ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
131-03 |
132-02 |
0-31 |
0.7% |
129-17 |
| High |
132-06 |
134-01 |
1-27 |
1.4% |
132-06 |
| Low |
130-31 |
131-31 |
1-00 |
0.8% |
129-03 |
| Close |
132-00 |
133-28 |
1-28 |
1.4% |
132-00 |
| Range |
1-07 |
2-02 |
0-27 |
69.2% |
3-03 |
| ATR |
1-07 |
1-09 |
0-02 |
5.1% |
0-00 |
| Volume |
230,796 |
320,403 |
89,607 |
38.8% |
1,374,304 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-24 |
135-00 |
|
| R3 |
137-13 |
136-22 |
134-14 |
|
| R2 |
135-11 |
135-11 |
134-08 |
|
| R1 |
134-20 |
134-20 |
134-02 |
135-00 |
| PP |
133-09 |
133-09 |
133-09 |
133-15 |
| S1 |
132-18 |
132-18 |
133-22 |
132-30 |
| S2 |
131-07 |
131-07 |
133-16 |
|
| S3 |
129-05 |
130-16 |
133-10 |
|
| S4 |
127-03 |
128-14 |
132-24 |
|
|
| 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 |
134-01 |
129-04 |
4-29 |
3.7% |
1-14 |
1.1% |
97% |
True |
False |
301,910 |
| 10 |
134-01 |
127-20 |
6-13 |
4.8% |
1-08 |
0.9% |
98% |
True |
False |
269,437 |
| 20 |
134-01 |
126-01 |
8-00 |
6.0% |
1-07 |
0.9% |
98% |
True |
False |
271,803 |
| 40 |
134-01 |
122-21 |
11-12 |
8.5% |
1-06 |
0.9% |
99% |
True |
False |
266,175 |
| 60 |
134-01 |
121-06 |
12-27 |
9.6% |
1-09 |
0.9% |
99% |
True |
False |
262,018 |
| 80 |
134-01 |
115-25 |
18-08 |
13.6% |
1-11 |
1.0% |
99% |
True |
False |
198,381 |
| 100 |
134-01 |
113-06 |
20-27 |
15.6% |
1-07 |
0.9% |
99% |
True |
False |
158,740 |
| 120 |
134-01 |
113-06 |
20-27 |
15.6% |
1-02 |
0.8% |
99% |
True |
False |
132,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-26 |
|
2.618 |
139-14 |
|
1.618 |
137-12 |
|
1.000 |
136-03 |
|
0.618 |
135-10 |
|
HIGH |
134-01 |
|
0.618 |
133-08 |
|
0.500 |
133-00 |
|
0.382 |
132-24 |
|
LOW |
131-31 |
|
0.618 |
130-22 |
|
1.000 |
129-29 |
|
1.618 |
128-20 |
|
2.618 |
126-18 |
|
4.250 |
123-06 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
133-13 |
| PP |
133-09 |
132-30 |
| S1 |
133-00 |
132-15 |
|