ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
132-09 |
134-12 |
2-03 |
1.6% |
132-18 |
| High |
134-14 |
135-07 |
0-25 |
0.6% |
135-19 |
| Low |
132-01 |
134-09 |
2-08 |
1.7% |
131-16 |
| Close |
134-03 |
135-01 |
0-30 |
0.7% |
132-10 |
| Range |
2-13 |
0-30 |
-1-15 |
-61.0% |
4-03 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
289,613 |
304,716 |
15,103 |
5.2% |
783,392 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-21 |
137-09 |
135-18 |
|
| R3 |
136-23 |
136-11 |
135-09 |
|
| R2 |
135-25 |
135-25 |
135-06 |
|
| R1 |
135-13 |
135-13 |
135-04 |
135-19 |
| PP |
134-27 |
134-27 |
134-27 |
134-30 |
| S1 |
134-15 |
134-15 |
134-30 |
134-21 |
| S2 |
133-29 |
133-29 |
134-28 |
|
| S3 |
132-31 |
133-17 |
134-25 |
|
| S4 |
132-01 |
132-19 |
134-16 |
|
|
| 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 |
2.6% |
1-28 |
1.4% |
84% |
False |
False |
257,615 |
| 10 |
135-19 |
131-16 |
4-03 |
3.0% |
1-23 |
1.3% |
86% |
False |
False |
142,505 |
| 20 |
135-19 |
126-11 |
9-08 |
6.9% |
1-14 |
1.1% |
94% |
False |
False |
72,687 |
| 40 |
135-19 |
123-27 |
11-24 |
8.7% |
1-07 |
0.9% |
95% |
False |
False |
36,525 |
| 60 |
135-19 |
121-16 |
14-03 |
10.4% |
1-01 |
0.8% |
96% |
False |
False |
24,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-06 |
|
2.618 |
137-22 |
|
1.618 |
136-24 |
|
1.000 |
136-05 |
|
0.618 |
135-26 |
|
HIGH |
135-07 |
|
0.618 |
134-28 |
|
0.500 |
134-24 |
|
0.382 |
134-20 |
|
LOW |
134-09 |
|
0.618 |
133-22 |
|
1.000 |
133-11 |
|
1.618 |
132-24 |
|
2.618 |
131-26 |
|
4.250 |
130-10 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
134-30 |
134-18 |
| PP |
134-27 |
134-03 |
| S1 |
134-24 |
133-20 |
|