ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
133-30 |
133-01 |
-0-29 |
-0.7% |
129-17 |
| High |
133-30 |
134-07 |
0-09 |
0.2% |
132-06 |
| Low |
132-25 |
132-29 |
0-04 |
0.1% |
129-03 |
| Close |
132-29 |
133-11 |
0-14 |
0.3% |
132-00 |
| Range |
1-05 |
1-10 |
0-05 |
13.5% |
3-03 |
| ATR |
1-08 |
1-08 |
0-00 |
0.3% |
0-00 |
| Volume |
275,276 |
279,654 |
4,378 |
1.6% |
1,374,304 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-14 |
136-22 |
134-02 |
|
| R3 |
136-04 |
135-12 |
133-23 |
|
| R2 |
134-26 |
134-26 |
133-19 |
|
| R1 |
134-02 |
134-02 |
133-15 |
134-14 |
| PP |
133-16 |
133-16 |
133-16 |
133-22 |
| S1 |
132-24 |
132-24 |
133-07 |
133-04 |
| S2 |
132-06 |
132-06 |
133-03 |
|
| S3 |
130-28 |
131-14 |
132-31 |
|
| S4 |
129-18 |
130-04 |
132-20 |
|
|
| 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 |
134-07 |
130-29 |
3-10 |
2.5% |
1-10 |
1.0% |
74% |
True |
False |
286,724 |
| 10 |
134-07 |
127-24 |
6-15 |
4.9% |
1-09 |
1.0% |
86% |
True |
False |
279,861 |
| 20 |
134-07 |
126-01 |
8-06 |
6.1% |
1-07 |
0.9% |
89% |
True |
False |
275,158 |
| 40 |
134-07 |
124-12 |
9-27 |
7.4% |
1-06 |
0.9% |
91% |
True |
False |
269,630 |
| 60 |
134-07 |
121-06 |
13-01 |
9.8% |
1-08 |
0.9% |
93% |
True |
False |
268,094 |
| 80 |
134-07 |
116-15 |
17-24 |
13.3% |
1-11 |
1.0% |
95% |
True |
False |
205,310 |
| 100 |
134-07 |
113-06 |
21-01 |
15.8% |
1-07 |
0.9% |
96% |
True |
False |
164,289 |
| 120 |
134-07 |
113-06 |
21-01 |
15.8% |
1-02 |
0.8% |
96% |
True |
False |
136,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
137-21 |
|
1.618 |
136-11 |
|
1.000 |
135-17 |
|
0.618 |
135-01 |
|
HIGH |
134-07 |
|
0.618 |
133-23 |
|
0.500 |
133-18 |
|
0.382 |
133-13 |
|
LOW |
132-29 |
|
0.618 |
132-03 |
|
1.000 |
131-19 |
|
1.618 |
130-25 |
|
2.618 |
129-15 |
|
4.250 |
127-10 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-18 |
133-08 |
| PP |
133-16 |
133-06 |
| S1 |
133-13 |
133-03 |
|