ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
134-12 |
133-31 |
-0-13 |
-0.3% |
132-02 |
| High |
135-07 |
134-11 |
-0-28 |
-0.6% |
135-07 |
| Low |
133-29 |
133-22 |
-0-07 |
-0.2% |
131-31 |
| Close |
134-00 |
134-04 |
0-04 |
0.1% |
134-00 |
| Range |
1-10 |
0-21 |
-0-21 |
-50.0% |
3-08 |
| ATR |
1-10 |
1-09 |
-0-02 |
-3.6% |
0-00 |
| Volume |
257,954 |
244,193 |
-13,761 |
-5.3% |
1,520,719 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-01 |
135-23 |
134-16 |
|
| R3 |
135-12 |
135-02 |
134-10 |
|
| R2 |
134-23 |
134-23 |
134-08 |
|
| R1 |
134-13 |
134-13 |
134-06 |
134-18 |
| PP |
134-02 |
134-02 |
134-02 |
134-04 |
| S1 |
133-24 |
133-24 |
134-02 |
133-29 |
| S2 |
133-13 |
133-13 |
134-00 |
|
| S3 |
132-24 |
133-03 |
133-30 |
|
| S4 |
132-03 |
132-14 |
133-24 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-00 |
135-25 |
|
| R3 |
140-07 |
138-24 |
134-29 |
|
| R2 |
136-31 |
136-31 |
134-19 |
|
| R1 |
135-16 |
135-16 |
134-10 |
136-08 |
| PP |
133-23 |
133-23 |
133-23 |
134-03 |
| S1 |
132-08 |
132-08 |
133-22 |
133-00 |
| S2 |
130-15 |
130-15 |
133-13 |
|
| S3 |
127-07 |
129-00 |
133-03 |
|
| S4 |
123-31 |
125-24 |
132-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-07 |
132-25 |
2-14 |
1.8% |
1-09 |
1.0% |
55% |
False |
False |
288,901 |
| 10 |
135-07 |
129-04 |
6-03 |
4.5% |
1-12 |
1.0% |
82% |
False |
False |
295,406 |
| 20 |
135-07 |
126-01 |
9-06 |
6.8% |
1-08 |
0.9% |
88% |
False |
False |
277,260 |
| 40 |
135-07 |
125-07 |
10-00 |
7.5% |
1-06 |
0.9% |
89% |
False |
False |
273,092 |
| 60 |
135-07 |
121-06 |
14-01 |
10.5% |
1-08 |
0.9% |
92% |
False |
False |
267,519 |
| 80 |
135-07 |
117-18 |
17-21 |
13.2% |
1-12 |
1.0% |
94% |
False |
False |
216,385 |
| 100 |
135-07 |
113-06 |
22-01 |
16.4% |
1-08 |
0.9% |
95% |
False |
False |
173,183 |
| 120 |
135-07 |
113-06 |
22-01 |
16.4% |
1-03 |
0.8% |
95% |
False |
False |
144,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
136-02 |
|
1.618 |
135-13 |
|
1.000 |
135-00 |
|
0.618 |
134-24 |
|
HIGH |
134-11 |
|
0.618 |
134-03 |
|
0.500 |
134-00 |
|
0.382 |
133-30 |
|
LOW |
133-22 |
|
0.618 |
133-09 |
|
1.000 |
133-01 |
|
1.618 |
132-20 |
|
2.618 |
131-31 |
|
4.250 |
130-29 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-03 |
134-04 |
| PP |
134-02 |
134-03 |
| S1 |
134-00 |
134-03 |
|