ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
135-24 |
136-16 |
0-24 |
0.6% |
133-31 |
| High |
136-20 |
136-16 |
-0-04 |
-0.1% |
136-31 |
| Low |
135-21 |
133-24 |
-1-29 |
-1.4% |
133-17 |
| Close |
136-14 |
134-19 |
-1-27 |
-1.4% |
133-22 |
| Range |
0-31 |
2-24 |
1-25 |
183.9% |
3-14 |
| ATR |
1-16 |
1-19 |
0-03 |
5.9% |
0-00 |
| Volume |
134,558 |
77,744 |
-56,814 |
-42.2% |
2,346,282 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
141-21 |
136-03 |
|
| R3 |
140-14 |
138-29 |
135-11 |
|
| R2 |
137-22 |
137-22 |
135-03 |
|
| R1 |
136-05 |
136-05 |
134-27 |
135-18 |
| PP |
134-30 |
134-30 |
134-30 |
134-21 |
| S1 |
133-13 |
133-13 |
134-11 |
132-26 |
| S2 |
132-06 |
132-06 |
134-03 |
|
| S3 |
129-14 |
130-21 |
133-27 |
|
| S4 |
126-22 |
127-29 |
133-03 |
|
|
| 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 |
136-20 |
133-12 |
3-08 |
2.4% |
2-01 |
1.5% |
38% |
False |
False |
328,218 |
| 10 |
136-31 |
132-31 |
4-00 |
3.0% |
1-26 |
1.3% |
41% |
False |
False |
359,052 |
| 20 |
136-31 |
127-24 |
9-07 |
6.8% |
1-18 |
1.1% |
74% |
False |
False |
319,457 |
| 40 |
136-31 |
125-07 |
11-24 |
8.7% |
1-12 |
1.0% |
80% |
False |
False |
292,480 |
| 60 |
136-31 |
122-15 |
14-16 |
10.8% |
1-10 |
1.0% |
84% |
False |
False |
280,113 |
| 80 |
136-31 |
119-04 |
17-27 |
13.3% |
1-12 |
1.0% |
87% |
False |
False |
249,735 |
| 100 |
136-31 |
114-15 |
22-16 |
16.7% |
1-11 |
1.0% |
89% |
False |
False |
200,189 |
| 120 |
136-31 |
113-06 |
23-25 |
17.7% |
1-07 |
0.9% |
90% |
False |
False |
166,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-06 |
|
2.618 |
143-22 |
|
1.618 |
140-30 |
|
1.000 |
139-08 |
|
0.618 |
138-06 |
|
HIGH |
136-16 |
|
0.618 |
135-14 |
|
0.500 |
135-04 |
|
0.382 |
134-26 |
|
LOW |
133-24 |
|
0.618 |
132-02 |
|
1.000 |
131-00 |
|
1.618 |
129-10 |
|
2.618 |
126-18 |
|
4.250 |
122-02 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-04 |
135-00 |
| PP |
134-30 |
134-28 |
| S1 |
134-25 |
134-23 |
|