ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-19 |
126-07 |
-0-12 |
-0.3% |
127-06 |
| High |
126-26 |
127-00 |
0-06 |
0.1% |
128-06 |
| Low |
126-05 |
126-03 |
-0-02 |
0.0% |
126-05 |
| Close |
126-09 |
126-11 |
0-02 |
0.0% |
126-09 |
| Range |
0-21 |
0-29 |
0-08 |
38.1% |
2-01 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.8% |
0-00 |
| Volume |
245,139 |
170,079 |
-75,060 |
-30.6% |
974,689 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-22 |
126-27 |
|
| R3 |
128-09 |
127-25 |
126-19 |
|
| R2 |
127-12 |
127-12 |
126-16 |
|
| R1 |
126-28 |
126-28 |
126-14 |
127-04 |
| PP |
126-15 |
126-15 |
126-15 |
126-20 |
| S1 |
125-31 |
125-31 |
126-08 |
126-07 |
| S2 |
125-18 |
125-18 |
126-06 |
|
| S3 |
124-21 |
125-02 |
126-03 |
|
| S4 |
123-24 |
124-05 |
125-27 |
|
|
| 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 |
128-06 |
126-03 |
2-03 |
1.7% |
0-31 |
0.8% |
12% |
False |
True |
228,953 |
| 10 |
128-19 |
125-13 |
3-06 |
2.5% |
1-01 |
0.8% |
29% |
False |
False |
257,115 |
| 20 |
128-19 |
122-15 |
6-04 |
4.8% |
1-05 |
0.9% |
63% |
False |
False |
246,787 |
| 40 |
128-19 |
120-19 |
8-00 |
6.3% |
1-11 |
1.1% |
72% |
False |
False |
222,693 |
| 60 |
128-19 |
115-10 |
13-09 |
10.5% |
1-10 |
1.1% |
83% |
False |
False |
149,408 |
| 80 |
128-19 |
113-06 |
15-13 |
12.2% |
1-05 |
0.9% |
85% |
False |
False |
112,077 |
| 100 |
128-19 |
113-06 |
15-13 |
12.2% |
0-31 |
0.8% |
85% |
False |
False |
89,665 |
| 120 |
128-19 |
113-06 |
15-13 |
12.2% |
0-26 |
0.7% |
85% |
False |
False |
74,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-27 |
|
2.618 |
129-12 |
|
1.618 |
128-15 |
|
1.000 |
127-29 |
|
0.618 |
127-18 |
|
HIGH |
127-00 |
|
0.618 |
126-21 |
|
0.500 |
126-18 |
|
0.382 |
126-14 |
|
LOW |
126-03 |
|
0.618 |
125-17 |
|
1.000 |
125-06 |
|
1.618 |
124-20 |
|
2.618 |
123-23 |
|
4.250 |
122-08 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
126-25 |
| PP |
126-15 |
126-20 |
| S1 |
126-13 |
126-16 |
|