ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127-26 |
128-18 |
0-24 |
0.6% |
127-02 |
| High |
129-09 |
130-00 |
0-23 |
0.6% |
128-12 |
| Low |
127-25 |
128-18 |
0-25 |
0.6% |
126-07 |
| Close |
128-12 |
129-31 |
1-19 |
1.2% |
128-04 |
| Range |
1-16 |
1-14 |
-0-02 |
-4.2% |
2-05 |
| ATR |
1-01 |
1-03 |
0-01 |
4.0% |
0-00 |
| Volume |
1,155 |
4,199 |
3,044 |
263.5% |
3,094 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-26 |
133-11 |
130-24 |
|
| R3 |
132-12 |
131-29 |
130-12 |
|
| R2 |
130-30 |
130-30 |
130-07 |
|
| R1 |
130-15 |
130-15 |
130-03 |
130-22 |
| PP |
129-16 |
129-16 |
129-16 |
129-20 |
| S1 |
129-01 |
129-01 |
129-27 |
129-08 |
| S2 |
128-02 |
128-02 |
129-23 |
|
| S3 |
126-20 |
127-19 |
129-18 |
|
| S4 |
125-06 |
126-05 |
129-06 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
133-08 |
129-10 |
|
| R3 |
131-28 |
131-03 |
128-23 |
|
| R2 |
129-23 |
129-23 |
128-17 |
|
| R1 |
128-30 |
128-30 |
128-10 |
129-10 |
| PP |
127-18 |
127-18 |
127-18 |
127-25 |
| S1 |
126-25 |
126-25 |
127-30 |
127-06 |
| S2 |
125-13 |
125-13 |
127-23 |
|
| S3 |
123-08 |
124-20 |
127-17 |
|
| S4 |
121-03 |
122-15 |
126-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-00 |
126-14 |
3-18 |
2.7% |
1-05 |
0.9% |
99% |
True |
False |
1,678 |
| 10 |
130-00 |
124-28 |
5-04 |
3.9% |
1-04 |
0.9% |
99% |
True |
False |
1,116 |
| 20 |
130-00 |
124-22 |
5-10 |
4.1% |
1-02 |
0.8% |
99% |
True |
False |
779 |
| 40 |
130-00 |
121-16 |
8-16 |
6.5% |
0-30 |
0.7% |
100% |
True |
False |
469 |
| 60 |
130-00 |
120-04 |
9-28 |
7.6% |
0-24 |
0.6% |
100% |
True |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-04 |
|
2.618 |
133-24 |
|
1.618 |
132-10 |
|
1.000 |
131-14 |
|
0.618 |
130-28 |
|
HIGH |
130-00 |
|
0.618 |
129-14 |
|
0.500 |
129-09 |
|
0.382 |
129-04 |
|
LOW |
128-18 |
|
0.618 |
127-22 |
|
1.000 |
127-04 |
|
1.618 |
126-08 |
|
2.618 |
124-26 |
|
4.250 |
122-14 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-24 |
129-19 |
| PP |
129-16 |
129-08 |
| S1 |
129-09 |
128-28 |
|