ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
133-13 |
132-08 |
-1-05 |
-0.9% |
134-12 |
| High |
133-27 |
132-27 |
-1-00 |
-0.7% |
134-30 |
| Low |
132-06 |
130-25 |
-1-13 |
-1.1% |
130-25 |
| Close |
132-14 |
131-01 |
-1-13 |
-1.1% |
131-01 |
| Range |
1-21 |
2-02 |
0-13 |
24.5% |
4-05 |
| ATR |
1-12 |
1-14 |
0-02 |
3.5% |
0-00 |
| Volume |
437,974 |
505,220 |
67,246 |
15.4% |
1,590,185 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
136-14 |
132-05 |
|
| R3 |
135-22 |
134-12 |
131-19 |
|
| R2 |
133-20 |
133-20 |
131-13 |
|
| R1 |
132-10 |
132-10 |
131-07 |
131-30 |
| PP |
131-18 |
131-18 |
131-18 |
131-12 |
| S1 |
130-08 |
130-08 |
130-27 |
129-28 |
| S2 |
129-16 |
129-16 |
130-21 |
|
| S3 |
127-14 |
128-06 |
130-15 |
|
| S4 |
125-12 |
126-04 |
129-29 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-23 |
142-01 |
133-10 |
|
| R3 |
140-18 |
137-28 |
132-06 |
|
| R2 |
136-13 |
136-13 |
131-25 |
|
| R1 |
133-23 |
133-23 |
131-13 |
133-00 |
| PP |
132-08 |
132-08 |
132-08 |
131-28 |
| S1 |
129-18 |
129-18 |
130-21 |
128-26 |
| S2 |
128-03 |
128-03 |
130-09 |
|
| S3 |
123-30 |
125-13 |
129-28 |
|
| S4 |
119-25 |
121-08 |
128-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-30 |
130-25 |
4-05 |
3.2% |
1-12 |
1.0% |
6% |
False |
True |
318,037 |
| 10 |
135-12 |
130-25 |
4-19 |
3.5% |
1-10 |
1.0% |
5% |
False |
True |
308,037 |
| 20 |
135-12 |
129-31 |
5-13 |
4.1% |
1-12 |
1.0% |
20% |
False |
False |
301,905 |
| 40 |
135-19 |
129-05 |
6-14 |
4.9% |
1-18 |
1.2% |
29% |
False |
False |
282,691 |
| 60 |
135-19 |
124-22 |
10-29 |
8.3% |
1-13 |
1.1% |
58% |
False |
False |
189,407 |
| 80 |
135-19 |
123-14 |
12-05 |
9.3% |
1-09 |
1.0% |
62% |
False |
False |
142,124 |
| 100 |
135-19 |
120-04 |
15-15 |
11.8% |
1-05 |
0.9% |
71% |
False |
False |
113,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-20 |
|
2.618 |
138-08 |
|
1.618 |
136-06 |
|
1.000 |
134-29 |
|
0.618 |
134-04 |
|
HIGH |
132-27 |
|
0.618 |
132-02 |
|
0.500 |
131-26 |
|
0.382 |
131-18 |
|
LOW |
130-25 |
|
0.618 |
129-16 |
|
1.000 |
128-23 |
|
1.618 |
127-14 |
|
2.618 |
125-12 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-26 |
132-10 |
| PP |
131-18 |
131-28 |
| S1 |
131-09 |
131-15 |
|