ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
134-28 |
134-01 |
-0-27 |
-0.6% |
133-20 |
| High |
135-03 |
134-09 |
-0-26 |
-0.6% |
136-20 |
| Low |
133-24 |
131-25 |
-1-31 |
-1.5% |
131-25 |
| Close |
133-30 |
132-28 |
-1-02 |
-0.8% |
132-28 |
| Range |
1-11 |
2-16 |
1-05 |
86.0% |
4-27 |
| ATR |
1-18 |
1-20 |
0-02 |
4.2% |
0-00 |
| Volume |
23,545 |
21,447 |
-2,098 |
-8.9% |
643,850 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
139-06 |
134-08 |
|
| R3 |
137-31 |
136-22 |
133-18 |
|
| R2 |
135-15 |
135-15 |
133-11 |
|
| R1 |
134-06 |
134-06 |
133-03 |
133-18 |
| PP |
132-31 |
132-31 |
132-31 |
132-22 |
| S1 |
131-22 |
131-22 |
132-21 |
131-02 |
| S2 |
130-15 |
130-15 |
132-13 |
|
| S3 |
127-31 |
129-06 |
132-06 |
|
| S4 |
125-15 |
126-22 |
131-16 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
145-14 |
135-17 |
|
| R3 |
143-14 |
140-19 |
134-07 |
|
| R2 |
138-19 |
138-19 |
133-24 |
|
| R1 |
135-24 |
135-24 |
133-10 |
134-24 |
| PP |
133-24 |
133-24 |
133-24 |
133-08 |
| S1 |
130-29 |
130-29 |
132-14 |
129-29 |
| S2 |
128-29 |
128-29 |
132-00 |
|
| S3 |
124-02 |
126-02 |
131-17 |
|
| S4 |
119-07 |
121-07 |
130-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-20 |
131-25 |
4-27 |
3.6% |
2-00 |
1.5% |
23% |
False |
True |
128,770 |
| 10 |
136-31 |
131-25 |
5-06 |
3.9% |
1-28 |
1.4% |
21% |
False |
True |
299,013 |
| 20 |
136-31 |
129-03 |
7-28 |
5.9% |
1-20 |
1.2% |
48% |
False |
False |
294,257 |
| 40 |
136-31 |
125-07 |
11-24 |
8.8% |
1-13 |
1.1% |
65% |
False |
False |
281,714 |
| 60 |
136-31 |
122-15 |
14-16 |
10.9% |
1-11 |
1.0% |
72% |
False |
False |
272,401 |
| 80 |
136-31 |
120-07 |
16-24 |
12.6% |
1-12 |
1.0% |
76% |
False |
False |
250,205 |
| 100 |
136-31 |
115-05 |
21-26 |
16.4% |
1-12 |
1.0% |
81% |
False |
False |
200,633 |
| 120 |
136-31 |
113-06 |
23-25 |
17.9% |
1-07 |
0.9% |
83% |
False |
False |
167,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-29 |
|
2.618 |
140-26 |
|
1.618 |
138-10 |
|
1.000 |
136-25 |
|
0.618 |
135-26 |
|
HIGH |
134-09 |
|
0.618 |
133-10 |
|
0.500 |
133-01 |
|
0.382 |
132-24 |
|
LOW |
131-25 |
|
0.618 |
130-08 |
|
1.000 |
129-09 |
|
1.618 |
127-24 |
|
2.618 |
125-08 |
|
4.250 |
121-05 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-01 |
134-04 |
| PP |
132-31 |
133-23 |
| S1 |
132-30 |
133-10 |
|