ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-06 |
125-11 |
-0-27 |
-0.7% |
127-06 |
| High |
126-22 |
126-23 |
0-01 |
0.0% |
128-06 |
| Low |
125-08 |
125-07 |
-0-01 |
0.0% |
126-05 |
| Close |
125-15 |
126-19 |
1-04 |
0.9% |
126-09 |
| Range |
1-14 |
1-16 |
0-02 |
4.3% |
2-01 |
| ATR |
1-07 |
1-08 |
0-01 |
1.7% |
0-00 |
| Volume |
210,946 |
238,785 |
27,839 |
13.2% |
974,689 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-22 |
130-04 |
127-13 |
|
| R3 |
129-06 |
128-20 |
127-00 |
|
| R2 |
127-22 |
127-22 |
126-28 |
|
| R1 |
127-04 |
127-04 |
126-23 |
127-13 |
| PP |
126-06 |
126-06 |
126-06 |
126-10 |
| S1 |
125-20 |
125-20 |
126-15 |
125-29 |
| S2 |
124-22 |
124-22 |
126-10 |
|
| S3 |
123-06 |
124-04 |
126-06 |
|
| S4 |
121-22 |
122-20 |
125-25 |
|
|
| 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 |
127-15 |
125-07 |
2-08 |
1.8% |
1-04 |
0.9% |
61% |
False |
True |
219,091 |
| 10 |
128-19 |
125-07 |
3-12 |
2.7% |
1-03 |
0.9% |
41% |
False |
True |
257,786 |
| 20 |
128-19 |
122-21 |
5-30 |
4.7% |
1-05 |
0.9% |
66% |
False |
False |
246,648 |
| 40 |
128-19 |
121-06 |
7-13 |
5.9% |
1-10 |
1.0% |
73% |
False |
False |
233,463 |
| 60 |
128-19 |
115-19 |
13-00 |
10.3% |
1-12 |
1.1% |
85% |
False |
False |
156,888 |
| 80 |
128-19 |
113-06 |
15-13 |
12.2% |
1-06 |
0.9% |
87% |
False |
False |
117,698 |
| 100 |
128-19 |
113-06 |
15-13 |
12.2% |
1-00 |
0.8% |
87% |
False |
False |
94,162 |
| 120 |
128-19 |
113-06 |
15-13 |
12.2% |
0-27 |
0.7% |
87% |
False |
False |
78,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-03 |
|
2.618 |
130-21 |
|
1.618 |
129-05 |
|
1.000 |
128-07 |
|
0.618 |
127-21 |
|
HIGH |
126-23 |
|
0.618 |
126-05 |
|
0.500 |
125-31 |
|
0.382 |
125-25 |
|
LOW |
125-07 |
|
0.618 |
124-09 |
|
1.000 |
123-23 |
|
1.618 |
122-25 |
|
2.618 |
121-09 |
|
4.250 |
118-27 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-12 |
126-14 |
| PP |
126-06 |
126-09 |
| S1 |
125-31 |
126-04 |
|