ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
132-27 |
134-15 |
1-20 |
1.2% |
130-19 |
| High |
134-20 |
135-19 |
0-31 |
0.7% |
133-25 |
| Low |
132-25 |
133-20 |
0-27 |
0.6% |
130-19 |
| Close |
134-12 |
133-26 |
-0-18 |
-0.4% |
132-19 |
| Range |
1-27 |
1-31 |
0-04 |
6.8% |
3-06 |
| ATR |
1-08 |
1-10 |
0-02 |
4.0% |
0-00 |
| Volume |
73,200 |
157,320 |
84,120 |
114.9% |
61,617 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
139-00 |
134-29 |
|
| R3 |
138-09 |
137-01 |
134-11 |
|
| R2 |
136-10 |
136-10 |
134-06 |
|
| R1 |
135-02 |
135-02 |
134-00 |
134-22 |
| PP |
134-11 |
134-11 |
134-11 |
134-05 |
| S1 |
133-03 |
133-03 |
133-20 |
132-24 |
| S2 |
132-12 |
132-12 |
133-14 |
|
| S3 |
130-13 |
131-04 |
133-09 |
|
| S4 |
128-14 |
129-05 |
132-23 |
|
|
| 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 |
135-19 |
131-16 |
4-03 |
3.1% |
1-22 |
1.3% |
56% |
True |
False |
55,639 |
| 10 |
135-19 |
129-20 |
5-31 |
4.5% |
1-15 |
1.1% |
70% |
True |
False |
31,405 |
| 20 |
135-19 |
124-28 |
10-23 |
8.0% |
1-09 |
1.0% |
83% |
True |
False |
16,260 |
| 40 |
135-19 |
123-27 |
11-24 |
8.8% |
1-04 |
0.8% |
85% |
True |
False |
8,295 |
| 60 |
135-19 |
120-04 |
15-15 |
11.6% |
0-31 |
0.7% |
88% |
True |
False |
5,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-31 |
|
2.618 |
140-24 |
|
1.618 |
138-25 |
|
1.000 |
137-18 |
|
0.618 |
136-26 |
|
HIGH |
135-19 |
|
0.618 |
134-27 |
|
0.500 |
134-20 |
|
0.382 |
134-12 |
|
LOW |
133-20 |
|
0.618 |
132-13 |
|
1.000 |
131-21 |
|
1.618 |
130-14 |
|
2.618 |
128-15 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-20 |
133-23 |
| PP |
134-11 |
133-20 |
| S1 |
134-02 |
133-18 |
|