ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
131-16 |
131-31 |
0-15 |
0.4% |
128-05 |
High |
132-26 |
133-16 |
0-22 |
0.5% |
130-24 |
Low |
131-16 |
131-18 |
0-02 |
0.0% |
127-24 |
Close |
131-30 |
132-30 |
1-00 |
0.8% |
130-19 |
Range |
1-10 |
1-30 |
0-20 |
47.6% |
3-00 |
ATR |
1-04 |
1-06 |
0-02 |
5.0% |
0-00 |
Volume |
16,104 |
8,110 |
-7,994 |
-49.6% |
12,142 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-15 |
137-21 |
134-00 |
|
R3 |
136-17 |
135-23 |
133-15 |
|
R2 |
134-19 |
134-19 |
133-09 |
|
R1 |
133-25 |
133-25 |
133-04 |
134-06 |
PP |
132-21 |
132-21 |
132-21 |
132-28 |
S1 |
131-27 |
131-27 |
132-24 |
132-08 |
S2 |
130-23 |
130-23 |
132-19 |
|
S3 |
128-25 |
129-29 |
132-13 |
|
S4 |
126-27 |
127-31 |
131-28 |
|
|
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 |
133-16 |
129-22 |
3-26 |
2.9% |
1-16 |
1.1% |
85% |
True |
False |
8,230 |
10 |
133-16 |
126-30 |
6-18 |
4.9% |
1-10 |
1.0% |
91% |
True |
False |
5,157 |
20 |
133-16 |
124-22 |
8-26 |
6.6% |
1-04 |
0.8% |
94% |
True |
False |
2,839 |
40 |
133-16 |
123-14 |
10-02 |
7.6% |
1-01 |
0.8% |
94% |
True |
False |
1,556 |
60 |
133-16 |
120-04 |
13-12 |
10.1% |
0-28 |
0.7% |
96% |
True |
False |
1,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-24 |
2.618 |
138-18 |
1.618 |
136-20 |
1.000 |
135-14 |
0.618 |
134-22 |
HIGH |
133-16 |
0.618 |
132-24 |
0.500 |
132-17 |
0.382 |
132-10 |
LOW |
131-18 |
0.618 |
130-12 |
1.000 |
129-20 |
1.618 |
128-14 |
2.618 |
126-16 |
4.250 |
123-10 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132-26 |
132-25 |
PP |
132-21 |
132-19 |
S1 |
132-17 |
132-14 |
|