ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
135-08 |
136-08 |
1-00 |
0.7% |
133-31 |
| High |
136-09 |
136-14 |
0-05 |
0.1% |
136-31 |
| Low |
135-04 |
133-17 |
-1-19 |
-1.2% |
133-17 |
| Close |
136-00 |
133-22 |
-2-10 |
-1.7% |
133-22 |
| Range |
1-05 |
2-29 |
1-24 |
151.4% |
3-14 |
| ATR |
1-11 |
1-15 |
0-04 |
8.3% |
0-00 |
| Volume |
490,210 |
552,024 |
61,814 |
12.6% |
2,346,282 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-09 |
141-12 |
135-09 |
|
| R3 |
140-12 |
138-15 |
134-16 |
|
| R2 |
137-15 |
137-15 |
134-07 |
|
| R1 |
135-18 |
135-18 |
133-31 |
135-02 |
| PP |
134-18 |
134-18 |
134-18 |
134-10 |
| S1 |
132-21 |
132-21 |
133-13 |
132-05 |
| S2 |
131-21 |
131-21 |
133-05 |
|
| S3 |
128-24 |
129-24 |
132-28 |
|
| S4 |
125-27 |
126-27 |
132-03 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-01 |
142-26 |
135-18 |
|
| R3 |
141-19 |
139-12 |
134-20 |
|
| R2 |
138-05 |
138-05 |
134-10 |
|
| R1 |
135-30 |
135-30 |
134-00 |
135-10 |
| PP |
134-23 |
134-23 |
134-23 |
134-14 |
| S1 |
132-16 |
132-16 |
133-12 |
131-28 |
| S2 |
131-09 |
131-09 |
133-02 |
|
| S3 |
127-27 |
129-02 |
132-24 |
|
| S4 |
124-13 |
125-20 |
131-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-31 |
133-17 |
3-14 |
2.6% |
1-23 |
1.3% |
5% |
False |
True |
469,256 |
| 10 |
136-31 |
131-31 |
5-00 |
3.7% |
1-21 |
1.2% |
34% |
False |
False |
386,700 |
| 20 |
136-31 |
127-18 |
9-13 |
7.0% |
1-13 |
1.0% |
65% |
False |
False |
330,663 |
| 40 |
136-31 |
125-07 |
11-24 |
8.8% |
1-09 |
1.0% |
72% |
False |
False |
298,626 |
| 60 |
136-31 |
121-29 |
15-02 |
11.3% |
1-10 |
1.0% |
78% |
False |
False |
284,682 |
| 80 |
136-31 |
119-04 |
17-27 |
13.3% |
1-12 |
1.0% |
82% |
False |
False |
242,540 |
| 100 |
136-31 |
113-31 |
23-00 |
17.2% |
1-09 |
1.0% |
86% |
False |
False |
194,201 |
| 120 |
136-31 |
113-06 |
23-25 |
17.8% |
1-05 |
0.9% |
86% |
False |
False |
161,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-25 |
|
2.618 |
144-01 |
|
1.618 |
141-04 |
|
1.000 |
139-11 |
|
0.618 |
138-07 |
|
HIGH |
136-14 |
|
0.618 |
135-10 |
|
0.500 |
135-00 |
|
0.382 |
134-21 |
|
LOW |
133-17 |
|
0.618 |
131-24 |
|
1.000 |
130-20 |
|
1.618 |
128-27 |
|
2.618 |
125-30 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-00 |
135-08 |
| PP |
134-18 |
134-23 |
| S1 |
134-04 |
134-07 |
|