ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128-18 |
129-17 |
0-31 |
0.8% |
128-18 |
| High |
129-27 |
129-23 |
-0-04 |
-0.1% |
129-27 |
| Low |
128-11 |
129-03 |
0-24 |
0.6% |
127-18 |
| Close |
129-17 |
129-11 |
-0-06 |
-0.1% |
129-17 |
| Range |
1-16 |
0-20 |
-0-28 |
-58.3% |
2-09 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.5% |
0-00 |
| Volume |
307,759 |
185,156 |
-122,603 |
-39.8% |
1,371,963 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-30 |
129-22 |
|
| R3 |
130-20 |
130-10 |
129-16 |
|
| R2 |
130-00 |
130-00 |
129-15 |
|
| R1 |
129-22 |
129-22 |
129-13 |
129-17 |
| PP |
129-12 |
129-12 |
129-12 |
129-10 |
| S1 |
129-02 |
129-02 |
129-09 |
128-29 |
| S2 |
128-24 |
128-24 |
129-07 |
|
| S3 |
128-04 |
128-14 |
129-06 |
|
| S4 |
127-16 |
127-26 |
129-00 |
|
|
| 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 |
127-20 |
2-07 |
1.7% |
1-02 |
0.8% |
77% |
False |
False |
236,965 |
| 10 |
129-27 |
126-01 |
3-26 |
2.9% |
1-04 |
0.9% |
87% |
False |
False |
259,115 |
| 20 |
129-27 |
125-07 |
4-20 |
3.6% |
1-06 |
0.9% |
89% |
False |
False |
269,924 |
| 40 |
129-27 |
122-15 |
7-12 |
5.7% |
1-06 |
0.9% |
93% |
False |
False |
258,355 |
| 60 |
129-27 |
120-19 |
9-08 |
7.2% |
1-09 |
1.0% |
95% |
False |
False |
238,437 |
| 80 |
129-27 |
115-10 |
14-17 |
11.2% |
1-09 |
1.0% |
97% |
False |
False |
179,537 |
| 100 |
129-27 |
113-06 |
16-21 |
12.9% |
1-05 |
0.9% |
97% |
False |
False |
143,646 |
| 120 |
129-27 |
113-06 |
16-21 |
12.9% |
1-00 |
0.8% |
97% |
False |
False |
119,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-12 |
|
2.618 |
131-11 |
|
1.618 |
130-23 |
|
1.000 |
130-11 |
|
0.618 |
130-03 |
|
HIGH |
129-23 |
|
0.618 |
129-15 |
|
0.500 |
129-13 |
|
0.382 |
129-11 |
|
LOW |
129-03 |
|
0.618 |
128-23 |
|
1.000 |
128-15 |
|
1.618 |
128-03 |
|
2.618 |
127-15 |
|
4.250 |
126-14 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-13 |
129-05 |
| PP |
129-12 |
128-31 |
| S1 |
129-12 |
128-26 |
|