ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-07 |
126-06 |
-0-01 |
0.0% |
127-06 |
| High |
127-00 |
126-22 |
-0-10 |
-0.2% |
128-06 |
| Low |
126-03 |
125-08 |
-0-27 |
-0.7% |
126-05 |
| Close |
126-11 |
125-15 |
-0-28 |
-0.7% |
126-09 |
| Range |
0-29 |
1-14 |
0-17 |
58.6% |
2-01 |
| ATR |
1-06 |
1-07 |
0-01 |
1.4% |
0-00 |
| Volume |
170,079 |
210,946 |
40,867 |
24.0% |
974,689 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-04 |
129-07 |
126-08 |
|
| R3 |
128-22 |
127-25 |
125-28 |
|
| R2 |
127-08 |
127-08 |
125-23 |
|
| R1 |
126-11 |
126-11 |
125-19 |
126-02 |
| PP |
125-26 |
125-26 |
125-26 |
125-21 |
| S1 |
124-29 |
124-29 |
125-11 |
124-20 |
| S2 |
124-12 |
124-12 |
125-07 |
|
| S3 |
122-30 |
123-15 |
125-02 |
|
| S4 |
121-16 |
122-01 |
124-22 |
|
|
| 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 |
125-08 |
2-30 |
2.3% |
1-01 |
0.8% |
7% |
False |
True |
218,144 |
| 10 |
128-19 |
125-08 |
3-11 |
2.7% |
1-02 |
0.9% |
7% |
False |
True |
254,275 |
| 20 |
128-19 |
122-15 |
6-04 |
4.9% |
1-06 |
0.9% |
49% |
False |
False |
244,731 |
| 40 |
128-19 |
120-19 |
8-00 |
6.4% |
1-11 |
1.1% |
61% |
False |
False |
227,744 |
| 60 |
128-19 |
115-10 |
13-09 |
10.6% |
1-11 |
1.1% |
76% |
False |
False |
152,922 |
| 80 |
128-19 |
113-06 |
15-13 |
12.3% |
1-06 |
0.9% |
80% |
False |
False |
114,714 |
| 100 |
128-19 |
113-06 |
15-13 |
12.3% |
1-00 |
0.8% |
80% |
False |
False |
91,774 |
| 120 |
128-19 |
113-06 |
15-13 |
12.3% |
0-27 |
0.7% |
80% |
False |
False |
76,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-26 |
|
2.618 |
130-14 |
|
1.618 |
129-00 |
|
1.000 |
128-04 |
|
0.618 |
127-18 |
|
HIGH |
126-22 |
|
0.618 |
126-04 |
|
0.500 |
125-31 |
|
0.382 |
125-26 |
|
LOW |
125-08 |
|
0.618 |
124-12 |
|
1.000 |
123-26 |
|
1.618 |
122-30 |
|
2.618 |
121-16 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-31 |
126-04 |
| PP |
125-26 |
125-29 |
| S1 |
125-20 |
125-22 |
|