ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-22 |
127-21 |
-0-01 |
0.0% |
125-17 |
| High |
128-19 |
128-09 |
-0-10 |
-0.2% |
128-19 |
| Low |
127-14 |
127-02 |
-0-12 |
-0.3% |
125-13 |
| Close |
128-00 |
127-05 |
-0-27 |
-0.7% |
127-05 |
| Range |
1-05 |
1-07 |
0-02 |
5.4% |
3-06 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.5% |
0-00 |
| Volume |
300,267 |
345,665 |
45,398 |
15.1% |
1,426,386 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-05 |
130-12 |
127-26 |
|
| R3 |
129-30 |
129-05 |
127-16 |
|
| R2 |
128-23 |
128-23 |
127-12 |
|
| R1 |
127-30 |
127-30 |
127-09 |
127-23 |
| PP |
127-16 |
127-16 |
127-16 |
127-12 |
| S1 |
126-23 |
126-23 |
127-01 |
126-16 |
| S2 |
126-09 |
126-09 |
126-30 |
|
| S3 |
125-02 |
125-16 |
126-26 |
|
| S4 |
123-27 |
124-09 |
126-16 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-20 |
135-02 |
128-29 |
|
| R3 |
133-14 |
131-28 |
128-01 |
|
| R2 |
130-08 |
130-08 |
127-24 |
|
| R1 |
128-22 |
128-22 |
127-14 |
129-15 |
| PP |
127-02 |
127-02 |
127-02 |
127-14 |
| S1 |
125-16 |
125-16 |
126-28 |
126-09 |
| S2 |
123-28 |
123-28 |
126-18 |
|
| S3 |
120-22 |
122-10 |
126-09 |
|
| S4 |
117-16 |
119-04 |
125-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-19 |
125-13 |
3-06 |
2.5% |
1-03 |
0.9% |
55% |
False |
False |
285,277 |
| 10 |
128-19 |
122-21 |
5-30 |
4.7% |
1-06 |
0.9% |
76% |
False |
False |
259,420 |
| 20 |
128-19 |
122-15 |
6-04 |
4.8% |
1-08 |
1.0% |
77% |
False |
False |
260,541 |
| 40 |
128-19 |
119-04 |
9-15 |
7.4% |
1-13 |
1.1% |
85% |
False |
False |
194,745 |
| 60 |
128-19 |
114-15 |
14-04 |
11.1% |
1-10 |
1.0% |
90% |
False |
False |
130,344 |
| 80 |
128-19 |
113-06 |
15-13 |
12.1% |
1-03 |
0.9% |
91% |
False |
False |
97,768 |
| 100 |
128-19 |
113-06 |
15-13 |
12.1% |
0-30 |
0.7% |
91% |
False |
False |
78,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-15 |
|
2.618 |
131-15 |
|
1.618 |
130-08 |
|
1.000 |
129-16 |
|
0.618 |
129-01 |
|
HIGH |
128-09 |
|
0.618 |
127-26 |
|
0.500 |
127-22 |
|
0.382 |
127-17 |
|
LOW |
127-02 |
|
0.618 |
126-10 |
|
1.000 |
125-27 |
|
1.618 |
125-03 |
|
2.618 |
123-28 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
127-24 |
| PP |
127-16 |
127-18 |
| S1 |
127-10 |
127-11 |
|