ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
135-04 |
133-15 |
-1-21 |
-1.2% |
132-18 |
| High |
135-04 |
133-22 |
-1-14 |
-1.1% |
135-19 |
| Low |
132-10 |
132-10 |
0-00 |
0.0% |
131-16 |
| Close |
133-06 |
132-17 |
-0-21 |
-0.5% |
132-10 |
| Range |
2-26 |
1-12 |
-1-14 |
-51.1% |
4-03 |
| ATR |
1-18 |
1-17 |
0-00 |
-0.8% |
0-00 |
| Volume |
376,380 |
444,290 |
67,910 |
18.0% |
783,392 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-04 |
133-09 |
|
| R3 |
135-19 |
134-24 |
132-29 |
|
| R2 |
134-07 |
134-07 |
132-25 |
|
| R1 |
133-12 |
133-12 |
132-21 |
133-04 |
| PP |
132-27 |
132-27 |
132-27 |
132-23 |
| S1 |
132-00 |
132-00 |
132-13 |
131-24 |
| S2 |
131-15 |
131-15 |
132-09 |
|
| S3 |
130-03 |
130-20 |
132-05 |
|
| S4 |
128-23 |
129-08 |
131-25 |
|
|
| 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 |
135-07 |
132-01 |
3-06 |
2.4% |
2-03 |
1.6% |
16% |
False |
False |
334,662 |
| 10 |
135-19 |
131-16 |
4-03 |
3.1% |
1-26 |
1.4% |
25% |
False |
False |
222,151 |
| 20 |
135-19 |
126-30 |
8-21 |
6.5% |
1-18 |
1.2% |
65% |
False |
False |
113,654 |
| 40 |
135-19 |
123-27 |
11-24 |
8.9% |
1-09 |
1.0% |
74% |
False |
False |
57,035 |
| 60 |
135-19 |
121-16 |
14-03 |
10.6% |
1-03 |
0.8% |
78% |
False |
False |
38,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-17 |
|
2.618 |
137-09 |
|
1.618 |
135-29 |
|
1.000 |
135-02 |
|
0.618 |
134-17 |
|
HIGH |
133-22 |
|
0.618 |
133-05 |
|
0.500 |
133-00 |
|
0.382 |
132-27 |
|
LOW |
132-10 |
|
0.618 |
131-15 |
|
1.000 |
130-30 |
|
1.618 |
130-03 |
|
2.618 |
128-23 |
|
4.250 |
126-15 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
133-24 |
| PP |
132-27 |
133-11 |
| S1 |
132-22 |
132-30 |
|