ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-02 |
125-30 |
-0-04 |
-0.1% |
124-16 |
| High |
126-24 |
126-23 |
-0-01 |
0.0% |
127-00 |
| Low |
125-22 |
125-24 |
0-02 |
0.0% |
124-16 |
| Close |
125-24 |
126-19 |
0-27 |
0.7% |
125-24 |
| Range |
1-02 |
0-31 |
-0-03 |
-8.8% |
2-16 |
| ATR |
0-31 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
495 |
279 |
-216 |
-43.6% |
1,523 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-08 |
128-29 |
127-04 |
|
| R3 |
128-09 |
127-30 |
126-28 |
|
| R2 |
127-10 |
127-10 |
126-25 |
|
| R1 |
126-31 |
126-31 |
126-22 |
127-04 |
| PP |
126-11 |
126-11 |
126-11 |
126-14 |
| S1 |
126-00 |
126-00 |
126-16 |
126-06 |
| S2 |
125-12 |
125-12 |
126-13 |
|
| S3 |
124-13 |
125-01 |
126-10 |
|
| S4 |
123-14 |
124-02 |
126-02 |
|
|
| 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 |
130-27 |
|
2.618 |
129-08 |
|
1.618 |
128-09 |
|
1.000 |
127-22 |
|
0.618 |
127-10 |
|
HIGH |
126-23 |
|
0.618 |
126-11 |
|
0.500 |
126-08 |
|
0.382 |
126-04 |
|
LOW |
125-24 |
|
0.618 |
125-05 |
|
1.000 |
124-25 |
|
1.618 |
124-06 |
|
2.618 |
123-07 |
|
4.250 |
121-20 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-15 |
126-16 |
| PP |
126-11 |
126-14 |
| S1 |
126-08 |
126-11 |
|