ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128-18 |
127-20 |
-0-30 |
-0.7% |
127-07 |
| High |
128-19 |
128-21 |
0-02 |
0.0% |
128-24 |
| Low |
127-18 |
127-20 |
0-02 |
0.0% |
126-01 |
| Close |
127-20 |
128-13 |
0-25 |
0.6% |
128-23 |
| Range |
1-01 |
1-01 |
0-00 |
0.0% |
2-23 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
372,291 |
230,245 |
-142,046 |
-38.2% |
1,304,480 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
130-29 |
128-31 |
|
| R3 |
130-09 |
129-28 |
128-22 |
|
| R2 |
129-08 |
129-08 |
128-19 |
|
| R1 |
128-27 |
128-27 |
128-16 |
129-02 |
| PP |
128-07 |
128-07 |
128-07 |
128-11 |
| S1 |
127-26 |
127-26 |
128-10 |
128-00 |
| S2 |
127-06 |
127-06 |
128-07 |
|
| S3 |
126-05 |
126-25 |
128-04 |
|
| S4 |
125-04 |
125-24 |
127-27 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
135-02 |
130-07 |
|
| R3 |
133-09 |
132-11 |
129-15 |
|
| R2 |
130-18 |
130-18 |
129-07 |
|
| R1 |
129-20 |
129-20 |
128-31 |
130-03 |
| PP |
127-27 |
127-27 |
127-27 |
128-02 |
| S1 |
126-29 |
126-29 |
128-15 |
127-12 |
| S2 |
125-04 |
125-04 |
128-07 |
|
| S3 |
122-13 |
124-06 |
127-31 |
|
| S4 |
119-22 |
121-15 |
127-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-24 |
126-01 |
2-23 |
2.1% |
1-05 |
0.9% |
87% |
False |
False |
289,209 |
| 10 |
129-14 |
126-01 |
3-13 |
2.7% |
1-06 |
0.9% |
70% |
False |
False |
274,973 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-06 |
0.9% |
76% |
False |
False |
266,184 |
| 40 |
129-14 |
122-15 |
6-31 |
5.4% |
1-07 |
0.9% |
85% |
False |
False |
261,167 |
| 60 |
129-14 |
119-04 |
10-10 |
8.0% |
1-10 |
1.0% |
90% |
False |
False |
222,913 |
| 80 |
129-14 |
114-15 |
14-31 |
11.7% |
1-09 |
1.0% |
93% |
False |
False |
167,616 |
| 100 |
129-14 |
113-06 |
16-08 |
12.7% |
1-04 |
0.9% |
94% |
False |
False |
134,101 |
| 120 |
129-14 |
113-06 |
16-08 |
12.7% |
0-31 |
0.8% |
94% |
False |
False |
111,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-01 |
|
2.618 |
131-11 |
|
1.618 |
130-10 |
|
1.000 |
129-22 |
|
0.618 |
129-09 |
|
HIGH |
128-21 |
|
0.618 |
128-08 |
|
0.500 |
128-04 |
|
0.382 |
128-01 |
|
LOW |
127-20 |
|
0.618 |
127-00 |
|
1.000 |
126-19 |
|
1.618 |
125-31 |
|
2.618 |
124-30 |
|
4.250 |
123-08 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-10 |
128-07 |
| PP |
128-07 |
128-01 |
| S1 |
128-04 |
127-27 |
|