ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
127-21 |
1-09 |
1.0% |
124-31 |
| High |
127-26 |
127-25 |
-0-01 |
0.0% |
127-00 |
| Low |
126-05 |
126-23 |
0-18 |
0.4% |
123-27 |
| Close |
127-14 |
126-22 |
-0-24 |
-0.6% |
126-22 |
| Range |
1-21 |
1-02 |
-0-19 |
-35.8% |
3-05 |
| ATR |
1-00 |
1-00 |
0-00 |
0.4% |
0-00 |
| Volume |
266 |
333 |
67 |
25.2% |
888 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-17 |
127-09 |
|
| R3 |
129-06 |
128-15 |
126-31 |
|
| R2 |
128-04 |
128-04 |
126-28 |
|
| R1 |
127-13 |
127-13 |
126-25 |
127-08 |
| PP |
127-02 |
127-02 |
127-02 |
126-31 |
| S1 |
126-11 |
126-11 |
126-19 |
126-06 |
| S2 |
126-00 |
126-00 |
126-16 |
|
| S3 |
124-30 |
125-09 |
126-13 |
|
| S4 |
123-28 |
124-07 |
126-03 |
|
|
| 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 |
132-10 |
|
2.618 |
130-18 |
|
1.618 |
129-16 |
|
1.000 |
128-27 |
|
0.618 |
128-14 |
|
HIGH |
127-25 |
|
0.618 |
127-12 |
|
0.500 |
127-08 |
|
0.382 |
127-04 |
|
LOW |
126-23 |
|
0.618 |
126-02 |
|
1.000 |
125-21 |
|
1.618 |
125-00 |
|
2.618 |
123-30 |
|
4.250 |
122-06 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
127-00 |
| PP |
127-02 |
126-28 |
| S1 |
126-28 |
126-25 |
|