ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-22 |
128-31 |
1-09 |
1.0% |
126-07 |
| High |
129-14 |
129-07 |
-0-07 |
-0.2% |
128-15 |
| Low |
127-18 |
128-00 |
0-14 |
0.3% |
125-07 |
| Close |
128-27 |
128-03 |
-0-24 |
-0.6% |
128-03 |
| Range |
1-28 |
1-07 |
-0-21 |
-35.0% |
3-08 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.3% |
0-00 |
| Volume |
265,626 |
341,799 |
76,173 |
28.7% |
1,337,661 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-03 |
131-10 |
128-24 |
|
| R3 |
130-28 |
130-03 |
128-14 |
|
| R2 |
129-21 |
129-21 |
128-10 |
|
| R1 |
128-28 |
128-28 |
128-07 |
128-21 |
| PP |
128-14 |
128-14 |
128-14 |
128-10 |
| S1 |
127-21 |
127-21 |
127-31 |
127-14 |
| S2 |
127-07 |
127-07 |
127-28 |
|
| S3 |
126-00 |
126-14 |
127-24 |
|
| S4 |
124-25 |
125-07 |
127-14 |
|
|
| 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 |
127-08 |
2-06 |
1.7% |
1-08 |
1.0% |
39% |
False |
False |
298,743 |
| 10 |
129-14 |
125-07 |
4-07 |
3.3% |
1-08 |
1.0% |
68% |
False |
False |
271,681 |
| 20 |
129-14 |
124-19 |
4-27 |
3.8% |
1-06 |
0.9% |
72% |
False |
False |
270,341 |
| 40 |
129-14 |
121-06 |
8-08 |
6.4% |
1-09 |
1.0% |
84% |
False |
False |
267,095 |
| 60 |
129-14 |
116-15 |
12-31 |
10.1% |
1-13 |
1.1% |
90% |
False |
False |
187,706 |
| 80 |
129-14 |
113-06 |
16-08 |
12.7% |
1-08 |
1.0% |
92% |
False |
False |
140,845 |
| 100 |
129-14 |
113-06 |
16-08 |
12.7% |
1-02 |
0.8% |
92% |
False |
False |
112,680 |
| 120 |
129-14 |
113-06 |
16-08 |
12.7% |
0-29 |
0.7% |
92% |
False |
False |
93,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-13 |
|
2.618 |
132-13 |
|
1.618 |
131-06 |
|
1.000 |
130-14 |
|
0.618 |
129-31 |
|
HIGH |
129-07 |
|
0.618 |
128-24 |
|
0.500 |
128-20 |
|
0.382 |
128-15 |
|
LOW |
128-00 |
|
0.618 |
127-08 |
|
1.000 |
126-25 |
|
1.618 |
126-01 |
|
2.618 |
124-26 |
|
4.250 |
122-26 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-20 |
128-15 |
| PP |
128-14 |
128-11 |
| S1 |
128-08 |
128-07 |
|