ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-06 |
128-00 |
0-26 |
0.6% |
125-17 |
| High |
128-06 |
128-06 |
0-00 |
0.0% |
128-19 |
| Low |
127-02 |
127-04 |
0-02 |
0.0% |
125-13 |
| Close |
128-00 |
127-10 |
-0-22 |
-0.5% |
127-05 |
| Range |
1-04 |
1-02 |
-0-02 |
-5.6% |
3-06 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
264,993 |
234,048 |
-30,945 |
-11.7% |
1,426,386 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
130-03 |
127-29 |
|
| R3 |
129-21 |
129-01 |
127-19 |
|
| R2 |
128-19 |
128-19 |
127-16 |
|
| R1 |
127-31 |
127-31 |
127-13 |
127-24 |
| PP |
127-17 |
127-17 |
127-17 |
127-14 |
| S1 |
126-29 |
126-29 |
127-07 |
126-22 |
| S2 |
126-15 |
126-15 |
127-04 |
|
| S3 |
125-13 |
125-27 |
127-01 |
|
| S4 |
124-11 |
124-25 |
126-23 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-20 |
135-02 |
128-29 |
|
| R3 |
133-14 |
131-28 |
128-01 |
|
| R2 |
130-08 |
130-08 |
127-24 |
|
| R1 |
128-22 |
128-22 |
127-14 |
129-15 |
| PP |
127-02 |
127-02 |
127-02 |
127-14 |
| S1 |
125-16 |
125-16 |
126-28 |
126-09 |
| S2 |
123-28 |
123-28 |
126-18 |
|
| S3 |
120-22 |
122-10 |
126-09 |
|
| S4 |
117-16 |
119-04 |
125-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-19 |
126-29 |
1-22 |
1.3% |
1-03 |
0.8% |
24% |
False |
False |
296,481 |
| 10 |
128-19 |
124-12 |
4-07 |
3.3% |
1-04 |
0.9% |
70% |
False |
False |
267,652 |
| 20 |
128-19 |
122-15 |
6-04 |
4.8% |
1-08 |
1.0% |
79% |
False |
False |
255,378 |
| 40 |
128-19 |
119-04 |
9-15 |
7.4% |
1-12 |
1.1% |
86% |
False |
False |
206,990 |
| 60 |
128-19 |
114-15 |
14-04 |
11.1% |
1-10 |
1.0% |
91% |
False |
False |
138,661 |
| 80 |
128-19 |
113-06 |
15-13 |
12.1% |
1-04 |
0.9% |
92% |
False |
False |
104,006 |
| 100 |
128-19 |
113-06 |
15-13 |
12.1% |
0-30 |
0.7% |
92% |
False |
False |
83,208 |
| 120 |
128-19 |
113-06 |
15-13 |
12.1% |
0-26 |
0.6% |
92% |
False |
False |
69,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-22 |
|
2.618 |
130-31 |
|
1.618 |
129-29 |
|
1.000 |
129-08 |
|
0.618 |
128-27 |
|
HIGH |
128-06 |
|
0.618 |
127-25 |
|
0.500 |
127-21 |
|
0.382 |
127-17 |
|
LOW |
127-04 |
|
0.618 |
126-15 |
|
1.000 |
126-02 |
|
1.618 |
125-13 |
|
2.618 |
124-11 |
|
4.250 |
122-20 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-21 |
127-22 |
| PP |
127-17 |
127-18 |
| S1 |
127-14 |
127-14 |
|