ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129-29 |
131-13 |
1-16 |
1.2% |
128-18 |
| High |
131-14 |
131-22 |
0-08 |
0.2% |
129-27 |
| Low |
129-29 |
130-29 |
1-00 |
0.8% |
127-18 |
| Close |
131-12 |
131-07 |
-0-05 |
-0.1% |
129-17 |
| Range |
1-17 |
0-25 |
-0-24 |
-49.0% |
2-09 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.6% |
0-00 |
| Volume |
315,331 |
327,491 |
12,160 |
3.9% |
1,371,963 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-20 |
133-06 |
131-21 |
|
| R3 |
132-27 |
132-13 |
131-14 |
|
| R2 |
132-02 |
132-02 |
131-12 |
|
| R1 |
131-20 |
131-20 |
131-09 |
131-14 |
| PP |
131-09 |
131-09 |
131-09 |
131-06 |
| S1 |
130-27 |
130-27 |
131-05 |
130-22 |
| S2 |
130-16 |
130-16 |
131-02 |
|
| S3 |
129-23 |
130-02 |
131-00 |
|
| S4 |
128-30 |
129-09 |
130-25 |
|
|
| 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 |
131-22 |
128-11 |
3-11 |
2.5% |
1-07 |
0.9% |
86% |
True |
False |
290,253 |
| 10 |
131-22 |
126-30 |
4-24 |
3.6% |
1-07 |
0.9% |
90% |
True |
False |
282,664 |
| 20 |
131-22 |
126-01 |
5-21 |
4.3% |
1-05 |
0.9% |
92% |
True |
False |
277,448 |
| 40 |
131-22 |
122-21 |
9-01 |
6.9% |
1-06 |
0.9% |
95% |
True |
False |
265,259 |
| 60 |
131-22 |
121-06 |
10-16 |
8.0% |
1-09 |
1.0% |
96% |
True |
False |
253,910 |
| 80 |
131-22 |
115-24 |
15-30 |
12.1% |
1-10 |
1.0% |
97% |
True |
False |
191,502 |
| 100 |
131-22 |
113-06 |
18-16 |
14.1% |
1-06 |
0.9% |
97% |
True |
False |
153,229 |
| 120 |
131-22 |
113-06 |
18-16 |
14.1% |
1-01 |
0.8% |
97% |
True |
False |
127,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-00 |
|
2.618 |
133-23 |
|
1.618 |
132-30 |
|
1.000 |
132-15 |
|
0.618 |
132-05 |
|
HIGH |
131-22 |
|
0.618 |
131-12 |
|
0.500 |
131-10 |
|
0.382 |
131-07 |
|
LOW |
130-29 |
|
0.618 |
130-14 |
|
1.000 |
130-04 |
|
1.618 |
129-21 |
|
2.618 |
128-28 |
|
4.250 |
127-19 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
130-30 |
| PP |
131-09 |
130-22 |
| S1 |
131-08 |
130-13 |
|