ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
130-19 |
132-14 |
1-27 |
1.4% |
128-05 |
| High |
132-20 |
132-17 |
-0-03 |
-0.1% |
130-24 |
| Low |
130-19 |
131-12 |
0-25 |
0.6% |
127-24 |
| Close |
132-16 |
131-16 |
-1-00 |
-0.8% |
130-19 |
| Range |
2-01 |
1-05 |
-0-28 |
-43.1% |
3-00 |
| ATR |
1-04 |
1-04 |
0-00 |
0.2% |
0-00 |
| Volume |
5,761 |
8,521 |
2,760 |
47.9% |
12,142 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-17 |
132-04 |
|
| R3 |
134-04 |
133-12 |
131-26 |
|
| R2 |
132-31 |
132-31 |
131-23 |
|
| R1 |
132-07 |
132-07 |
131-19 |
132-00 |
| PP |
131-26 |
131-26 |
131-26 |
131-22 |
| S1 |
131-02 |
131-02 |
131-13 |
130-28 |
| S2 |
130-21 |
130-21 |
131-09 |
|
| S3 |
129-16 |
129-29 |
131-06 |
|
| S4 |
128-11 |
128-24 |
130-28 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-21 |
132-08 |
|
| R3 |
135-22 |
134-21 |
131-13 |
|
| R2 |
132-22 |
132-22 |
131-05 |
|
| R1 |
131-21 |
131-21 |
130-28 |
132-06 |
| PP |
129-22 |
129-22 |
129-22 |
129-31 |
| S1 |
128-21 |
128-21 |
130-10 |
129-06 |
| S2 |
126-22 |
126-22 |
130-01 |
|
| S3 |
123-22 |
125-21 |
129-25 |
|
| S4 |
120-22 |
122-21 |
128-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-20 |
128-18 |
4-02 |
3.1% |
1-09 |
1.0% |
72% |
False |
False |
4,790 |
| 10 |
132-20 |
126-11 |
6-09 |
4.8% |
1-06 |
0.9% |
82% |
False |
False |
2,868 |
| 20 |
132-20 |
124-22 |
7-30 |
6.0% |
1-03 |
0.8% |
86% |
False |
False |
1,658 |
| 40 |
132-20 |
121-30 |
10-22 |
8.1% |
1-00 |
0.8% |
89% |
False |
False |
954 |
| 60 |
132-20 |
120-04 |
12-16 |
9.5% |
0-26 |
0.6% |
91% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-14 |
|
2.618 |
135-18 |
|
1.618 |
134-13 |
|
1.000 |
133-22 |
|
0.618 |
133-08 |
|
HIGH |
132-17 |
|
0.618 |
132-03 |
|
0.500 |
131-30 |
|
0.382 |
131-26 |
|
LOW |
131-12 |
|
0.618 |
130-21 |
|
1.000 |
130-07 |
|
1.618 |
129-16 |
|
2.618 |
128-11 |
|
4.250 |
126-15 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-30 |
131-12 |
| PP |
131-26 |
131-09 |
| S1 |
131-21 |
131-05 |
|