ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-19 |
134-25 |
1-06 |
0.9% |
131-22 |
| High |
135-12 |
135-00 |
-0-12 |
-0.3% |
134-12 |
| Low |
133-16 |
134-08 |
0-24 |
0.6% |
131-21 |
| Close |
134-26 |
134-14 |
-0-12 |
-0.3% |
133-12 |
| Range |
1-28 |
0-24 |
-1-04 |
-60.0% |
2-23 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.6% |
0-00 |
| Volume |
358,987 |
277,713 |
-81,274 |
-22.6% |
1,485,553 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
136-12 |
134-27 |
|
| R3 |
136-02 |
135-20 |
134-21 |
|
| R2 |
135-10 |
135-10 |
134-18 |
|
| R1 |
134-28 |
134-28 |
134-16 |
134-23 |
| PP |
134-18 |
134-18 |
134-18 |
134-16 |
| S1 |
134-04 |
134-04 |
134-12 |
133-31 |
| S2 |
133-26 |
133-26 |
134-10 |
|
| S3 |
133-02 |
133-12 |
134-07 |
|
| S4 |
132-10 |
132-20 |
134-01 |
|
|
| 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 |
132-19 |
2-25 |
2.1% |
1-08 |
0.9% |
66% |
False |
False |
296,849 |
| 10 |
135-12 |
131-21 |
3-23 |
2.8% |
1-12 |
1.0% |
75% |
False |
False |
295,034 |
| 20 |
135-12 |
129-05 |
6-07 |
4.6% |
1-12 |
1.0% |
85% |
False |
False |
293,773 |
| 40 |
135-19 |
129-05 |
6-14 |
4.8% |
1-18 |
1.2% |
82% |
False |
False |
236,207 |
| 60 |
135-19 |
124-22 |
10-29 |
8.1% |
1-12 |
1.0% |
89% |
False |
False |
157,731 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-08 |
0.9% |
92% |
False |
False |
118,338 |
| 100 |
135-19 |
120-04 |
15-15 |
11.5% |
1-03 |
0.8% |
93% |
False |
False |
94,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
136-31 |
|
1.618 |
136-07 |
|
1.000 |
135-24 |
|
0.618 |
135-15 |
|
HIGH |
135-00 |
|
0.618 |
134-23 |
|
0.500 |
134-20 |
|
0.382 |
134-17 |
|
LOW |
134-08 |
|
0.618 |
133-25 |
|
1.000 |
133-16 |
|
1.618 |
133-01 |
|
2.618 |
132-09 |
|
4.250 |
131-02 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-20 |
134-13 |
| PP |
134-18 |
134-11 |
| S1 |
134-16 |
134-10 |
|