ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
128-00 |
127-07 |
-0-25 |
-0.6% |
125-17 |
| High |
128-06 |
127-15 |
-0-23 |
-0.6% |
128-19 |
| Low |
127-04 |
126-11 |
-0-25 |
-0.6% |
125-13 |
| Close |
127-10 |
126-25 |
-0-17 |
-0.4% |
127-05 |
| Range |
1-02 |
1-04 |
0-02 |
5.9% |
3-06 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.8% |
0-00 |
| Volume |
234,048 |
230,509 |
-3,539 |
-1.5% |
1,426,386 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-20 |
127-13 |
|
| R3 |
129-04 |
128-16 |
127-03 |
|
| R2 |
128-00 |
128-00 |
127-00 |
|
| R1 |
127-12 |
127-12 |
126-28 |
127-04 |
| PP |
126-28 |
126-28 |
126-28 |
126-24 |
| S1 |
126-08 |
126-08 |
126-22 |
126-00 |
| S2 |
125-24 |
125-24 |
126-18 |
|
| S3 |
124-20 |
125-04 |
126-15 |
|
| S4 |
123-16 |
124-00 |
126-05 |
|
|
| 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 |
126-11 |
2-08 |
1.8% |
1-04 |
0.9% |
19% |
False |
True |
275,096 |
| 10 |
128-19 |
124-19 |
4-00 |
3.2% |
1-04 |
0.9% |
55% |
False |
False |
269,001 |
| 20 |
128-19 |
122-15 |
6-04 |
4.8% |
1-08 |
1.0% |
70% |
False |
False |
254,231 |
| 40 |
128-19 |
119-04 |
9-15 |
7.5% |
1-12 |
1.1% |
81% |
False |
False |
212,669 |
| 60 |
128-19 |
114-15 |
14-04 |
11.1% |
1-10 |
1.0% |
87% |
False |
False |
142,499 |
| 80 |
128-19 |
113-06 |
15-13 |
12.2% |
1-05 |
0.9% |
88% |
False |
False |
106,887 |
| 100 |
128-19 |
113-06 |
15-13 |
12.2% |
0-31 |
0.8% |
88% |
False |
False |
85,513 |
| 120 |
128-19 |
113-06 |
15-13 |
12.2% |
0-26 |
0.6% |
88% |
False |
False |
71,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-08 |
|
2.618 |
130-13 |
|
1.618 |
129-09 |
|
1.000 |
128-19 |
|
0.618 |
128-05 |
|
HIGH |
127-15 |
|
0.618 |
127-01 |
|
0.500 |
126-29 |
|
0.382 |
126-25 |
|
LOW |
126-11 |
|
0.618 |
125-21 |
|
1.000 |
125-07 |
|
1.618 |
124-17 |
|
2.618 |
123-13 |
|
4.250 |
121-18 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-29 |
127-08 |
| PP |
126-28 |
127-03 |
| S1 |
126-26 |
126-30 |
|