ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-12 |
127-22 |
0-10 |
0.2% |
123-18 |
| High |
127-24 |
128-19 |
0-27 |
0.7% |
125-31 |
| Low |
126-29 |
127-14 |
0-17 |
0.4% |
122-21 |
| Close |
127-16 |
128-00 |
0-16 |
0.4% |
125-11 |
| Range |
0-27 |
1-05 |
0-10 |
37.0% |
3-10 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
337,433 |
300,267 |
-37,166 |
-11.0% |
1,167,818 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-29 |
128-20 |
|
| R3 |
130-10 |
129-24 |
128-10 |
|
| R2 |
129-05 |
129-05 |
128-07 |
|
| R1 |
128-19 |
128-19 |
128-03 |
128-28 |
| PP |
128-00 |
128-00 |
128-00 |
128-05 |
| S1 |
127-14 |
127-14 |
127-29 |
127-23 |
| S2 |
126-27 |
126-27 |
127-25 |
|
| S3 |
125-22 |
126-09 |
127-22 |
|
| S4 |
124-17 |
125-04 |
127-12 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
133-09 |
127-05 |
|
| R3 |
131-09 |
129-31 |
126-08 |
|
| R2 |
127-31 |
127-31 |
125-30 |
|
| R1 |
126-21 |
126-21 |
125-21 |
127-10 |
| PP |
124-21 |
124-21 |
124-21 |
125-00 |
| S1 |
123-11 |
123-11 |
125-01 |
124-00 |
| S2 |
121-11 |
121-11 |
124-24 |
|
| S3 |
118-01 |
120-01 |
124-14 |
|
| S4 |
114-23 |
116-23 |
123-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-19 |
124-19 |
4-00 |
3.1% |
1-03 |
0.8% |
85% |
True |
False |
270,980 |
| 10 |
128-19 |
122-21 |
5-30 |
4.6% |
1-05 |
0.9% |
90% |
True |
False |
252,465 |
| 20 |
128-19 |
121-29 |
6-22 |
5.2% |
1-10 |
1.0% |
91% |
True |
False |
256,792 |
| 40 |
128-19 |
119-04 |
9-15 |
7.4% |
1-14 |
1.1% |
94% |
True |
False |
186,453 |
| 60 |
128-19 |
113-31 |
14-20 |
11.4% |
1-09 |
1.0% |
96% |
True |
False |
124,584 |
| 80 |
128-19 |
113-06 |
15-13 |
12.0% |
1-03 |
0.9% |
96% |
True |
False |
93,448 |
| 100 |
128-19 |
113-06 |
15-13 |
12.0% |
0-29 |
0.7% |
96% |
True |
False |
74,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-16 |
|
2.618 |
131-20 |
|
1.618 |
130-15 |
|
1.000 |
129-24 |
|
0.618 |
129-10 |
|
HIGH |
128-19 |
|
0.618 |
128-05 |
|
0.500 |
128-00 |
|
0.382 |
127-28 |
|
LOW |
127-14 |
|
0.618 |
126-23 |
|
1.000 |
126-09 |
|
1.618 |
125-18 |
|
2.618 |
124-13 |
|
4.250 |
122-17 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-26 |
| PP |
128-00 |
127-19 |
| S1 |
128-00 |
127-13 |
|