ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
125-25 |
125-01 |
-0-24 |
-0.6% |
125-30 |
| High |
125-27 |
125-12 |
-0-15 |
-0.4% |
126-24 |
| Low |
124-30 |
124-24 |
-0-06 |
-0.2% |
124-24 |
| Close |
125-12 |
124-28 |
-0-16 |
-0.4% |
124-28 |
| Range |
0-29 |
0-20 |
-0-09 |
-31.0% |
2-00 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
| Volume |
43 |
85 |
42 |
97.7% |
656 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-28 |
126-16 |
125-07 |
|
| R3 |
126-08 |
125-28 |
125-02 |
|
| R2 |
125-20 |
125-20 |
125-00 |
|
| R1 |
125-08 |
125-08 |
124-30 |
125-04 |
| PP |
125-00 |
125-00 |
125-00 |
124-30 |
| S1 |
124-20 |
124-20 |
124-26 |
124-16 |
| S2 |
124-12 |
124-12 |
124-24 |
|
| S3 |
123-24 |
124-00 |
124-22 |
|
| S4 |
123-04 |
123-12 |
124-17 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-05 |
125-31 |
|
| R3 |
129-15 |
128-05 |
125-14 |
|
| R2 |
127-15 |
127-15 |
125-08 |
|
| R1 |
126-05 |
126-05 |
125-02 |
125-26 |
| PP |
125-15 |
125-15 |
125-15 |
125-09 |
| S1 |
124-05 |
124-05 |
124-22 |
123-26 |
| S2 |
123-15 |
123-15 |
124-16 |
|
| S3 |
121-15 |
122-05 |
124-10 |
|
| S4 |
119-15 |
120-05 |
123-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-01 |
|
2.618 |
127-00 |
|
1.618 |
126-12 |
|
1.000 |
126-00 |
|
0.618 |
125-24 |
|
HIGH |
125-12 |
|
0.618 |
125-04 |
|
0.500 |
125-02 |
|
0.382 |
125-00 |
|
LOW |
124-24 |
|
0.618 |
124-12 |
|
1.000 |
124-04 |
|
1.618 |
123-24 |
|
2.618 |
123-04 |
|
4.250 |
122-03 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-02 |
125-24 |
| PP |
125-00 |
125-15 |
| S1 |
124-30 |
125-05 |
|