ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
128-31 |
128-02 |
-0-29 |
-0.7% |
128-10 |
| High |
129-07 |
128-07 |
-1-00 |
-0.8% |
129-14 |
| Low |
128-00 |
127-04 |
-0-28 |
-0.7% |
127-04 |
| Close |
128-03 |
127-05 |
-0-30 |
-0.7% |
127-05 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.3% |
2-10 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
341,799 |
235,296 |
-106,503 |
-31.2% |
1,369,307 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-25 |
130-02 |
127-24 |
|
| R3 |
129-22 |
128-31 |
127-15 |
|
| R2 |
128-19 |
128-19 |
127-11 |
|
| R1 |
127-28 |
127-28 |
127-08 |
127-22 |
| PP |
127-16 |
127-16 |
127-16 |
127-13 |
| S1 |
126-25 |
126-25 |
127-02 |
126-19 |
| S2 |
126-13 |
126-13 |
126-31 |
|
| S3 |
125-10 |
125-22 |
126-27 |
|
| S4 |
124-07 |
124-19 |
126-18 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-27 |
133-10 |
128-14 |
|
| R3 |
132-17 |
131-00 |
127-25 |
|
| R2 |
130-07 |
130-07 |
127-19 |
|
| R1 |
128-22 |
128-22 |
127-12 |
128-10 |
| PP |
127-29 |
127-29 |
127-29 |
127-23 |
| S1 |
126-12 |
126-12 |
126-30 |
126-00 |
| S2 |
125-19 |
125-19 |
126-23 |
|
| S3 |
123-09 |
124-02 |
126-17 |
|
| S4 |
120-31 |
121-24 |
125-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-14 |
127-04 |
2-10 |
1.8% |
1-07 |
1.0% |
1% |
False |
True |
273,861 |
| 10 |
129-14 |
125-07 |
4-07 |
3.3% |
1-09 |
1.0% |
46% |
False |
False |
270,696 |
| 20 |
129-14 |
124-19 |
4-27 |
3.8% |
1-05 |
0.9% |
53% |
False |
False |
269,111 |
| 40 |
129-14 |
121-06 |
8-08 |
6.5% |
1-08 |
1.0% |
72% |
False |
False |
263,920 |
| 60 |
129-14 |
117-02 |
12-12 |
9.7% |
1-13 |
1.1% |
82% |
False |
False |
191,624 |
| 80 |
129-14 |
113-06 |
16-08 |
12.8% |
1-08 |
1.0% |
86% |
False |
False |
143,785 |
| 100 |
129-14 |
113-06 |
16-08 |
12.8% |
1-02 |
0.8% |
86% |
False |
False |
115,033 |
| 120 |
129-14 |
113-06 |
16-08 |
12.8% |
0-30 |
0.7% |
86% |
False |
False |
95,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-28 |
|
2.618 |
131-03 |
|
1.618 |
130-00 |
|
1.000 |
129-10 |
|
0.618 |
128-29 |
|
HIGH |
128-07 |
|
0.618 |
127-26 |
|
0.500 |
127-22 |
|
0.382 |
127-17 |
|
LOW |
127-04 |
|
0.618 |
126-14 |
|
1.000 |
126-01 |
|
1.618 |
125-11 |
|
2.618 |
124-08 |
|
4.250 |
122-15 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
128-09 |
| PP |
127-16 |
127-29 |
| S1 |
127-10 |
127-17 |
|