ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-23 |
134-13 |
1-22 |
1.3% |
133-20 |
| High |
134-15 |
134-25 |
0-10 |
0.2% |
136-20 |
| Low |
132-20 |
133-09 |
0-21 |
0.5% |
131-25 |
| Close |
134-11 |
133-20 |
-0-23 |
-0.5% |
132-28 |
| Range |
1-27 |
1-16 |
-0-11 |
-18.6% |
4-27 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
23,773 |
10,336 |
-13,437 |
-56.5% |
643,850 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-13 |
137-16 |
134-14 |
|
| R3 |
136-29 |
136-00 |
134-01 |
|
| R2 |
135-13 |
135-13 |
133-29 |
|
| R1 |
134-16 |
134-16 |
133-24 |
134-06 |
| PP |
133-29 |
133-29 |
133-29 |
133-24 |
| S1 |
133-00 |
133-00 |
133-16 |
132-22 |
| S2 |
132-13 |
132-13 |
133-11 |
|
| S3 |
130-29 |
131-16 |
133-07 |
|
| S4 |
129-13 |
130-00 |
132-26 |
|
|
| 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 |
136-16 |
131-25 |
4-23 |
3.5% |
2-00 |
1.5% |
39% |
False |
False |
31,369 |
| 10 |
136-31 |
131-25 |
5-06 |
3.9% |
1-30 |
1.4% |
36% |
False |
False |
232,890 |
| 20 |
136-31 |
129-29 |
7-02 |
5.3% |
1-21 |
1.2% |
53% |
False |
False |
270,928 |
| 40 |
136-31 |
125-07 |
11-24 |
8.8% |
1-14 |
1.1% |
72% |
False |
False |
273,041 |
| 60 |
136-31 |
122-15 |
14-16 |
10.9% |
1-11 |
1.0% |
77% |
False |
False |
263,604 |
| 80 |
136-31 |
120-19 |
16-12 |
12.3% |
1-12 |
1.0% |
80% |
False |
False |
250,393 |
| 100 |
136-31 |
115-10 |
21-21 |
16.2% |
1-12 |
1.0% |
85% |
False |
False |
200,969 |
| 120 |
136-31 |
113-06 |
23-25 |
17.8% |
1-08 |
0.9% |
86% |
False |
False |
167,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-05 |
|
2.618 |
138-23 |
|
1.618 |
137-07 |
|
1.000 |
136-09 |
|
0.618 |
135-23 |
|
HIGH |
134-25 |
|
0.618 |
134-07 |
|
0.500 |
134-01 |
|
0.382 |
133-27 |
|
LOW |
133-09 |
|
0.618 |
132-11 |
|
1.000 |
131-25 |
|
1.618 |
130-27 |
|
2.618 |
129-11 |
|
4.250 |
126-29 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-01 |
133-16 |
| PP |
133-29 |
133-13 |
| S1 |
133-24 |
133-09 |
|