ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127-05 |
128-05 |
1-00 |
0.8% |
127-02 |
| High |
128-12 |
128-08 |
-0-04 |
-0.1% |
128-12 |
| Low |
126-30 |
127-24 |
0-26 |
0.6% |
126-07 |
| Close |
128-04 |
127-30 |
-0-06 |
-0.1% |
128-04 |
| Range |
1-14 |
0-16 |
-0-30 |
-65.2% |
2-05 |
| ATR |
1-01 |
1-00 |
-0-01 |
-3.7% |
0-00 |
| Volume |
932 |
1,316 |
384 |
41.2% |
3,094 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-15 |
129-07 |
128-07 |
|
| R3 |
128-31 |
128-23 |
128-02 |
|
| R2 |
128-15 |
128-15 |
128-01 |
|
| R1 |
128-07 |
128-07 |
127-31 |
128-03 |
| PP |
127-31 |
127-31 |
127-31 |
127-30 |
| S1 |
127-23 |
127-23 |
127-29 |
127-19 |
| S2 |
127-15 |
127-15 |
127-27 |
|
| S3 |
126-31 |
127-07 |
127-26 |
|
| S4 |
126-15 |
126-23 |
127-21 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
133-08 |
129-10 |
|
| R3 |
131-28 |
131-03 |
128-23 |
|
| R2 |
129-23 |
129-23 |
128-17 |
|
| R1 |
128-30 |
128-30 |
128-10 |
129-10 |
| PP |
127-18 |
127-18 |
127-18 |
127-25 |
| S1 |
126-25 |
126-25 |
127-30 |
127-06 |
| S2 |
125-13 |
125-13 |
127-23 |
|
| S3 |
123-08 |
124-20 |
127-17 |
|
| S4 |
121-03 |
122-15 |
126-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-12 |
126-08 |
2-04 |
1.7% |
0-31 |
0.8% |
79% |
False |
False |
780 |
| 10 |
128-12 |
124-22 |
3-22 |
2.9% |
1-00 |
0.8% |
88% |
False |
False |
686 |
| 20 |
128-12 |
123-27 |
4-17 |
3.5% |
1-01 |
0.8% |
90% |
False |
False |
521 |
| 40 |
128-12 |
121-16 |
6-28 |
5.4% |
0-29 |
0.7% |
94% |
False |
False |
335 |
| 60 |
128-12 |
119-07 |
9-05 |
7.2% |
0-24 |
0.6% |
95% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
129-18 |
|
1.618 |
129-02 |
|
1.000 |
128-24 |
|
0.618 |
128-18 |
|
HIGH |
128-08 |
|
0.618 |
128-02 |
|
0.500 |
128-00 |
|
0.382 |
127-30 |
|
LOW |
127-24 |
|
0.618 |
127-14 |
|
1.000 |
127-08 |
|
1.618 |
126-30 |
|
2.618 |
126-14 |
|
4.250 |
125-20 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-24 |
| PP |
127-31 |
127-19 |
| S1 |
127-31 |
127-13 |
|