ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127-27 |
128-18 |
0-23 |
0.6% |
128-18 |
| High |
128-27 |
129-27 |
1-00 |
0.8% |
129-27 |
| Low |
127-24 |
128-11 |
0-19 |
0.5% |
127-18 |
| Close |
128-12 |
129-17 |
1-05 |
0.9% |
129-17 |
| Range |
1-03 |
1-16 |
0-13 |
37.1% |
2-09 |
| ATR |
1-06 |
1-07 |
0-01 |
1.8% |
0-00 |
| Volume |
241,218 |
307,759 |
66,541 |
27.6% |
1,371,963 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
133-04 |
130-11 |
|
| R3 |
132-08 |
131-20 |
129-30 |
|
| R2 |
130-24 |
130-24 |
129-26 |
|
| R1 |
130-04 |
130-04 |
129-21 |
130-14 |
| PP |
129-08 |
129-08 |
129-08 |
129-12 |
| S1 |
128-20 |
128-20 |
129-13 |
128-30 |
| S2 |
127-24 |
127-24 |
129-08 |
|
| S3 |
126-08 |
127-04 |
129-04 |
|
| S4 |
124-24 |
125-20 |
128-23 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-26 |
134-31 |
130-25 |
|
| R3 |
133-17 |
132-22 |
130-05 |
|
| R2 |
131-08 |
131-08 |
129-30 |
|
| R1 |
130-13 |
130-13 |
129-24 |
130-26 |
| PP |
128-31 |
128-31 |
128-31 |
129-06 |
| S1 |
128-04 |
128-04 |
129-10 |
128-18 |
| S2 |
126-22 |
126-22 |
129-04 |
|
| S3 |
124-13 |
125-27 |
128-29 |
|
| S4 |
122-04 |
123-18 |
128-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-27 |
127-18 |
2-09 |
1.8% |
1-05 |
0.9% |
86% |
True |
False |
274,392 |
| 10 |
129-27 |
126-01 |
3-26 |
2.9% |
1-05 |
0.9% |
92% |
True |
False |
267,644 |
| 20 |
129-27 |
125-07 |
4-20 |
3.6% |
1-07 |
0.9% |
93% |
True |
False |
269,170 |
| 40 |
129-27 |
122-15 |
7-12 |
5.7% |
1-07 |
0.9% |
96% |
True |
False |
261,472 |
| 60 |
129-27 |
120-07 |
9-20 |
7.4% |
1-10 |
1.0% |
97% |
True |
False |
235,521 |
| 80 |
129-27 |
115-05 |
14-22 |
11.3% |
1-10 |
1.0% |
98% |
True |
False |
177,227 |
| 100 |
129-27 |
113-06 |
16-21 |
12.9% |
1-05 |
0.9% |
98% |
True |
False |
141,795 |
| 120 |
129-27 |
113-06 |
16-21 |
12.9% |
1-00 |
0.8% |
98% |
True |
False |
118,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-07 |
|
2.618 |
133-25 |
|
1.618 |
132-09 |
|
1.000 |
131-11 |
|
0.618 |
130-25 |
|
HIGH |
129-27 |
|
0.618 |
129-09 |
|
0.500 |
129-03 |
|
0.382 |
128-29 |
|
LOW |
128-11 |
|
0.618 |
127-13 |
|
1.000 |
126-27 |
|
1.618 |
125-29 |
|
2.618 |
124-13 |
|
4.250 |
121-31 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-12 |
129-09 |
| PP |
129-08 |
129-01 |
| S1 |
129-03 |
128-26 |
|