ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
125-18 |
127-02 |
1-16 |
1.2% |
125-26 |
| High |
127-11 |
127-02 |
-0-09 |
-0.2% |
127-11 |
| Low |
125-18 |
126-07 |
0-21 |
0.5% |
124-22 |
| Close |
127-10 |
126-07 |
-1-03 |
-0.9% |
127-10 |
| Range |
1-25 |
0-27 |
-0-30 |
-52.6% |
2-21 |
| ATR |
1-00 |
1-01 |
0-00 |
0.6% |
0-00 |
| Volume |
927 |
508 |
-419 |
-45.2% |
2,874 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
128-15 |
126-22 |
|
| R3 |
128-06 |
127-20 |
126-14 |
|
| R2 |
127-11 |
127-11 |
126-12 |
|
| R1 |
126-25 |
126-25 |
126-09 |
126-20 |
| PP |
126-16 |
126-16 |
126-16 |
126-14 |
| S1 |
125-30 |
125-30 |
126-05 |
125-26 |
| S2 |
125-21 |
125-21 |
126-02 |
|
| S3 |
124-26 |
125-03 |
126-00 |
|
| S4 |
123-31 |
124-08 |
125-24 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-13 |
133-17 |
128-25 |
|
| R3 |
131-24 |
130-28 |
128-01 |
|
| R2 |
129-03 |
129-03 |
127-26 |
|
| R1 |
128-07 |
128-07 |
127-18 |
128-21 |
| PP |
126-14 |
126-14 |
126-14 |
126-22 |
| S1 |
125-18 |
125-18 |
127-02 |
126-00 |
| S2 |
123-25 |
123-25 |
126-26 |
|
| S3 |
121-04 |
122-29 |
126-19 |
|
| S4 |
118-15 |
120-08 |
125-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-21 |
|
2.618 |
129-09 |
|
1.618 |
128-14 |
|
1.000 |
127-29 |
|
0.618 |
127-19 |
|
HIGH |
127-02 |
|
0.618 |
126-24 |
|
0.500 |
126-20 |
|
0.382 |
126-17 |
|
LOW |
126-07 |
|
0.618 |
125-22 |
|
1.000 |
125-12 |
|
1.618 |
124-27 |
|
2.618 |
124-00 |
|
4.250 |
122-20 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-20 |
126-06 |
| PP |
126-16 |
126-05 |
| S1 |
126-12 |
126-04 |
|