ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-21 |
126-05 |
-1-16 |
-1.2% |
127-03 |
| High |
127-25 |
126-25 |
-1-00 |
-0.8% |
127-26 |
| Low |
126-23 |
125-23 |
-1-00 |
-0.8% |
125-23 |
| Close |
126-22 |
125-24 |
-0-30 |
-0.7% |
125-24 |
| Range |
1-02 |
1-02 |
0-00 |
0.0% |
2-03 |
| ATR |
1-00 |
1-00 |
0-00 |
0.4% |
0-00 |
| Volume |
333 |
183 |
-150 |
-45.0% |
2,315 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
128-18 |
126-11 |
|
| R3 |
128-07 |
127-16 |
126-01 |
|
| R2 |
127-05 |
127-05 |
125-30 |
|
| R1 |
126-14 |
126-14 |
125-27 |
126-08 |
| PP |
126-03 |
126-03 |
126-03 |
126-00 |
| S1 |
125-12 |
125-12 |
125-21 |
125-06 |
| S2 |
125-01 |
125-01 |
125-18 |
|
| S3 |
123-31 |
124-10 |
125-15 |
|
| S4 |
122-29 |
123-08 |
125-05 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-23 |
131-10 |
126-29 |
|
| R3 |
130-20 |
129-07 |
126-10 |
|
| R2 |
128-17 |
128-17 |
126-04 |
|
| R1 |
127-04 |
127-04 |
125-30 |
126-25 |
| PP |
126-14 |
126-14 |
126-14 |
126-08 |
| S1 |
125-01 |
125-01 |
125-18 |
124-22 |
| S2 |
124-11 |
124-11 |
125-12 |
|
| S3 |
122-08 |
122-30 |
125-06 |
|
| S4 |
120-05 |
120-27 |
124-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-10 |
|
2.618 |
129-18 |
|
1.618 |
128-16 |
|
1.000 |
127-27 |
|
0.618 |
127-14 |
|
HIGH |
126-25 |
|
0.618 |
126-12 |
|
0.500 |
126-08 |
|
0.382 |
126-04 |
|
LOW |
125-23 |
|
0.618 |
125-02 |
|
1.000 |
124-21 |
|
1.618 |
124-00 |
|
2.618 |
122-30 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-08 |
126-24 |
| PP |
126-03 |
126-14 |
| S1 |
125-29 |
126-03 |
|