ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-27 |
0-09 |
0.2% |
130-19 |
| High |
132-30 |
134-20 |
1-22 |
1.3% |
133-25 |
| Low |
131-16 |
132-25 |
1-09 |
1.0% |
130-19 |
| Close |
132-24 |
134-12 |
1-20 |
1.2% |
132-19 |
| Range |
1-14 |
1-27 |
0-13 |
28.3% |
3-06 |
| ATR |
1-07 |
1-08 |
0-02 |
3.9% |
0-00 |
| Volume |
16,445 |
73,200 |
56,755 |
345.1% |
61,617 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-24 |
135-12 |
|
| R3 |
137-20 |
136-29 |
134-28 |
|
| R2 |
135-25 |
135-25 |
134-23 |
|
| R1 |
135-02 |
135-02 |
134-17 |
135-14 |
| PP |
133-30 |
133-30 |
133-30 |
134-03 |
| S1 |
133-07 |
133-07 |
134-07 |
133-18 |
| S2 |
132-03 |
132-03 |
134-01 |
|
| S3 |
130-08 |
131-12 |
133-28 |
|
| S4 |
128-13 |
129-17 |
133-12 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-28 |
140-14 |
134-11 |
|
| R3 |
138-22 |
137-08 |
133-15 |
|
| R2 |
135-16 |
135-16 |
133-06 |
|
| R1 |
134-02 |
134-02 |
132-28 |
134-25 |
| PP |
132-10 |
132-10 |
132-10 |
132-22 |
| S1 |
130-28 |
130-28 |
132-10 |
131-19 |
| S2 |
129-04 |
129-04 |
132-00 |
|
| S3 |
125-30 |
127-22 |
131-23 |
|
| S4 |
122-24 |
124-16 |
130-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-20 |
131-16 |
3-04 |
2.3% |
1-18 |
1.2% |
92% |
True |
False |
27,396 |
| 10 |
134-20 |
128-18 |
6-02 |
4.5% |
1-13 |
1.1% |
96% |
True |
False |
16,093 |
| 20 |
134-20 |
124-22 |
9-30 |
7.4% |
1-07 |
0.9% |
97% |
True |
False |
8,430 |
| 40 |
134-20 |
123-27 |
10-25 |
8.0% |
1-03 |
0.8% |
98% |
True |
False |
4,364 |
| 60 |
134-20 |
120-04 |
14-16 |
10.8% |
0-30 |
0.7% |
98% |
True |
False |
2,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-15 |
|
2.618 |
139-14 |
|
1.618 |
137-19 |
|
1.000 |
136-15 |
|
0.618 |
135-24 |
|
HIGH |
134-20 |
|
0.618 |
133-29 |
|
0.500 |
133-22 |
|
0.382 |
133-16 |
|
LOW |
132-25 |
|
0.618 |
131-21 |
|
1.000 |
130-30 |
|
1.618 |
129-26 |
|
2.618 |
127-31 |
|
4.250 |
124-30 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-05 |
133-30 |
| PP |
133-30 |
133-16 |
| S1 |
133-22 |
133-02 |
|