ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
125-11 |
126-20 |
1-09 |
1.0% |
127-06 |
| High |
126-23 |
127-26 |
1-03 |
0.9% |
128-06 |
| Low |
125-07 |
126-05 |
0-30 |
0.7% |
126-05 |
| Close |
126-19 |
127-21 |
1-02 |
0.8% |
126-09 |
| Range |
1-16 |
1-21 |
0-05 |
10.4% |
2-01 |
| ATR |
1-08 |
1-09 |
0-01 |
2.4% |
0-00 |
| Volume |
238,785 |
358,147 |
119,362 |
50.0% |
974,689 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
131-18 |
128-18 |
|
| R3 |
130-17 |
129-29 |
128-04 |
|
| R2 |
128-28 |
128-28 |
127-31 |
|
| R1 |
128-08 |
128-08 |
127-26 |
128-18 |
| PP |
127-07 |
127-07 |
127-07 |
127-12 |
| S1 |
126-19 |
126-19 |
127-16 |
126-29 |
| S2 |
125-18 |
125-18 |
127-11 |
|
| S3 |
123-29 |
124-30 |
127-06 |
|
| S4 |
122-08 |
123-09 |
126-24 |
|
|
| 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 |
127-26 |
125-07 |
2-19 |
2.0% |
1-07 |
1.0% |
94% |
True |
False |
244,619 |
| 10 |
128-19 |
125-07 |
3-12 |
2.6% |
1-06 |
0.9% |
72% |
False |
False |
259,857 |
| 20 |
128-19 |
122-21 |
5-30 |
4.7% |
1-06 |
0.9% |
84% |
False |
False |
253,071 |
| 40 |
128-19 |
121-06 |
7-13 |
5.8% |
1-11 |
1.0% |
87% |
False |
False |
242,141 |
| 60 |
128-19 |
115-24 |
12-27 |
10.1% |
1-12 |
1.1% |
93% |
False |
False |
162,853 |
| 80 |
128-19 |
113-06 |
15-13 |
12.1% |
1-06 |
0.9% |
94% |
False |
False |
122,175 |
| 100 |
128-19 |
113-06 |
15-13 |
12.1% |
1-00 |
0.8% |
94% |
False |
False |
97,743 |
| 120 |
128-19 |
113-06 |
15-13 |
12.1% |
0-28 |
0.7% |
94% |
False |
False |
81,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-27 |
|
2.618 |
132-05 |
|
1.618 |
130-16 |
|
1.000 |
129-15 |
|
0.618 |
128-27 |
|
HIGH |
127-26 |
|
0.618 |
127-06 |
|
0.500 |
127-00 |
|
0.382 |
126-25 |
|
LOW |
126-05 |
|
0.618 |
125-04 |
|
1.000 |
124-16 |
|
1.618 |
123-15 |
|
2.618 |
121-26 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
127-09 |
| PP |
127-07 |
126-29 |
| S1 |
127-00 |
126-16 |
|