ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
134-15 |
133-28 |
-0-19 |
-0.4% |
130-19 |
| High |
135-19 |
134-30 |
-0-21 |
-0.5% |
133-25 |
| Low |
133-20 |
133-24 |
0-04 |
0.1% |
130-19 |
| Close |
133-26 |
134-20 |
0-26 |
0.6% |
132-19 |
| Range |
1-31 |
1-06 |
-0-25 |
-39.7% |
3-06 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.7% |
0-00 |
| Volume |
157,320 |
278,112 |
120,792 |
76.8% |
61,617 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-00 |
137-16 |
135-09 |
|
| R3 |
136-26 |
136-10 |
134-30 |
|
| R2 |
135-20 |
135-20 |
134-27 |
|
| R1 |
135-04 |
135-04 |
134-23 |
135-12 |
| PP |
134-14 |
134-14 |
134-14 |
134-18 |
| S1 |
133-30 |
133-30 |
134-17 |
134-06 |
| S2 |
133-08 |
133-08 |
134-13 |
|
| S3 |
132-02 |
132-24 |
134-10 |
|
| S4 |
130-28 |
131-18 |
133-31 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-28 |
140-14 |
134-11 |
|
| R3 |
138-22 |
137-08 |
133-15 |
|
| R2 |
135-16 |
135-16 |
133-06 |
|
| R1 |
134-02 |
134-02 |
132-28 |
134-25 |
| PP |
132-10 |
132-10 |
132-10 |
132-22 |
| S1 |
130-28 |
130-28 |
132-10 |
131-19 |
| S2 |
129-04 |
129-04 |
132-00 |
|
| S3 |
125-30 |
127-22 |
131-23 |
|
| S4 |
122-24 |
124-16 |
130-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-19 |
131-16 |
4-03 |
3.0% |
1-17 |
1.1% |
76% |
False |
False |
109,639 |
| 10 |
135-19 |
129-22 |
5-29 |
4.4% |
1-17 |
1.1% |
84% |
False |
False |
58,934 |
| 20 |
135-19 |
125-18 |
10-01 |
7.5% |
1-10 |
1.0% |
90% |
False |
False |
30,142 |
| 40 |
135-19 |
123-27 |
11-24 |
8.7% |
1-04 |
0.8% |
92% |
False |
False |
15,234 |
| 60 |
135-19 |
120-04 |
15-15 |
11.5% |
0-31 |
0.7% |
94% |
False |
False |
10,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-00 |
|
2.618 |
138-01 |
|
1.618 |
136-27 |
|
1.000 |
136-04 |
|
0.618 |
135-21 |
|
HIGH |
134-30 |
|
0.618 |
134-15 |
|
0.500 |
134-11 |
|
0.382 |
134-07 |
|
LOW |
133-24 |
|
0.618 |
133-01 |
|
1.000 |
132-18 |
|
1.618 |
131-27 |
|
2.618 |
130-21 |
|
4.250 |
128-22 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-17 |
134-15 |
| PP |
134-14 |
134-11 |
| S1 |
134-11 |
134-06 |
|