ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
136-16 |
134-28 |
-1-20 |
-1.2% |
133-31 |
| High |
136-16 |
135-03 |
-1-13 |
-1.0% |
136-31 |
| Low |
133-24 |
133-24 |
0-00 |
0.0% |
133-17 |
| Close |
134-19 |
133-30 |
-0-21 |
-0.5% |
133-22 |
| Range |
2-24 |
1-11 |
-1-13 |
-51.1% |
3-14 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.1% |
0-00 |
| Volume |
77,744 |
23,545 |
-54,199 |
-69.7% |
2,346,282 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-09 |
137-15 |
134-22 |
|
| R3 |
136-30 |
136-04 |
134-10 |
|
| R2 |
135-19 |
135-19 |
134-06 |
|
| R1 |
134-25 |
134-25 |
134-02 |
134-16 |
| PP |
134-08 |
134-08 |
134-08 |
134-04 |
| S1 |
133-14 |
133-14 |
133-26 |
133-06 |
| S2 |
132-29 |
132-29 |
133-22 |
|
| S3 |
131-18 |
132-03 |
133-18 |
|
| S4 |
130-07 |
130-24 |
133-06 |
|
|
| 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% |
2-02 |
1.5% |
17% |
False |
False |
234,885 |
| 10 |
136-31 |
133-12 |
3-19 |
2.7% |
1-24 |
1.3% |
16% |
False |
False |
322,663 |
| 20 |
136-31 |
128-11 |
8-20 |
6.4% |
1-18 |
1.2% |
65% |
False |
False |
308,573 |
| 40 |
136-31 |
125-07 |
11-24 |
8.8% |
1-12 |
1.0% |
74% |
False |
False |
287,306 |
| 60 |
136-31 |
122-15 |
14-16 |
10.8% |
1-11 |
1.0% |
79% |
False |
False |
276,281 |
| 80 |
136-31 |
119-04 |
17-27 |
13.3% |
1-12 |
1.0% |
83% |
False |
False |
249,988 |
| 100 |
136-31 |
114-15 |
22-16 |
16.8% |
1-11 |
1.0% |
87% |
False |
False |
200,422 |
| 120 |
136-31 |
113-06 |
23-25 |
17.8% |
1-07 |
0.9% |
87% |
False |
False |
167,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-26 |
|
2.618 |
138-20 |
|
1.618 |
137-09 |
|
1.000 |
136-14 |
|
0.618 |
135-30 |
|
HIGH |
135-03 |
|
0.618 |
134-19 |
|
0.500 |
134-14 |
|
0.382 |
134-08 |
|
LOW |
133-24 |
|
0.618 |
132-29 |
|
1.000 |
132-13 |
|
1.618 |
131-18 |
|
2.618 |
130-07 |
|
4.250 |
128-01 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-14 |
135-06 |
| PP |
134-08 |
134-25 |
| S1 |
134-03 |
134-11 |
|