ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-19 |
126-12 |
-0-07 |
-0.2% |
124-31 |
| High |
126-20 |
127-26 |
1-06 |
0.9% |
127-00 |
| Low |
126-08 |
126-05 |
-0-03 |
-0.1% |
123-27 |
| Close |
126-18 |
127-14 |
0-28 |
0.7% |
126-22 |
| Range |
0-12 |
1-21 |
1-09 |
341.7% |
3-05 |
| ATR |
0-31 |
1-00 |
0-02 |
5.3% |
0-00 |
| Volume |
301 |
266 |
-35 |
-11.6% |
888 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-03 |
131-14 |
128-11 |
|
| R3 |
130-14 |
129-25 |
127-29 |
|
| R2 |
128-25 |
128-25 |
127-24 |
|
| R1 |
128-04 |
128-04 |
127-19 |
128-14 |
| PP |
127-04 |
127-04 |
127-04 |
127-10 |
| S1 |
126-15 |
126-15 |
127-09 |
126-26 |
| S2 |
125-15 |
125-15 |
127-04 |
|
| S3 |
123-26 |
124-26 |
126-31 |
|
| S4 |
122-05 |
123-05 |
126-17 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-10 |
134-05 |
128-14 |
|
| R3 |
132-05 |
131-00 |
127-18 |
|
| R2 |
129-00 |
129-00 |
127-09 |
|
| R1 |
127-27 |
127-27 |
126-31 |
128-14 |
| PP |
125-27 |
125-27 |
125-27 |
126-04 |
| S1 |
124-22 |
124-22 |
126-13 |
125-08 |
| S2 |
122-22 |
122-22 |
126-03 |
|
| S3 |
119-17 |
121-17 |
125-26 |
|
| S4 |
116-12 |
118-12 |
124-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-27 |
|
2.618 |
132-05 |
|
1.618 |
130-16 |
|
1.000 |
129-15 |
|
0.618 |
128-27 |
|
HIGH |
127-26 |
|
0.618 |
127-06 |
|
0.500 |
127-00 |
|
0.382 |
126-25 |
|
LOW |
126-05 |
|
0.618 |
125-04 |
|
1.000 |
124-16 |
|
1.618 |
123-15 |
|
2.618 |
121-26 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-09 |
127-09 |
| PP |
127-04 |
127-04 |
| S1 |
127-00 |
127-00 |
|