ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
126-31 |
0-03 |
0.1% |
127-07 |
| High |
127-04 |
128-24 |
1-20 |
1.3% |
128-24 |
| Low |
126-07 |
126-30 |
0-23 |
0.6% |
126-01 |
| Close |
126-28 |
128-23 |
1-27 |
1.5% |
128-23 |
| Range |
0-29 |
1-26 |
0-29 |
100.0% |
2-23 |
| ATR |
1-06 |
1-07 |
0-02 |
4.2% |
0-00 |
| Volume |
290,002 |
311,176 |
21,174 |
7.3% |
1,304,480 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-18 |
132-31 |
129-23 |
|
| R3 |
131-24 |
131-05 |
129-07 |
|
| R2 |
129-30 |
129-30 |
129-02 |
|
| R1 |
129-11 |
129-11 |
128-28 |
129-20 |
| PP |
128-04 |
128-04 |
128-04 |
128-09 |
| S1 |
127-17 |
127-17 |
128-18 |
127-26 |
| S2 |
126-10 |
126-10 |
128-12 |
|
| S3 |
124-16 |
125-23 |
128-07 |
|
| S4 |
122-22 |
123-29 |
127-23 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
135-02 |
130-07 |
|
| R3 |
133-09 |
132-11 |
129-15 |
|
| R2 |
130-18 |
130-18 |
129-07 |
|
| R1 |
129-20 |
129-20 |
128-31 |
130-03 |
| PP |
127-27 |
127-27 |
127-27 |
128-02 |
| S1 |
126-29 |
126-29 |
128-15 |
127-12 |
| S2 |
125-04 |
125-04 |
128-07 |
|
| S3 |
122-13 |
124-06 |
127-31 |
|
| S4 |
119-22 |
121-15 |
127-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-24 |
126-01 |
2-23 |
2.1% |
1-05 |
0.9% |
99% |
True |
False |
260,896 |
| 10 |
129-14 |
126-01 |
3-13 |
2.6% |
1-06 |
0.9% |
79% |
False |
False |
267,378 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-06 |
0.9% |
83% |
False |
False |
266,590 |
| 40 |
129-14 |
121-29 |
7-17 |
5.9% |
1-08 |
1.0% |
90% |
False |
False |
261,691 |
| 60 |
129-14 |
119-04 |
10-10 |
8.0% |
1-11 |
1.1% |
93% |
False |
False |
213,165 |
| 80 |
129-14 |
113-31 |
15-15 |
12.0% |
1-08 |
1.0% |
95% |
False |
False |
160,085 |
| 100 |
129-14 |
113-06 |
16-08 |
12.6% |
1-04 |
0.9% |
96% |
False |
False |
128,076 |
| 120 |
129-14 |
113-06 |
16-08 |
12.6% |
0-31 |
0.7% |
96% |
False |
False |
106,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-14 |
|
2.618 |
133-16 |
|
1.618 |
131-22 |
|
1.000 |
130-18 |
|
0.618 |
129-28 |
|
HIGH |
128-24 |
|
0.618 |
128-02 |
|
0.500 |
127-27 |
|
0.382 |
127-20 |
|
LOW |
126-30 |
|
0.618 |
125-26 |
|
1.000 |
125-04 |
|
1.618 |
124-00 |
|
2.618 |
122-06 |
|
4.250 |
119-08 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-14 |
128-09 |
| PP |
128-04 |
127-27 |
| S1 |
127-27 |
127-12 |
|