ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
131-13 |
131-03 |
-0-10 |
-0.2% |
129-17 |
| High |
131-22 |
132-06 |
0-16 |
0.4% |
132-06 |
| Low |
130-29 |
130-31 |
0-02 |
0.0% |
129-03 |
| Close |
131-07 |
132-00 |
0-25 |
0.6% |
132-00 |
| Range |
0-25 |
1-07 |
0-14 |
56.0% |
3-03 |
| ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
| Volume |
327,491 |
230,796 |
-96,695 |
-29.5% |
1,374,304 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
134-29 |
132-21 |
|
| R3 |
134-05 |
133-22 |
132-11 |
|
| R2 |
132-30 |
132-30 |
132-07 |
|
| R1 |
132-15 |
132-15 |
132-04 |
132-22 |
| PP |
131-23 |
131-23 |
131-23 |
131-27 |
| S1 |
131-08 |
131-08 |
131-28 |
131-16 |
| S2 |
130-16 |
130-16 |
131-25 |
|
| S3 |
129-09 |
130-01 |
131-21 |
|
| S4 |
128-02 |
128-26 |
131-11 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
139-09 |
133-22 |
|
| R3 |
137-09 |
136-06 |
132-27 |
|
| R2 |
134-06 |
134-06 |
132-18 |
|
| R1 |
133-03 |
133-03 |
132-09 |
133-20 |
| PP |
131-03 |
131-03 |
131-03 |
131-12 |
| S1 |
130-00 |
130-00 |
131-23 |
130-18 |
| S2 |
128-00 |
128-00 |
131-14 |
|
| S3 |
124-29 |
126-29 |
131-05 |
|
| S4 |
121-26 |
123-26 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-06 |
129-03 |
3-03 |
2.3% |
1-05 |
0.9% |
94% |
True |
False |
274,860 |
| 10 |
132-06 |
127-18 |
4-20 |
3.5% |
1-05 |
0.9% |
96% |
True |
False |
274,626 |
| 20 |
132-06 |
126-01 |
6-05 |
4.7% |
1-05 |
0.9% |
97% |
True |
False |
271,002 |
| 40 |
132-06 |
122-21 |
9-17 |
7.2% |
1-05 |
0.9% |
98% |
True |
False |
265,068 |
| 60 |
132-06 |
121-06 |
11-00 |
8.3% |
1-08 |
1.0% |
98% |
True |
False |
257,309 |
| 80 |
132-06 |
115-24 |
16-14 |
12.5% |
1-11 |
1.0% |
99% |
True |
False |
194,381 |
| 100 |
132-06 |
113-06 |
19-00 |
14.4% |
1-06 |
0.9% |
99% |
True |
False |
155,536 |
| 120 |
132-06 |
113-06 |
19-00 |
14.4% |
1-01 |
0.8% |
99% |
True |
False |
129,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-12 |
|
2.618 |
135-12 |
|
1.618 |
134-05 |
|
1.000 |
133-13 |
|
0.618 |
132-30 |
|
HIGH |
132-06 |
|
0.618 |
131-23 |
|
0.500 |
131-18 |
|
0.382 |
131-14 |
|
LOW |
130-31 |
|
0.618 |
130-07 |
|
1.000 |
129-24 |
|
1.618 |
129-00 |
|
2.618 |
127-25 |
|
4.250 |
125-25 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-28 |
131-22 |
| PP |
131-23 |
131-12 |
| S1 |
131-18 |
131-02 |
|