ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
135-26 |
135-08 |
-0-18 |
-0.4% |
132-02 |
| High |
136-31 |
136-09 |
-0-22 |
-0.5% |
135-07 |
| Low |
134-31 |
135-04 |
0-05 |
0.1% |
131-31 |
| Close |
135-06 |
136-00 |
0-26 |
0.6% |
134-00 |
| Range |
2-00 |
1-05 |
-0-27 |
-42.2% |
3-08 |
| ATR |
1-12 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
608,716 |
490,210 |
-118,506 |
-19.5% |
1,520,719 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-25 |
136-20 |
|
| R3 |
138-04 |
137-20 |
136-10 |
|
| R2 |
136-31 |
136-31 |
136-07 |
|
| R1 |
136-15 |
136-15 |
136-03 |
136-23 |
| PP |
135-26 |
135-26 |
135-26 |
135-30 |
| S1 |
135-10 |
135-10 |
135-29 |
135-18 |
| S2 |
134-21 |
134-21 |
135-25 |
|
| S3 |
133-16 |
134-05 |
135-22 |
|
| S4 |
132-11 |
133-00 |
135-12 |
|
|
| 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 |
133-22 |
3-09 |
2.4% |
1-13 |
1.0% |
70% |
False |
False |
410,442 |
| 10 |
136-31 |
130-31 |
6-00 |
4.4% |
1-15 |
1.1% |
84% |
False |
False |
354,577 |
| 20 |
136-31 |
126-30 |
10-01 |
7.4% |
1-11 |
1.0% |
90% |
False |
False |
318,621 |
| 40 |
136-31 |
125-07 |
11-24 |
8.6% |
1-08 |
0.9% |
92% |
False |
False |
292,332 |
| 60 |
136-31 |
121-06 |
15-25 |
11.6% |
1-09 |
0.9% |
94% |
False |
False |
279,937 |
| 80 |
136-31 |
119-04 |
17-27 |
13.1% |
1-12 |
1.0% |
95% |
False |
False |
235,700 |
| 100 |
136-31 |
113-31 |
23-00 |
16.9% |
1-08 |
0.9% |
96% |
False |
False |
188,682 |
| 120 |
136-31 |
113-06 |
23-25 |
17.5% |
1-04 |
0.8% |
96% |
False |
False |
157,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-06 |
|
2.618 |
139-10 |
|
1.618 |
138-05 |
|
1.000 |
137-14 |
|
0.618 |
137-00 |
|
HIGH |
136-09 |
|
0.618 |
135-27 |
|
0.500 |
135-22 |
|
0.382 |
135-18 |
|
LOW |
135-04 |
|
0.618 |
134-13 |
|
1.000 |
133-31 |
|
1.618 |
133-08 |
|
2.618 |
132-03 |
|
4.250 |
130-07 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
135-29 |
135-27 |
| PP |
135-26 |
135-22 |
| S1 |
135-22 |
135-18 |
|