ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-15 |
132-19 |
-0-28 |
-0.7% |
132-09 |
| High |
133-22 |
132-29 |
-0-25 |
-0.6% |
135-07 |
| Low |
132-10 |
130-12 |
-1-30 |
-1.5% |
130-12 |
| Close |
132-17 |
131-15 |
-1-02 |
-0.8% |
131-15 |
| Range |
1-12 |
2-17 |
1-05 |
84.1% |
4-27 |
| ATR |
1-17 |
1-20 |
0-02 |
4.6% |
0-00 |
| Volume |
444,290 |
323,371 |
-120,919 |
-27.2% |
1,738,370 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-06 |
137-27 |
132-28 |
|
| R3 |
136-21 |
135-10 |
132-05 |
|
| R2 |
134-04 |
134-04 |
131-30 |
|
| R1 |
132-25 |
132-25 |
131-22 |
132-06 |
| PP |
131-19 |
131-19 |
131-19 |
131-09 |
| S1 |
130-08 |
130-08 |
131-08 |
129-21 |
| S2 |
129-02 |
129-02 |
131-00 |
|
| S3 |
126-17 |
127-23 |
130-25 |
|
| S4 |
124-00 |
125-06 |
130-02 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
144-01 |
134-04 |
|
| R3 |
142-01 |
139-06 |
132-26 |
|
| R2 |
137-06 |
137-06 |
132-11 |
|
| R1 |
134-11 |
134-11 |
131-29 |
133-11 |
| PP |
132-11 |
132-11 |
132-11 |
131-28 |
| S1 |
129-16 |
129-16 |
131-01 |
128-16 |
| S2 |
127-16 |
127-16 |
130-19 |
|
| S3 |
122-21 |
124-21 |
130-04 |
|
| S4 |
117-26 |
119-26 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-07 |
130-12 |
4-27 |
3.7% |
2-00 |
1.5% |
23% |
False |
True |
347,674 |
| 10 |
135-19 |
130-12 |
5-07 |
4.0% |
1-30 |
1.5% |
21% |
False |
True |
252,176 |
| 20 |
135-19 |
127-24 |
7-27 |
6.0% |
1-20 |
1.2% |
47% |
False |
False |
129,776 |
| 40 |
135-19 |
123-27 |
11-24 |
8.9% |
1-10 |
1.0% |
65% |
False |
False |
65,117 |
| 60 |
135-19 |
121-16 |
14-03 |
10.7% |
1-04 |
0.9% |
71% |
False |
False |
43,461 |
| 80 |
135-19 |
118-16 |
17-03 |
13.0% |
0-31 |
0.7% |
76% |
False |
False |
32,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-21 |
|
2.618 |
139-17 |
|
1.618 |
137-00 |
|
1.000 |
135-14 |
|
0.618 |
134-15 |
|
HIGH |
132-29 |
|
0.618 |
131-30 |
|
0.500 |
131-20 |
|
0.382 |
131-11 |
|
LOW |
130-12 |
|
0.618 |
128-26 |
|
1.000 |
127-27 |
|
1.618 |
126-09 |
|
2.618 |
123-24 |
|
4.250 |
119-20 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
132-24 |
| PP |
131-19 |
132-10 |
| S1 |
131-17 |
131-29 |
|