ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129-06 |
129-29 |
0-23 |
0.6% |
128-18 |
| High |
130-23 |
131-14 |
0-23 |
0.5% |
129-27 |
| Low |
129-04 |
129-29 |
0-25 |
0.6% |
127-18 |
| Close |
129-25 |
131-12 |
1-19 |
1.2% |
129-17 |
| Range |
1-19 |
1-17 |
-0-02 |
-3.9% |
2-09 |
| ATR |
1-07 |
1-08 |
0-01 |
2.7% |
0-00 |
| Volume |
315,530 |
315,331 |
-199 |
-0.1% |
1,371,963 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
134-31 |
132-07 |
|
| R3 |
133-31 |
133-14 |
131-25 |
|
| R2 |
132-14 |
132-14 |
131-21 |
|
| R1 |
131-29 |
131-29 |
131-16 |
132-06 |
| PP |
130-29 |
130-29 |
130-29 |
131-01 |
| S1 |
130-12 |
130-12 |
131-08 |
130-20 |
| S2 |
129-12 |
129-12 |
131-03 |
|
| S3 |
127-27 |
128-27 |
130-31 |
|
| S4 |
126-10 |
127-10 |
130-17 |
|
|
| 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 |
131-14 |
127-24 |
3-22 |
2.8% |
1-09 |
1.0% |
98% |
True |
False |
272,998 |
| 10 |
131-14 |
126-07 |
5-07 |
4.0% |
1-07 |
0.9% |
99% |
True |
False |
278,915 |
| 20 |
131-14 |
126-01 |
5-13 |
4.1% |
1-07 |
0.9% |
99% |
True |
False |
278,980 |
| 40 |
131-14 |
122-21 |
8-25 |
6.7% |
1-06 |
0.9% |
99% |
True |
False |
262,814 |
| 60 |
131-14 |
121-06 |
10-08 |
7.8% |
1-09 |
1.0% |
99% |
True |
False |
248,635 |
| 80 |
131-14 |
115-19 |
15-27 |
12.1% |
1-10 |
1.0% |
100% |
True |
False |
187,411 |
| 100 |
131-14 |
113-06 |
18-08 |
13.9% |
1-06 |
0.9% |
100% |
True |
False |
149,955 |
| 120 |
131-14 |
113-06 |
18-08 |
13.9% |
1-01 |
0.8% |
100% |
True |
False |
124,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-30 |
|
2.618 |
135-14 |
|
1.618 |
133-29 |
|
1.000 |
132-31 |
|
0.618 |
132-12 |
|
HIGH |
131-14 |
|
0.618 |
130-27 |
|
0.500 |
130-22 |
|
0.382 |
130-16 |
|
LOW |
129-29 |
|
0.618 |
128-31 |
|
1.000 |
128-12 |
|
1.618 |
127-14 |
|
2.618 |
125-29 |
|
4.250 |
123-13 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-04 |
131-00 |
| PP |
130-29 |
130-20 |
| S1 |
130-22 |
130-08 |
|