ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
130-00 |
129-22 |
-0-10 |
-0.2% |
128-05 |
| High |
130-09 |
130-24 |
0-15 |
0.4% |
130-24 |
| Low |
129-20 |
129-22 |
0-02 |
0.0% |
127-24 |
| Close |
129-26 |
130-19 |
0-25 |
0.6% |
130-19 |
| Range |
0-21 |
1-02 |
0-13 |
61.9% |
3-00 |
| ATR |
1-02 |
1-02 |
0-00 |
0.1% |
0-00 |
| Volume |
2,818 |
2,654 |
-164 |
-5.8% |
12,142 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
133-04 |
131-06 |
|
| R3 |
132-15 |
132-02 |
130-28 |
|
| R2 |
131-13 |
131-13 |
130-25 |
|
| R1 |
131-00 |
131-00 |
130-22 |
131-06 |
| PP |
130-11 |
130-11 |
130-11 |
130-14 |
| S1 |
129-30 |
129-30 |
130-16 |
130-04 |
| S2 |
129-09 |
129-09 |
130-13 |
|
| S3 |
128-07 |
128-28 |
130-10 |
|
| S4 |
127-05 |
127-26 |
130-00 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-21 |
132-08 |
|
| R3 |
135-22 |
134-21 |
131-13 |
|
| R2 |
132-22 |
132-22 |
131-05 |
|
| R1 |
131-21 |
131-21 |
130-28 |
132-06 |
| PP |
129-22 |
129-22 |
129-22 |
129-31 |
| S1 |
128-21 |
128-21 |
130-10 |
129-06 |
| S2 |
126-22 |
126-22 |
130-01 |
|
| S3 |
123-22 |
125-21 |
129-25 |
|
| S4 |
120-22 |
122-21 |
128-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-24 |
127-24 |
3-00 |
2.3% |
1-01 |
0.8% |
95% |
True |
False |
2,428 |
| 10 |
130-24 |
126-07 |
4-17 |
3.5% |
1-01 |
0.8% |
97% |
True |
False |
1,523 |
| 20 |
130-24 |
124-22 |
6-02 |
4.6% |
1-00 |
0.8% |
97% |
True |
False |
1,021 |
| 40 |
130-24 |
121-16 |
9-08 |
7.1% |
0-30 |
0.7% |
98% |
True |
False |
601 |
| 60 |
130-24 |
120-04 |
10-20 |
8.1% |
0-25 |
0.6% |
99% |
True |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-08 |
|
2.618 |
133-17 |
|
1.618 |
132-15 |
|
1.000 |
131-26 |
|
0.618 |
131-13 |
|
HIGH |
130-24 |
|
0.618 |
130-11 |
|
0.500 |
130-07 |
|
0.382 |
130-03 |
|
LOW |
129-22 |
|
0.618 |
129-01 |
|
1.000 |
128-20 |
|
1.618 |
127-31 |
|
2.618 |
126-29 |
|
4.250 |
125-06 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
130-09 |
| PP |
130-11 |
129-31 |
| S1 |
130-07 |
129-21 |
|