ECBOT 30 Year Treasury Bond Future September 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 |
134-06 |
135-26 |
1-20 |
1.2% |
132-02 |
| High |
136-01 |
136-31 |
0-30 |
0.7% |
135-07 |
| Low |
134-04 |
134-31 |
0-27 |
0.6% |
131-31 |
| Close |
135-24 |
135-06 |
-0-18 |
-0.4% |
134-00 |
| Range |
1-29 |
2-00 |
0-03 |
4.9% |
3-08 |
| ATR |
1-10 |
1-12 |
0-02 |
3.7% |
0-00 |
| Volume |
451,139 |
608,716 |
157,577 |
34.9% |
1,520,719 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-23 |
140-14 |
136-09 |
|
| R3 |
139-23 |
138-14 |
135-24 |
|
| R2 |
137-23 |
137-23 |
135-18 |
|
| R1 |
136-14 |
136-14 |
135-12 |
136-02 |
| PP |
135-23 |
135-23 |
135-23 |
135-17 |
| S1 |
134-14 |
134-14 |
135-00 |
134-02 |
| S2 |
133-23 |
133-23 |
134-26 |
|
| S3 |
131-23 |
132-14 |
134-20 |
|
| S4 |
129-23 |
130-14 |
134-03 |
|
|
| 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 |
136-31 |
132-31 |
4-00 |
3.0% |
1-18 |
1.2% |
55% |
True |
False |
389,886 |
| 10 |
136-31 |
130-29 |
6-02 |
4.5% |
1-14 |
1.1% |
71% |
True |
False |
338,305 |
| 20 |
136-31 |
126-07 |
10-24 |
8.0% |
1-11 |
1.0% |
83% |
True |
False |
308,610 |
| 40 |
136-31 |
125-07 |
11-24 |
8.7% |
1-08 |
0.9% |
85% |
True |
False |
288,513 |
| 60 |
136-31 |
121-06 |
15-25 |
11.7% |
1-09 |
0.9% |
89% |
True |
False |
276,792 |
| 80 |
136-31 |
119-04 |
17-27 |
13.2% |
1-12 |
1.0% |
90% |
True |
False |
229,600 |
| 100 |
136-31 |
113-09 |
23-22 |
17.5% |
1-09 |
0.9% |
92% |
True |
False |
183,781 |
| 120 |
136-31 |
113-06 |
23-25 |
17.6% |
1-04 |
0.8% |
93% |
True |
False |
153,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
142-07 |
|
1.618 |
140-07 |
|
1.000 |
138-31 |
|
0.618 |
138-07 |
|
HIGH |
136-31 |
|
0.618 |
136-07 |
|
0.500 |
135-31 |
|
0.382 |
135-23 |
|
LOW |
134-31 |
|
0.618 |
133-23 |
|
1.000 |
132-31 |
|
1.618 |
131-23 |
|
2.618 |
129-23 |
|
4.250 |
126-15 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-31 |
135-10 |
| PP |
135-23 |
135-09 |
| S1 |
135-14 |
135-08 |
|