ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
125-23 |
-0-03 |
-0.1% |
127-03 |
| High |
125-26 |
125-23 |
-0-03 |
-0.1% |
127-26 |
| Low |
125-10 |
124-26 |
-0-16 |
-0.4% |
125-23 |
| Close |
125-26 |
124-30 |
-0-28 |
-0.7% |
125-24 |
| Range |
0-16 |
0-29 |
0-13 |
81.3% |
2-03 |
| ATR |
0-31 |
0-31 |
0-00 |
0.2% |
0-00 |
| Volume |
417 |
339 |
-78 |
-18.7% |
2,315 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-28 |
127-10 |
125-14 |
|
| R3 |
126-31 |
126-13 |
125-06 |
|
| R2 |
126-02 |
126-02 |
125-03 |
|
| R1 |
125-16 |
125-16 |
125-01 |
125-10 |
| PP |
125-05 |
125-05 |
125-05 |
125-02 |
| S1 |
124-19 |
124-19 |
124-27 |
124-14 |
| S2 |
124-08 |
124-08 |
124-25 |
|
| S3 |
123-11 |
123-22 |
124-22 |
|
| S4 |
122-14 |
122-25 |
124-14 |
|
|
| 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 |
129-18 |
|
2.618 |
128-03 |
|
1.618 |
127-06 |
|
1.000 |
126-20 |
|
0.618 |
126-09 |
|
HIGH |
125-23 |
|
0.618 |
125-12 |
|
0.500 |
125-08 |
|
0.382 |
125-05 |
|
LOW |
124-26 |
|
0.618 |
124-08 |
|
1.000 |
123-29 |
|
1.618 |
123-11 |
|
2.618 |
122-14 |
|
4.250 |
120-31 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
125-26 |
| PP |
125-05 |
125-16 |
| S1 |
125-02 |
125-07 |
|