ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-07 |
126-19 |
-0-20 |
-0.5% |
127-06 |
| High |
127-15 |
126-26 |
-0-21 |
-0.5% |
128-06 |
| Low |
126-11 |
126-05 |
-0-06 |
-0.1% |
126-05 |
| Close |
126-25 |
126-09 |
-0-16 |
-0.4% |
126-09 |
| Range |
1-04 |
0-21 |
-0-15 |
-41.7% |
2-01 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.4% |
0-00 |
| Volume |
230,509 |
245,139 |
14,630 |
6.3% |
974,689 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
128-00 |
126-21 |
|
| R3 |
127-23 |
127-11 |
126-15 |
|
| R2 |
127-02 |
127-02 |
126-13 |
|
| R1 |
126-22 |
126-22 |
126-11 |
126-18 |
| PP |
126-13 |
126-13 |
126-13 |
126-11 |
| S1 |
126-01 |
126-01 |
126-07 |
125-28 |
| S2 |
125-24 |
125-24 |
126-05 |
|
| S3 |
125-03 |
125-12 |
126-03 |
|
| S4 |
124-14 |
124-23 |
125-29 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-31 |
131-21 |
127-13 |
|
| R3 |
130-30 |
129-20 |
126-27 |
|
| R2 |
128-29 |
128-29 |
126-21 |
|
| R1 |
127-19 |
127-19 |
126-15 |
127-08 |
| PP |
126-28 |
126-28 |
126-28 |
126-22 |
| S1 |
125-18 |
125-18 |
126-03 |
125-06 |
| S2 |
124-27 |
124-27 |
125-29 |
|
| S3 |
122-26 |
123-17 |
125-23 |
|
| S4 |
120-25 |
121-16 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-09 |
126-05 |
2-04 |
1.7% |
1-01 |
0.8% |
6% |
False |
True |
264,070 |
| 10 |
128-19 |
124-19 |
4-00 |
3.2% |
1-02 |
0.8% |
42% |
False |
False |
267,525 |
| 20 |
128-19 |
122-15 |
6-04 |
4.9% |
1-06 |
0.9% |
62% |
False |
False |
253,774 |
| 40 |
128-19 |
120-07 |
8-12 |
6.6% |
1-12 |
1.1% |
72% |
False |
False |
218,696 |
| 60 |
128-19 |
115-05 |
13-14 |
10.6% |
1-10 |
1.0% |
83% |
False |
False |
146,579 |
| 80 |
128-19 |
113-06 |
15-13 |
12.2% |
1-05 |
0.9% |
85% |
False |
False |
109,951 |
| 100 |
128-19 |
113-06 |
15-13 |
12.2% |
0-31 |
0.8% |
85% |
False |
False |
87,964 |
| 120 |
128-19 |
113-06 |
15-13 |
12.2% |
0-26 |
0.6% |
85% |
False |
False |
73,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-19 |
|
2.618 |
128-17 |
|
1.618 |
127-28 |
|
1.000 |
127-15 |
|
0.618 |
127-07 |
|
HIGH |
126-26 |
|
0.618 |
126-18 |
|
0.500 |
126-16 |
|
0.382 |
126-13 |
|
LOW |
126-05 |
|
0.618 |
125-24 |
|
1.000 |
125-16 |
|
1.618 |
125-03 |
|
2.618 |
124-14 |
|
4.250 |
123-12 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
127-06 |
| PP |
126-13 |
126-28 |
| S1 |
126-11 |
126-18 |
|