ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
134-25 |
134-17 |
-0-08 |
-0.2% |
133-17 |
| High |
135-00 |
135-08 |
0-08 |
0.2% |
135-12 |
| Low |
134-08 |
133-29 |
-0-11 |
-0.3% |
133-08 |
| Close |
134-14 |
134-10 |
-0-04 |
-0.1% |
134-10 |
| Range |
0-24 |
1-11 |
0-19 |
79.2% |
2-04 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.5% |
0-00 |
| Volume |
277,713 |
313,139 |
35,426 |
12.8% |
1,490,187 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-17 |
137-24 |
135-02 |
|
| R3 |
137-06 |
136-13 |
134-22 |
|
| R2 |
135-27 |
135-27 |
134-18 |
|
| R1 |
135-02 |
135-02 |
134-14 |
134-25 |
| PP |
134-16 |
134-16 |
134-16 |
134-11 |
| S1 |
133-23 |
133-23 |
134-06 |
133-14 |
| S2 |
133-05 |
133-05 |
134-02 |
|
| S3 |
131-26 |
132-12 |
133-30 |
|
| S4 |
130-15 |
131-01 |
133-18 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-22 |
139-20 |
135-15 |
|
| R3 |
138-18 |
137-16 |
134-29 |
|
| R2 |
136-14 |
136-14 |
134-22 |
|
| R1 |
135-12 |
135-12 |
134-16 |
135-29 |
| PP |
134-10 |
134-10 |
134-10 |
134-18 |
| S1 |
133-08 |
133-08 |
134-04 |
133-25 |
| S2 |
132-06 |
132-06 |
133-30 |
|
| S3 |
130-02 |
131-04 |
133-23 |
|
| S4 |
127-30 |
129-00 |
133-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-12 |
133-08 |
2-04 |
1.6% |
1-07 |
0.9% |
50% |
False |
False |
298,037 |
| 10 |
135-12 |
131-21 |
3-23 |
2.8% |
1-12 |
1.0% |
71% |
False |
False |
297,574 |
| 20 |
135-12 |
129-05 |
6-07 |
4.6% |
1-13 |
1.0% |
83% |
False |
False |
296,185 |
| 40 |
135-19 |
129-05 |
6-14 |
4.8% |
1-18 |
1.2% |
80% |
False |
False |
243,965 |
| 60 |
135-19 |
124-22 |
10-29 |
8.1% |
1-12 |
1.0% |
88% |
False |
False |
162,946 |
| 80 |
135-19 |
121-16 |
14-03 |
10.5% |
1-08 |
0.9% |
91% |
False |
False |
122,250 |
| 100 |
135-19 |
120-04 |
15-15 |
11.5% |
1-03 |
0.8% |
92% |
False |
False |
97,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-31 |
|
2.618 |
138-25 |
|
1.618 |
137-14 |
|
1.000 |
136-19 |
|
0.618 |
136-03 |
|
HIGH |
135-08 |
|
0.618 |
134-24 |
|
0.500 |
134-18 |
|
0.382 |
134-13 |
|
LOW |
133-29 |
|
0.618 |
133-02 |
|
1.000 |
132-18 |
|
1.618 |
131-23 |
|
2.618 |
130-12 |
|
4.250 |
128-06 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-18 |
134-14 |
| PP |
134-16 |
134-13 |
| S1 |
134-13 |
134-11 |
|