ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
134-12 |
135-04 |
0-24 |
0.6% |
132-18 |
| High |
135-07 |
135-04 |
-0-03 |
-0.1% |
135-19 |
| Low |
134-09 |
132-10 |
-1-31 |
-1.5% |
131-16 |
| Close |
135-01 |
133-06 |
-1-27 |
-1.4% |
132-10 |
| Range |
0-30 |
2-26 |
1-28 |
200.0% |
4-03 |
| ATR |
1-15 |
1-18 |
0-03 |
6.6% |
0-00 |
| Volume |
304,716 |
376,380 |
71,664 |
23.5% |
783,392 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-31 |
140-13 |
134-24 |
|
| R3 |
139-05 |
137-19 |
133-31 |
|
| R2 |
136-11 |
136-11 |
133-22 |
|
| R1 |
134-25 |
134-25 |
133-14 |
134-05 |
| PP |
133-17 |
133-17 |
133-17 |
133-08 |
| S1 |
131-31 |
131-31 |
132-30 |
131-11 |
| S2 |
130-23 |
130-23 |
132-22 |
|
| S3 |
127-29 |
129-05 |
132-13 |
|
| S4 |
125-03 |
126-11 |
131-20 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
142-31 |
134-18 |
|
| R3 |
141-10 |
138-28 |
133-14 |
|
| R2 |
137-07 |
137-07 |
133-02 |
|
| R1 |
134-25 |
134-25 |
132-22 |
133-30 |
| PP |
133-04 |
133-04 |
133-04 |
132-23 |
| S1 |
130-22 |
130-22 |
131-30 |
129-28 |
| S2 |
129-01 |
129-01 |
131-18 |
|
| S3 |
124-30 |
126-19 |
131-06 |
|
| S4 |
120-27 |
122-16 |
130-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-07 |
132-01 |
3-06 |
2.4% |
2-01 |
1.5% |
36% |
False |
False |
301,427 |
| 10 |
135-19 |
131-16 |
4-03 |
3.1% |
1-28 |
1.4% |
41% |
False |
False |
178,533 |
| 20 |
135-19 |
126-14 |
9-05 |
6.9% |
1-17 |
1.2% |
74% |
False |
False |
91,479 |
| 40 |
135-19 |
123-27 |
11-24 |
8.8% |
1-08 |
0.9% |
80% |
False |
False |
45,928 |
| 60 |
135-19 |
121-16 |
14-03 |
10.6% |
1-03 |
0.8% |
83% |
False |
False |
30,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
142-16 |
|
1.618 |
139-22 |
|
1.000 |
137-30 |
|
0.618 |
136-28 |
|
HIGH |
135-04 |
|
0.618 |
134-02 |
|
0.500 |
133-23 |
|
0.382 |
133-12 |
|
LOW |
132-10 |
|
0.618 |
130-18 |
|
1.000 |
129-16 |
|
1.618 |
127-24 |
|
2.618 |
124-30 |
|
4.250 |
120-12 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-23 |
133-20 |
| PP |
133-17 |
133-15 |
| S1 |
133-12 |
133-11 |
|