ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129-22 |
130-19 |
0-29 |
0.7% |
128-05 |
| High |
130-24 |
132-20 |
1-28 |
1.4% |
130-24 |
| Low |
129-22 |
130-19 |
0-29 |
0.7% |
127-24 |
| Close |
130-19 |
132-16 |
1-29 |
1.5% |
130-19 |
| Range |
1-02 |
2-01 |
0-31 |
91.2% |
3-00 |
| ATR |
1-02 |
1-04 |
0-02 |
6.7% |
0-00 |
| Volume |
2,654 |
5,761 |
3,107 |
117.1% |
12,142 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-00 |
137-09 |
133-20 |
|
| R3 |
135-31 |
135-08 |
133-02 |
|
| R2 |
133-30 |
133-30 |
132-28 |
|
| R1 |
133-07 |
133-07 |
132-22 |
133-18 |
| PP |
131-29 |
131-29 |
131-29 |
132-03 |
| S1 |
131-06 |
131-06 |
132-10 |
131-18 |
| S2 |
129-28 |
129-28 |
132-04 |
|
| S3 |
127-27 |
129-05 |
131-30 |
|
| S4 |
125-26 |
127-04 |
131-12 |
|
|
| 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 |
132-20 |
127-25 |
4-27 |
3.7% |
1-11 |
1.0% |
97% |
True |
False |
3,317 |
| 10 |
132-20 |
126-08 |
6-12 |
4.8% |
1-05 |
0.9% |
98% |
True |
False |
2,048 |
| 20 |
132-20 |
124-22 |
7-30 |
6.0% |
1-02 |
0.8% |
98% |
True |
False |
1,247 |
| 40 |
132-20 |
121-16 |
11-04 |
8.4% |
1-00 |
0.7% |
99% |
True |
False |
741 |
| 60 |
132-20 |
120-04 |
12-16 |
9.4% |
0-26 |
0.6% |
99% |
True |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-08 |
|
2.618 |
137-30 |
|
1.618 |
135-29 |
|
1.000 |
134-21 |
|
0.618 |
133-28 |
|
HIGH |
132-20 |
|
0.618 |
131-27 |
|
0.500 |
131-20 |
|
0.382 |
131-12 |
|
LOW |
130-19 |
|
0.618 |
129-11 |
|
1.000 |
128-18 |
|
1.618 |
127-10 |
|
2.618 |
125-09 |
|
4.250 |
121-31 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-06 |
132-01 |
| PP |
131-29 |
131-19 |
| S1 |
131-20 |
131-04 |
|