ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
133-20 |
135-24 |
2-04 |
1.6% |
133-31 |
| High |
135-25 |
136-20 |
0-27 |
0.6% |
136-31 |
| Low |
133-12 |
135-21 |
2-09 |
1.7% |
133-17 |
| Close |
135-15 |
136-14 |
0-31 |
0.7% |
133-22 |
| Range |
2-13 |
0-31 |
-1-14 |
-59.7% |
3-14 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.7% |
0-00 |
| Volume |
386,556 |
134,558 |
-251,998 |
-65.2% |
2,346,282 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-05 |
138-24 |
136-31 |
|
| R3 |
138-06 |
137-25 |
136-23 |
|
| R2 |
137-07 |
137-07 |
136-20 |
|
| R1 |
136-26 |
136-26 |
136-17 |
137-00 |
| PP |
136-08 |
136-08 |
136-08 |
136-11 |
| S1 |
135-27 |
135-27 |
136-11 |
136-02 |
| S2 |
135-09 |
135-09 |
136-08 |
|
| S3 |
134-10 |
134-28 |
136-05 |
|
| S4 |
133-11 |
133-29 |
135-29 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-01 |
142-26 |
135-18 |
|
| R3 |
141-19 |
139-12 |
134-20 |
|
| R2 |
138-05 |
138-05 |
134-10 |
|
| R1 |
135-30 |
135-30 |
134-00 |
135-10 |
| PP |
134-23 |
134-23 |
134-23 |
134-14 |
| S1 |
132-16 |
132-16 |
133-12 |
131-28 |
| S2 |
131-09 |
131-09 |
133-02 |
|
| S3 |
127-27 |
129-02 |
132-24 |
|
| S4 |
124-13 |
125-20 |
131-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-31 |
133-12 |
3-19 |
2.6% |
1-28 |
1.4% |
85% |
False |
False |
434,412 |
| 10 |
136-31 |
132-29 |
4-02 |
3.0% |
1-21 |
1.2% |
87% |
False |
False |
379,243 |
| 20 |
136-31 |
127-24 |
9-07 |
6.8% |
1-15 |
1.1% |
94% |
False |
False |
326,592 |
| 40 |
136-31 |
125-07 |
11-24 |
8.6% |
1-10 |
1.0% |
95% |
False |
False |
296,388 |
| 60 |
136-31 |
122-15 |
14-16 |
10.6% |
1-09 |
0.9% |
96% |
False |
False |
282,975 |
| 80 |
136-31 |
119-04 |
17-27 |
13.1% |
1-11 |
1.0% |
97% |
False |
False |
248,833 |
| 100 |
136-31 |
114-15 |
22-16 |
16.5% |
1-10 |
1.0% |
98% |
False |
False |
199,411 |
| 120 |
136-31 |
113-06 |
23-25 |
17.4% |
1-06 |
0.9% |
98% |
False |
False |
166,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-24 |
|
2.618 |
139-05 |
|
1.618 |
138-06 |
|
1.000 |
137-19 |
|
0.618 |
137-07 |
|
HIGH |
136-20 |
|
0.618 |
136-08 |
|
0.500 |
136-04 |
|
0.382 |
136-01 |
|
LOW |
135-21 |
|
0.618 |
135-02 |
|
1.000 |
134-22 |
|
1.618 |
134-03 |
|
2.618 |
133-04 |
|
4.250 |
131-17 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
136-11 |
135-31 |
| PP |
136-08 |
135-15 |
| S1 |
136-04 |
135-00 |
|