ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-23 |
127-22 |
-0-01 |
0.0% |
126-07 |
| High |
128-13 |
129-14 |
1-01 |
0.8% |
128-15 |
| Low |
127-16 |
127-18 |
0-02 |
0.0% |
125-07 |
| Close |
127-31 |
128-27 |
0-28 |
0.7% |
128-03 |
| Range |
0-29 |
1-28 |
0-31 |
106.9% |
3-08 |
| ATR |
1-07 |
1-09 |
0-01 |
3.8% |
0-00 |
| Volume |
222,204 |
265,626 |
43,422 |
19.5% |
1,337,661 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-08 |
133-13 |
129-28 |
|
| R3 |
132-12 |
131-17 |
129-12 |
|
| R2 |
130-16 |
130-16 |
129-06 |
|
| R1 |
129-21 |
129-21 |
129-00 |
130-02 |
| PP |
128-20 |
128-20 |
128-20 |
128-26 |
| S1 |
127-25 |
127-25 |
128-22 |
128-06 |
| S2 |
126-24 |
126-24 |
128-16 |
|
| S3 |
124-28 |
125-29 |
128-10 |
|
| S4 |
123-00 |
124-01 |
127-26 |
|
|
| 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 |
129-14 |
126-05 |
3-09 |
2.5% |
1-11 |
1.0% |
82% |
True |
False |
302,012 |
| 10 |
129-14 |
125-07 |
4-07 |
3.3% |
1-07 |
1.0% |
86% |
True |
False |
260,552 |
| 20 |
129-14 |
124-12 |
5-02 |
3.9% |
1-06 |
0.9% |
88% |
True |
False |
264,102 |
| 40 |
129-14 |
121-06 |
8-08 |
6.4% |
1-09 |
1.0% |
93% |
True |
False |
264,562 |
| 60 |
129-14 |
116-15 |
12-31 |
10.1% |
1-13 |
1.1% |
95% |
True |
False |
182,027 |
| 80 |
129-14 |
113-06 |
16-08 |
12.6% |
1-07 |
1.0% |
96% |
True |
False |
136,572 |
| 100 |
129-14 |
113-06 |
16-08 |
12.6% |
1-01 |
0.8% |
96% |
True |
False |
109,262 |
| 120 |
129-14 |
113-06 |
16-08 |
12.6% |
0-29 |
0.7% |
96% |
True |
False |
91,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-13 |
|
2.618 |
134-11 |
|
1.618 |
132-15 |
|
1.000 |
131-10 |
|
0.618 |
130-19 |
|
HIGH |
129-14 |
|
0.618 |
128-23 |
|
0.500 |
128-16 |
|
0.382 |
128-09 |
|
LOW |
127-18 |
|
0.618 |
126-13 |
|
1.000 |
125-22 |
|
1.618 |
124-17 |
|
2.618 |
122-21 |
|
4.250 |
119-19 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-23 |
128-22 |
| PP |
128-20 |
128-18 |
| S1 |
128-16 |
128-14 |
|