ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128-12 |
127-27 |
-0-17 |
-0.4% |
127-07 |
| High |
128-27 |
128-27 |
0-00 |
0.0% |
128-24 |
| Low |
127-24 |
127-24 |
0-00 |
0.0% |
126-01 |
| Close |
127-29 |
128-12 |
0-15 |
0.4% |
128-23 |
| Range |
1-03 |
1-03 |
0-00 |
0.0% |
2-23 |
| ATR |
1-07 |
1-06 |
0-00 |
-0.7% |
0-00 |
| Volume |
220,450 |
241,218 |
20,768 |
9.4% |
1,304,480 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
131-03 |
128-31 |
|
| R3 |
130-16 |
130-00 |
128-22 |
|
| R2 |
129-13 |
129-13 |
128-18 |
|
| R1 |
128-29 |
128-29 |
128-15 |
129-05 |
| PP |
128-10 |
128-10 |
128-10 |
128-14 |
| S1 |
127-26 |
127-26 |
128-09 |
128-02 |
| S2 |
127-07 |
127-07 |
128-06 |
|
| S3 |
126-04 |
126-23 |
128-02 |
|
| S4 |
125-01 |
125-20 |
127-25 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
135-02 |
130-07 |
|
| R3 |
133-09 |
132-11 |
129-15 |
|
| R2 |
130-18 |
130-18 |
129-07 |
|
| R1 |
129-20 |
129-20 |
128-31 |
130-03 |
| PP |
127-27 |
127-27 |
127-27 |
128-02 |
| S1 |
126-29 |
126-29 |
128-15 |
127-12 |
| S2 |
125-04 |
125-04 |
128-07 |
|
| S3 |
122-13 |
124-06 |
127-31 |
|
| S4 |
119-22 |
121-15 |
127-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-27 |
126-30 |
1-29 |
1.5% |
1-07 |
0.9% |
75% |
True |
False |
275,076 |
| 10 |
128-27 |
126-01 |
2-26 |
2.2% |
1-04 |
0.9% |
83% |
True |
False |
260,398 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-06 |
0.9% |
75% |
False |
False |
266,039 |
| 40 |
129-14 |
122-15 |
6-31 |
5.4% |
1-07 |
0.9% |
85% |
False |
False |
260,135 |
| 60 |
129-14 |
119-04 |
10-10 |
8.0% |
1-10 |
1.0% |
90% |
False |
False |
230,459 |
| 80 |
129-14 |
114-15 |
14-31 |
11.7% |
1-09 |
1.0% |
93% |
False |
False |
173,384 |
| 100 |
129-14 |
113-06 |
16-08 |
12.7% |
1-05 |
0.9% |
93% |
False |
False |
138,717 |
| 120 |
129-14 |
113-06 |
16-08 |
12.7% |
1-00 |
0.8% |
93% |
False |
False |
115,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-16 |
|
2.618 |
131-23 |
|
1.618 |
130-20 |
|
1.000 |
129-30 |
|
0.618 |
129-17 |
|
HIGH |
128-27 |
|
0.618 |
128-14 |
|
0.500 |
128-10 |
|
0.382 |
128-05 |
|
LOW |
127-24 |
|
0.618 |
127-02 |
|
1.000 |
126-21 |
|
1.618 |
125-31 |
|
2.618 |
124-28 |
|
4.250 |
123-03 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-11 |
128-10 |
| PP |
128-10 |
128-09 |
| S1 |
128-10 |
128-08 |
|