
134-02 |
134-10 |
0-08 |
0.2% |
134-12 |
| Low |
132-19 |
133-15 |
0-28 |
0.7% |
131-21 |
| Close |
133-12 |
133-29 |
0-17 |
0.4% |
133-12 |
| Range |
1-15 |
0-27 |
-0-20 |
-42.6% |
2-23 |
| ATR |
1-17 |
1-15 |
-0-01 |
-2.7% |
0-00 |
| Volume |
307,200 |
206,935 |
-100,265 |
-32.6% |
1,485,553 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-14 |
136-00 |
134-12 |
|
| R3 |
135-19 |
135-05 |
134-04 |
|
| R2 |
134-24 |
134-24 |
134-02 |
|
| R1 |
134-10 |
134-10 |
133-31 |
134-17 |
| PP |
133-29 |
133-29 |
133-29 |
134-00 |
| S1 |
133-15 |
133-15 |
133-27 |
133-22 |
| S2 |
133-02 |
133-02 |
133-24 |
|
| S3 |
132-07 |
132-20 |
133-22 |
|
| S4 |
131-12 |
131-25 |
133-14 |
|
|
| 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 |
132-09 |
2-03 |
1.6% |
1-11 |
1.0% |
78% |
False |
False |
288,780 |
| 10 |
134-12 |
130-16 |
3-28 |
2.9% |
1-14 |
1.1% |
88% |
False |
False |
294,960 |
| 20 |
134-12 |
129-05 |
5-07 |
3.9% |
1-15 |
1.1% |
91% |
False |
False |
294,466 |
| 40 |
135-19 |
127-24 |
7-27 |
5.9% |
1-17 |
1.1% |
78% |
False |
False |
212,121 |
| 60 |
135-19 |
123-27 |
11-24 |
8.8% |
1-12 |
1.0% |
86% |
False |
False |
141,567 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-07 |
0.9% |
88% |
False |
False |
106,212 |
| 100 |
135-19 |
118-16 |
17-03 |
12.8% |
1-02 |
0.8% |
90% |
False |
False |
84,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-29 |
|
2.618 |
136-17 |
|
1.618 |
135-22 |
|
1.000 |
135-05 |
|
0.618 |
134-27 |
|
HIGH |
134-10 |
|
0.618 |
134-00 |
|
0.500 |
133-28 |
|
0.382 |
133-25 |
|
LOW |
133-15 |
|
0.618 |
132-30 |
|
1.000 |
132-20 |
|
1.618 |
132-03 |
|
2.618 |
131-08 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-29 |
133-22 |
| PP |
133-29 |
133-16 |
| S1 |
133-28 |
133-10 |
|