ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-09 |
126-02 |
-0-07 |
-0.2% |
124-16 |
| High |
127-00 |
126-24 |
-0-08 |
-0.2% |
127-00 |
| Low |
126-06 |
125-22 |
-0-16 |
-0.4% |
124-16 |
| Close |
126-19 |
125-24 |
-0-27 |
-0.7% |
125-24 |
| Range |
0-26 |
1-02 |
0-08 |
30.8% |
2-16 |
| ATR |
0-30 |
0-31 |
0-00 |
0.9% |
0-00 |
| Volume |
210 |
495 |
285 |
135.7% |
1,523 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-08 |
128-18 |
126-11 |
|
| R3 |
128-06 |
127-16 |
126-01 |
|
| R2 |
127-04 |
127-04 |
125-30 |
|
| R1 |
126-14 |
126-14 |
125-27 |
126-08 |
| PP |
126-02 |
126-02 |
126-02 |
125-31 |
| S1 |
125-12 |
125-12 |
125-21 |
125-06 |
| S2 |
125-00 |
125-00 |
125-18 |
|
| S3 |
123-30 |
124-10 |
125-15 |
|
| S4 |
122-28 |
123-08 |
125-05 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-00 |
127-04 |
|
| R3 |
130-24 |
129-16 |
126-14 |
|
| R2 |
128-08 |
128-08 |
126-07 |
|
| R1 |
127-00 |
127-00 |
125-31 |
127-20 |
| PP |
125-24 |
125-24 |
125-24 |
126-02 |
| S1 |
124-16 |
124-16 |
125-17 |
125-04 |
| S2 |
123-08 |
123-08 |
125-09 |
|
| S3 |
120-24 |
122-00 |
125-02 |
|
| S4 |
118-08 |
119-16 |
124-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
129-17 |
|
1.618 |
128-15 |
|
1.000 |
127-26 |
|
0.618 |
127-13 |
|
HIGH |
126-24 |
|
0.618 |
126-11 |
|
0.500 |
126-07 |
|
0.382 |
126-03 |
|
LOW |
125-22 |
|
0.618 |
125-01 |
|
1.000 |
124-20 |
|
1.618 |
123-31 |
|
2.618 |
122-29 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-07 |
126-10 |
| PP |
126-02 |
126-04 |
| S1 |
125-29 |
125-30 |
|