ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
136-08 |
133-20 |
-2-20 |
-1.9% |
133-31 |
| High |
136-14 |
135-25 |
-0-21 |
-0.5% |
136-31 |
| Low |
133-17 |
133-12 |
-0-05 |
-0.1% |
133-17 |
| Close |
133-22 |
135-15 |
1-25 |
1.3% |
133-22 |
| Range |
2-29 |
2-13 |
-0-16 |
-17.2% |
3-14 |
| ATR |
1-15 |
1-17 |
0-02 |
4.6% |
0-00 |
| Volume |
552,024 |
386,556 |
-165,468 |
-30.0% |
2,346,282 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-03 |
141-06 |
136-25 |
|
| R3 |
139-22 |
138-25 |
136-04 |
|
| R2 |
137-09 |
137-09 |
135-29 |
|
| R1 |
136-12 |
136-12 |
135-22 |
136-26 |
| PP |
134-28 |
134-28 |
134-28 |
135-03 |
| S1 |
133-31 |
133-31 |
135-08 |
134-14 |
| S2 |
132-15 |
132-15 |
135-01 |
|
| S3 |
130-02 |
131-18 |
134-26 |
|
| S4 |
127-21 |
129-05 |
134-05 |
|
|
| 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 |
133-12 |
3-19 |
2.7% |
2-02 |
1.5% |
58% |
False |
True |
497,729 |
| 10 |
136-31 |
132-25 |
4-06 |
3.1% |
1-22 |
1.2% |
64% |
False |
False |
393,315 |
| 20 |
136-31 |
127-20 |
9-11 |
6.9% |
1-15 |
1.1% |
84% |
False |
False |
331,376 |
| 40 |
136-31 |
125-07 |
11-24 |
8.7% |
1-10 |
1.0% |
87% |
False |
False |
299,649 |
| 60 |
136-31 |
122-15 |
14-16 |
10.7% |
1-10 |
1.0% |
90% |
False |
False |
286,613 |
| 80 |
136-31 |
119-04 |
17-27 |
13.2% |
1-12 |
1.0% |
92% |
False |
False |
247,197 |
| 100 |
136-31 |
114-15 |
22-16 |
16.6% |
1-10 |
1.0% |
93% |
False |
False |
198,066 |
| 120 |
136-31 |
113-06 |
23-25 |
17.6% |
1-06 |
0.9% |
94% |
False |
False |
165,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
142-03 |
|
1.618 |
139-22 |
|
1.000 |
138-06 |
|
0.618 |
137-09 |
|
HIGH |
135-25 |
|
0.618 |
134-28 |
|
0.500 |
134-18 |
|
0.382 |
134-09 |
|
LOW |
133-12 |
|
0.618 |
131-28 |
|
1.000 |
130-31 |
|
1.618 |
129-15 |
|
2.618 |
127-02 |
|
4.250 |
123-05 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
135-09 |
| PP |
134-28 |
135-03 |
| S1 |
134-18 |
134-29 |
|