ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
127-12 |
128-10 |
0-30 |
0.7% |
126-07 |
High |
128-15 |
128-13 |
-0-02 |
0.0% |
128-15 |
Low |
127-08 |
127-13 |
0-05 |
0.1% |
125-07 |
Close |
128-03 |
127-19 |
-0-16 |
-0.4% |
128-03 |
Range |
1-07 |
1-00 |
-0-07 |
-17.9% |
3-08 |
ATR |
1-08 |
1-08 |
-0-01 |
-1.5% |
0-00 |
Volume |
359,704 |
304,382 |
-55,322 |
-15.4% |
1,337,661 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-26 |
130-06 |
128-05 |
|
R3 |
129-26 |
129-06 |
127-28 |
|
R2 |
128-26 |
128-26 |
127-25 |
|
R1 |
128-06 |
128-06 |
127-22 |
128-00 |
PP |
127-26 |
127-26 |
127-26 |
127-22 |
S1 |
127-06 |
127-06 |
127-16 |
127-00 |
S2 |
126-26 |
126-26 |
127-13 |
|
S3 |
125-26 |
126-06 |
127-10 |
|
S4 |
124-26 |
125-06 |
127-01 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-00 |
135-26 |
129-28 |
|
R3 |
133-24 |
132-18 |
129-00 |
|
R2 |
130-16 |
130-16 |
128-22 |
|
R1 |
129-10 |
129-10 |
128-13 |
129-29 |
PP |
127-08 |
127-08 |
127-08 |
127-18 |
S1 |
126-02 |
126-02 |
127-25 |
126-21 |
S2 |
124-00 |
124-00 |
127-16 |
|
S3 |
120-24 |
122-26 |
127-06 |
|
S4 |
117-16 |
119-18 |
126-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-15 |
125-07 |
3-08 |
2.5% |
1-12 |
1.1% |
73% |
False |
False |
294,392 |
10 |
128-15 |
125-07 |
3-08 |
2.5% |
1-05 |
0.9% |
73% |
False |
False |
261,673 |
20 |
128-19 |
122-21 |
5-30 |
4.7% |
1-06 |
0.9% |
83% |
False |
False |
260,546 |
40 |
128-19 |
121-06 |
7-13 |
5.8% |
1-09 |
1.0% |
86% |
False |
False |
257,125 |
60 |
128-19 |
115-25 |
12-26 |
10.0% |
1-12 |
1.1% |
92% |
False |
False |
173,907 |
80 |
128-19 |
113-06 |
15-13 |
12.1% |
1-07 |
0.9% |
94% |
False |
False |
130,475 |
100 |
128-19 |
113-06 |
15-13 |
12.1% |
1-01 |
0.8% |
94% |
False |
False |
104,384 |
120 |
128-19 |
113-06 |
15-13 |
12.1% |
0-28 |
0.7% |
94% |
False |
False |
86,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-21 |
2.618 |
131-01 |
1.618 |
130-01 |
1.000 |
129-13 |
0.618 |
129-01 |
HIGH |
128-13 |
0.618 |
128-01 |
0.500 |
127-29 |
0.382 |
127-25 |
LOW |
127-13 |
0.618 |
126-25 |
1.000 |
126-13 |
1.618 |
125-25 |
2.618 |
124-25 |
4.250 |
123-05 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
127-29 |
127-16 |
PP |
127-26 |
127-13 |
S1 |
127-22 |
127-10 |
|