ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128-05 |
127-26 |
-0-11 |
-0.3% |
127-02 |
| High |
128-08 |
129-09 |
1-01 |
0.8% |
128-12 |
| Low |
127-24 |
127-25 |
0-01 |
0.0% |
126-07 |
| Close |
127-30 |
128-12 |
0-14 |
0.3% |
128-04 |
| Range |
0-16 |
1-16 |
1-00 |
200.0% |
2-05 |
| ATR |
1-00 |
1-01 |
0-01 |
3.5% |
0-00 |
| Volume |
1,316 |
1,155 |
-161 |
-12.2% |
3,094 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-31 |
132-06 |
129-06 |
|
| R3 |
131-15 |
130-22 |
128-25 |
|
| R2 |
129-31 |
129-31 |
128-21 |
|
| R1 |
129-06 |
129-06 |
128-16 |
129-18 |
| PP |
128-15 |
128-15 |
128-15 |
128-22 |
| S1 |
127-22 |
127-22 |
128-08 |
128-02 |
| S2 |
126-31 |
126-31 |
128-03 |
|
| S3 |
125-15 |
126-06 |
127-31 |
|
| S4 |
123-31 |
124-22 |
127-18 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-21 |
|
2.618 |
133-07 |
|
1.618 |
131-23 |
|
1.000 |
130-25 |
|
0.618 |
130-07 |
|
HIGH |
129-09 |
|
0.618 |
128-23 |
|
0.500 |
128-17 |
|
0.382 |
128-11 |
|
LOW |
127-25 |
|
0.618 |
126-27 |
|
1.000 |
126-09 |
|
1.618 |
125-11 |
|
2.618 |
123-27 |
|
4.250 |
121-13 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
128-09 |
| PP |
128-15 |
128-06 |
| S1 |
128-14 |
128-04 |
|