ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129-17 |
129-06 |
-0-11 |
-0.3% |
128-18 |
| High |
129-23 |
130-23 |
1-00 |
0.8% |
129-27 |
| Low |
129-03 |
129-04 |
0-01 |
0.0% |
127-18 |
| Close |
129-11 |
129-25 |
0-14 |
0.3% |
129-17 |
| Range |
0-20 |
1-19 |
0-31 |
155.0% |
2-09 |
| ATR |
1-06 |
1-07 |
0-01 |
2.5% |
0-00 |
| Volume |
185,156 |
315,530 |
130,374 |
70.4% |
1,371,963 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
133-26 |
130-21 |
|
| R3 |
133-02 |
132-07 |
130-07 |
|
| R2 |
131-15 |
131-15 |
130-02 |
|
| R1 |
130-20 |
130-20 |
129-30 |
131-02 |
| PP |
129-28 |
129-28 |
129-28 |
130-03 |
| S1 |
129-01 |
129-01 |
129-20 |
129-14 |
| S2 |
128-09 |
128-09 |
129-16 |
|
| S3 |
126-22 |
127-14 |
129-11 |
|
| S4 |
125-03 |
125-27 |
128-29 |
|
|
| 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 |
130-23 |
127-24 |
2-31 |
2.3% |
1-06 |
0.9% |
68% |
True |
False |
254,022 |
| 10 |
130-23 |
126-01 |
4-22 |
3.6% |
1-05 |
0.9% |
80% |
True |
False |
271,616 |
| 20 |
130-23 |
125-07 |
5-16 |
4.2% |
1-07 |
0.9% |
83% |
True |
False |
275,153 |
| 40 |
130-23 |
122-15 |
8-08 |
6.4% |
1-06 |
0.9% |
89% |
True |
False |
259,942 |
| 60 |
130-23 |
120-19 |
10-04 |
7.8% |
1-09 |
1.0% |
91% |
True |
False |
243,547 |
| 80 |
130-23 |
115-10 |
15-13 |
11.9% |
1-10 |
1.0% |
94% |
True |
False |
183,479 |
| 100 |
130-23 |
113-06 |
17-17 |
13.5% |
1-06 |
0.9% |
95% |
True |
False |
146,801 |
| 120 |
130-23 |
113-06 |
17-17 |
13.5% |
1-01 |
0.8% |
95% |
True |
False |
122,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-16 |
|
2.618 |
134-29 |
|
1.618 |
133-10 |
|
1.000 |
132-10 |
|
0.618 |
131-23 |
|
HIGH |
130-23 |
|
0.618 |
130-04 |
|
0.500 |
129-30 |
|
0.382 |
129-23 |
|
LOW |
129-04 |
|
0.618 |
128-04 |
|
1.000 |
127-17 |
|
1.618 |
126-17 |
|
2.618 |
124-30 |
|
4.250 |
122-11 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-30 |
129-22 |
| PP |
129-28 |
129-20 |
| S1 |
129-26 |
129-17 |
|