ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
134-28 |
132-09 |
-2-19 |
-1.9% |
132-18 |
| High |
135-01 |
134-14 |
-0-19 |
-0.4% |
135-19 |
| Low |
132-05 |
132-01 |
-0-04 |
-0.1% |
131-16 |
| Close |
132-10 |
134-03 |
1-25 |
1.3% |
132-10 |
| Range |
2-28 |
2-13 |
-0-15 |
-16.3% |
4-03 |
| ATR |
1-13 |
1-16 |
0-02 |
5.0% |
0-00 |
| Volume |
258,315 |
289,613 |
31,298 |
12.1% |
783,392 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-24 |
139-26 |
135-13 |
|
| R3 |
138-11 |
137-13 |
134-24 |
|
| R2 |
135-30 |
135-30 |
134-17 |
|
| R1 |
135-00 |
135-00 |
134-10 |
135-15 |
| PP |
133-17 |
133-17 |
133-17 |
133-24 |
| S1 |
132-19 |
132-19 |
133-28 |
133-02 |
| S2 |
131-04 |
131-04 |
133-21 |
|
| S3 |
128-23 |
130-06 |
133-14 |
|
| S4 |
126-10 |
127-25 |
132-25 |
|
|
| 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 |
132-01 |
3-18 |
2.7% |
2-02 |
1.5% |
58% |
False |
True |
211,312 |
| 10 |
135-19 |
131-12 |
4-07 |
3.1% |
1-24 |
1.3% |
64% |
False |
False |
112,886 |
| 20 |
135-19 |
126-08 |
9-11 |
7.0% |
1-14 |
1.1% |
84% |
False |
False |
57,467 |
| 40 |
135-19 |
123-27 |
11-24 |
8.8% |
1-07 |
0.9% |
87% |
False |
False |
28,914 |
| 60 |
135-19 |
121-16 |
14-03 |
10.5% |
1-01 |
0.8% |
89% |
False |
False |
19,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-21 |
|
2.618 |
140-24 |
|
1.618 |
138-11 |
|
1.000 |
136-27 |
|
0.618 |
135-30 |
|
HIGH |
134-14 |
|
0.618 |
133-17 |
|
0.500 |
133-08 |
|
0.382 |
132-30 |
|
LOW |
132-01 |
|
0.618 |
130-17 |
|
1.000 |
129-20 |
|
1.618 |
128-04 |
|
2.618 |
125-23 |
|
4.250 |
121-26 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-26 |
133-29 |
| PP |
133-17 |
133-23 |
| S1 |
133-08 |
133-17 |
|