ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
134-01 |
132-23 |
-1-10 |
-1.0% |
133-20 |
| High |
134-09 |
134-15 |
0-06 |
0.1% |
136-20 |
| Low |
131-25 |
132-20 |
0-27 |
0.6% |
131-25 |
| Close |
132-28 |
134-11 |
1-15 |
1.1% |
132-28 |
| Range |
2-16 |
1-27 |
-0-21 |
-26.3% |
4-27 |
| ATR |
1-20 |
1-21 |
0-00 |
0.9% |
0-00 |
| Volume |
21,447 |
23,773 |
2,326 |
10.8% |
643,850 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-11 |
138-22 |
135-11 |
|
| R3 |
137-16 |
136-27 |
134-27 |
|
| R2 |
135-21 |
135-21 |
134-22 |
|
| R1 |
135-00 |
135-00 |
134-16 |
135-10 |
| PP |
133-26 |
133-26 |
133-26 |
133-31 |
| S1 |
133-05 |
133-05 |
134-06 |
133-16 |
| S2 |
131-31 |
131-31 |
134-00 |
|
| S3 |
130-04 |
131-10 |
133-27 |
|
| S4 |
128-09 |
129-15 |
133-11 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
145-14 |
135-17 |
|
| R3 |
143-14 |
140-19 |
134-07 |
|
| R2 |
138-19 |
138-19 |
133-24 |
|
| R1 |
135-24 |
135-24 |
133-10 |
134-24 |
| PP |
133-24 |
133-24 |
133-24 |
133-08 |
| S1 |
130-29 |
130-29 |
132-14 |
129-29 |
| S2 |
128-29 |
128-29 |
132-00 |
|
| S3 |
124-02 |
126-02 |
131-17 |
|
| S4 |
119-07 |
121-07 |
130-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-20 |
131-25 |
4-27 |
3.6% |
1-28 |
1.4% |
53% |
False |
False |
56,213 |
| 10 |
136-31 |
131-25 |
5-06 |
3.9% |
1-31 |
1.5% |
49% |
False |
False |
276,971 |
| 20 |
136-31 |
129-04 |
7-27 |
5.8% |
1-21 |
1.2% |
67% |
False |
False |
286,188 |
| 40 |
136-31 |
125-07 |
11-24 |
8.7% |
1-14 |
1.1% |
78% |
False |
False |
278,056 |
| 60 |
136-31 |
122-15 |
14-16 |
10.8% |
1-11 |
1.0% |
82% |
False |
False |
267,633 |
| 80 |
136-31 |
120-19 |
16-12 |
12.2% |
1-12 |
1.0% |
84% |
False |
False |
250,374 |
| 100 |
136-31 |
115-10 |
21-21 |
16.1% |
1-12 |
1.0% |
88% |
False |
False |
200,867 |
| 120 |
136-31 |
113-06 |
23-25 |
17.7% |
1-08 |
0.9% |
89% |
False |
False |
167,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-10 |
|
2.618 |
139-09 |
|
1.618 |
137-14 |
|
1.000 |
136-10 |
|
0.618 |
135-19 |
|
HIGH |
134-15 |
|
0.618 |
133-24 |
|
0.500 |
133-18 |
|
0.382 |
133-11 |
|
LOW |
132-20 |
|
0.618 |
131-16 |
|
1.000 |
130-25 |
|
1.618 |
129-21 |
|
2.618 |
127-26 |
|
4.250 |
124-25 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-02 |
134-01 |
| PP |
133-26 |
133-24 |
| S1 |
133-18 |
133-14 |
|