ECBOT 30 Year Treasury Bond Future September 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 |
133-01 |
133-12 |
0-11 |
0.3% |
129-17 |
| High |
134-07 |
134-31 |
0-24 |
0.6% |
132-06 |
| Low |
132-29 |
132-31 |
0-02 |
0.0% |
129-03 |
| Close |
133-11 |
134-11 |
1-00 |
0.7% |
132-00 |
| Range |
1-10 |
2-00 |
0-22 |
52.4% |
3-03 |
| ATR |
1-08 |
1-10 |
0-02 |
4.2% |
0-00 |
| Volume |
279,654 |
387,432 |
107,778 |
38.5% |
1,374,304 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
139-07 |
135-14 |
|
| R3 |
138-03 |
137-07 |
134-29 |
|
| R2 |
136-03 |
136-03 |
134-23 |
|
| R1 |
135-07 |
135-07 |
134-17 |
135-21 |
| PP |
134-03 |
134-03 |
134-03 |
134-10 |
| S1 |
133-07 |
133-07 |
134-05 |
133-21 |
| S2 |
132-03 |
132-03 |
133-31 |
|
| S3 |
130-03 |
131-07 |
133-25 |
|
| S4 |
128-03 |
129-07 |
133-08 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
139-09 |
133-22 |
|
| R3 |
137-09 |
136-06 |
132-27 |
|
| R2 |
134-06 |
134-06 |
132-18 |
|
| R1 |
133-03 |
133-03 |
132-09 |
133-20 |
| PP |
131-03 |
131-03 |
131-03 |
131-12 |
| S1 |
130-00 |
130-00 |
131-23 |
130-18 |
| S2 |
128-00 |
128-00 |
131-14 |
|
| S3 |
124-29 |
126-29 |
131-05 |
|
| S4 |
121-26 |
123-26 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-31 |
130-31 |
4-00 |
3.0% |
1-18 |
1.2% |
84% |
True |
False |
298,712 |
| 10 |
134-31 |
128-11 |
6-20 |
4.9% |
1-12 |
1.0% |
91% |
True |
False |
294,482 |
| 20 |
134-31 |
126-01 |
8-30 |
6.7% |
1-08 |
0.9% |
93% |
True |
False |
277,440 |
| 40 |
134-31 |
124-19 |
10-12 |
7.7% |
1-07 |
0.9% |
94% |
True |
False |
273,890 |
| 60 |
134-31 |
121-06 |
13-25 |
10.3% |
1-09 |
0.9% |
95% |
True |
False |
270,543 |
| 80 |
134-31 |
116-15 |
18-16 |
13.8% |
1-12 |
1.0% |
97% |
True |
False |
210,140 |
| 100 |
134-31 |
113-06 |
21-25 |
16.2% |
1-08 |
0.9% |
97% |
True |
False |
168,164 |
| 120 |
134-31 |
113-06 |
21-25 |
16.2% |
1-03 |
0.8% |
97% |
True |
False |
140,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-15 |
|
2.618 |
140-07 |
|
1.618 |
138-07 |
|
1.000 |
136-31 |
|
0.618 |
136-07 |
|
HIGH |
134-31 |
|
0.618 |
134-07 |
|
0.500 |
133-31 |
|
0.382 |
133-23 |
|
LOW |
132-31 |
|
0.618 |
131-23 |
|
1.000 |
130-31 |
|
1.618 |
129-23 |
|
2.618 |
127-23 |
|
4.250 |
124-15 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-07 |
134-06 |
| PP |
134-03 |
134-01 |
| S1 |
133-31 |
133-28 |
|