ECBOT 30 Year Treasury Bond Future September 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 |
133-31 |
134-06 |
0-07 |
0.2% |
132-02 |
| High |
134-11 |
136-01 |
1-22 |
1.3% |
135-07 |
| Low |
133-22 |
134-04 |
0-14 |
0.3% |
131-31 |
| Close |
134-04 |
135-24 |
1-20 |
1.2% |
134-00 |
| Range |
0-21 |
1-29 |
1-08 |
190.5% |
3-08 |
| ATR |
1-09 |
1-10 |
0-01 |
3.6% |
0-00 |
| Volume |
244,193 |
451,139 |
206,946 |
84.7% |
1,520,719 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-01 |
140-09 |
136-26 |
|
| R3 |
139-04 |
138-12 |
136-09 |
|
| R2 |
137-07 |
137-07 |
136-03 |
|
| R1 |
136-15 |
136-15 |
135-30 |
136-27 |
| PP |
135-10 |
135-10 |
135-10 |
135-16 |
| S1 |
134-18 |
134-18 |
135-18 |
134-30 |
| S2 |
133-13 |
133-13 |
135-13 |
|
| S3 |
131-16 |
132-21 |
135-07 |
|
| S4 |
129-19 |
130-24 |
134-22 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-00 |
135-25 |
|
| R3 |
140-07 |
138-24 |
134-29 |
|
| R2 |
136-31 |
136-31 |
134-19 |
|
| R1 |
135-16 |
135-16 |
134-10 |
136-08 |
| PP |
133-23 |
133-23 |
133-23 |
134-03 |
| S1 |
132-08 |
132-08 |
133-22 |
133-00 |
| S2 |
130-15 |
130-15 |
133-13 |
|
| S3 |
127-07 |
129-00 |
133-03 |
|
| S4 |
123-31 |
125-24 |
132-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-01 |
132-29 |
3-04 |
2.3% |
1-14 |
1.1% |
91% |
True |
False |
324,074 |
| 10 |
136-01 |
129-29 |
6-04 |
4.5% |
1-13 |
1.0% |
95% |
True |
False |
308,966 |
| 20 |
136-01 |
126-01 |
10-00 |
7.4% |
1-09 |
0.9% |
97% |
True |
False |
290,291 |
| 40 |
136-01 |
125-07 |
10-26 |
8.0% |
1-07 |
0.9% |
97% |
True |
False |
278,387 |
| 60 |
136-01 |
121-06 |
14-27 |
10.9% |
1-09 |
0.9% |
98% |
True |
False |
270,842 |
| 80 |
136-01 |
117-28 |
18-05 |
13.4% |
1-12 |
1.0% |
98% |
True |
False |
222,000 |
| 100 |
136-01 |
113-07 |
22-26 |
16.8% |
1-08 |
0.9% |
99% |
True |
False |
177,695 |
| 120 |
136-01 |
113-06 |
22-27 |
16.8% |
1-04 |
0.8% |
99% |
True |
False |
148,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-04 |
|
2.618 |
141-01 |
|
1.618 |
139-04 |
|
1.000 |
137-30 |
|
0.618 |
137-07 |
|
HIGH |
136-01 |
|
0.618 |
135-10 |
|
0.500 |
135-02 |
|
0.382 |
134-27 |
|
LOW |
134-04 |
|
0.618 |
132-30 |
|
1.000 |
132-07 |
|
1.618 |
131-01 |
|
2.618 |
129-04 |
|
4.250 |
126-01 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-17 |
135-14 |
| PP |
135-10 |
135-05 |
| S1 |
135-02 |
134-28 |
|