ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
133-28 |
134-28 |
1-00 |
0.7% |
132-18 |
| High |
134-30 |
135-01 |
0-03 |
0.1% |
135-19 |
| Low |
133-24 |
132-05 |
-1-19 |
-1.2% |
131-16 |
| Close |
134-20 |
132-10 |
-2-10 |
-1.7% |
132-10 |
| Range |
1-06 |
2-28 |
1-22 |
142.1% |
4-03 |
| ATR |
1-10 |
1-13 |
0-04 |
8.6% |
0-00 |
| Volume |
278,112 |
258,315 |
-19,797 |
-7.1% |
783,392 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-25 |
139-30 |
133-29 |
|
| R3 |
138-29 |
137-02 |
133-03 |
|
| R2 |
136-01 |
136-01 |
132-27 |
|
| R1 |
134-06 |
134-06 |
132-18 |
133-22 |
| PP |
133-05 |
133-05 |
133-05 |
132-29 |
| S1 |
131-10 |
131-10 |
132-02 |
130-26 |
| S2 |
130-09 |
130-09 |
131-25 |
|
| S3 |
127-13 |
128-14 |
131-17 |
|
| S4 |
124-17 |
125-18 |
130-23 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
142-31 |
134-18 |
|
| R3 |
141-10 |
138-28 |
133-14 |
|
| R2 |
137-07 |
137-07 |
133-02 |
|
| R1 |
134-25 |
134-25 |
132-22 |
133-30 |
| PP |
133-04 |
133-04 |
133-04 |
132-23 |
| S1 |
130-22 |
130-22 |
131-30 |
129-28 |
| S2 |
129-01 |
129-01 |
131-18 |
|
| S3 |
124-30 |
126-19 |
131-06 |
|
| S4 |
120-27 |
122-16 |
130-02 |
|
|
| 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 |
3.1% |
1-28 |
1.4% |
20% |
False |
False |
156,678 |
| 10 |
135-19 |
130-19 |
5-00 |
3.8% |
1-22 |
1.3% |
34% |
False |
False |
84,500 |
| 20 |
135-19 |
126-07 |
9-12 |
7.1% |
1-12 |
1.0% |
65% |
False |
False |
43,012 |
| 40 |
135-19 |
123-27 |
11-24 |
8.9% |
1-06 |
0.9% |
72% |
False |
False |
21,686 |
| 60 |
135-19 |
120-31 |
14-20 |
11.1% |
1-01 |
0.8% |
78% |
False |
False |
14,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-08 |
|
2.618 |
142-18 |
|
1.618 |
139-22 |
|
1.000 |
137-29 |
|
0.618 |
136-26 |
|
HIGH |
135-01 |
|
0.618 |
133-30 |
|
0.500 |
133-19 |
|
0.382 |
133-08 |
|
LOW |
132-05 |
|
0.618 |
130-12 |
|
1.000 |
129-09 |
|
1.618 |
127-16 |
|
2.618 |
124-20 |
|
4.250 |
119-30 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
133-28 |
| PP |
133-05 |
133-11 |
| S1 |
132-24 |
132-27 |
|