ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
132-02 |
133-30 |
1-28 |
1.4% |
129-17 |
| High |
134-01 |
133-30 |
-0-03 |
-0.1% |
132-06 |
| Low |
131-31 |
132-25 |
0-26 |
0.6% |
129-03 |
| Close |
133-28 |
132-29 |
-0-31 |
-0.7% |
132-00 |
| Range |
2-02 |
1-05 |
-0-29 |
-43.9% |
3-03 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.6% |
0-00 |
| Volume |
320,403 |
275,276 |
-45,127 |
-14.1% |
1,374,304 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-22 |
135-30 |
133-17 |
|
| R3 |
135-17 |
134-25 |
133-07 |
|
| R2 |
134-12 |
134-12 |
133-04 |
|
| R1 |
133-20 |
133-20 |
133-00 |
133-14 |
| PP |
133-07 |
133-07 |
133-07 |
133-03 |
| S1 |
132-15 |
132-15 |
132-26 |
132-08 |
| S2 |
132-02 |
132-02 |
132-22 |
|
| S3 |
130-29 |
131-10 |
132-19 |
|
| S4 |
129-24 |
130-05 |
132-09 |
|
|
| 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 |
129-29 |
4-04 |
3.1% |
1-11 |
1.0% |
73% |
False |
False |
293,859 |
| 10 |
134-01 |
127-24 |
6-09 |
4.7% |
1-08 |
1.0% |
82% |
False |
False |
273,941 |
| 20 |
134-01 |
126-01 |
8-00 |
6.0% |
1-07 |
0.9% |
86% |
False |
False |
274,457 |
| 40 |
134-01 |
123-09 |
10-24 |
8.1% |
1-06 |
0.9% |
90% |
False |
False |
269,309 |
| 60 |
134-01 |
121-06 |
12-27 |
9.7% |
1-09 |
1.0% |
91% |
False |
False |
265,973 |
| 80 |
134-01 |
115-26 |
18-07 |
13.7% |
1-11 |
1.0% |
94% |
False |
False |
201,822 |
| 100 |
134-01 |
113-06 |
20-27 |
15.7% |
1-07 |
0.9% |
95% |
False |
False |
161,493 |
| 120 |
134-01 |
113-06 |
20-27 |
15.7% |
1-02 |
0.8% |
95% |
False |
False |
134,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-27 |
|
2.618 |
136-31 |
|
1.618 |
135-26 |
|
1.000 |
135-03 |
|
0.618 |
134-21 |
|
HIGH |
133-30 |
|
0.618 |
133-16 |
|
0.500 |
133-12 |
|
0.382 |
133-07 |
|
LOW |
132-25 |
|
0.618 |
132-02 |
|
1.000 |
131-20 |
|
1.618 |
130-29 |
|
2.618 |
129-24 |
|
4.250 |
127-28 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
132-25 |
| PP |
133-07 |
132-20 |
| S1 |
133-02 |
132-16 |
|