ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-29 |
133-19 |
-0-10 |
-0.2% |
131-22 |
| High |
134-18 |
135-12 |
0-26 |
0.6% |
134-12 |
| Low |
133-08 |
133-16 |
0-08 |
0.2% |
131-21 |
| Close |
133-22 |
134-26 |
1-04 |
0.8% |
133-12 |
| Range |
1-10 |
1-28 |
0-18 |
42.9% |
2-23 |
| ATR |
1-15 |
1-16 |
0-01 |
2.0% |
0-00 |
| Volume |
333,413 |
358,987 |
25,574 |
7.7% |
1,485,553 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
139-12 |
135-27 |
|
| R3 |
138-10 |
137-16 |
135-10 |
|
| R2 |
136-14 |
136-14 |
135-05 |
|
| R1 |
135-20 |
135-20 |
135-00 |
136-01 |
| PP |
134-18 |
134-18 |
134-18 |
134-24 |
| S1 |
133-24 |
133-24 |
134-20 |
134-05 |
| S2 |
132-22 |
132-22 |
134-15 |
|
| S3 |
130-26 |
131-28 |
134-10 |
|
| S4 |
128-30 |
130-00 |
133-25 |
|
|
| 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 |
135-12 |
132-09 |
3-03 |
2.3% |
1-16 |
1.1% |
82% |
True |
False |
320,397 |
| 10 |
135-12 |
131-21 |
3-23 |
2.8% |
1-14 |
1.1% |
85% |
True |
False |
297,285 |
| 20 |
135-12 |
129-05 |
6-07 |
4.6% |
1-14 |
1.1% |
91% |
True |
False |
297,336 |
| 40 |
135-19 |
128-18 |
7-01 |
5.2% |
1-18 |
1.2% |
89% |
False |
False |
229,369 |
| 60 |
135-19 |
124-03 |
11-16 |
8.5% |
1-12 |
1.0% |
93% |
False |
False |
153,103 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-07 |
0.9% |
94% |
False |
False |
114,867 |
| 100 |
135-19 |
119-27 |
15-24 |
11.7% |
1-02 |
0.8% |
95% |
False |
False |
91,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-11 |
|
2.618 |
140-09 |
|
1.618 |
138-13 |
|
1.000 |
137-08 |
|
0.618 |
136-17 |
|
HIGH |
135-12 |
|
0.618 |
134-21 |
|
0.500 |
134-14 |
|
0.382 |
134-07 |
|
LOW |
133-16 |
|
0.618 |
132-11 |
|
1.000 |
131-20 |
|
1.618 |
130-15 |
|
2.618 |
128-19 |
|
4.250 |
125-17 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-21 |
| PP |
134-18 |
134-15 |
| S1 |
134-14 |
134-10 |
|