ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-20 |
127-12 |
0-24 |
0.6% |
126-07 |
| High |
127-26 |
128-15 |
0-21 |
0.5% |
128-15 |
| Low |
126-05 |
127-08 |
1-03 |
0.9% |
125-07 |
| Close |
127-21 |
128-03 |
0-14 |
0.3% |
128-03 |
| Range |
1-21 |
1-07 |
-0-14 |
-26.4% |
3-08 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.3% |
0-00 |
| Volume |
358,147 |
359,704 |
1,557 |
0.4% |
1,337,661 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
131-02 |
128-24 |
|
| R3 |
130-12 |
129-27 |
128-14 |
|
| R2 |
129-05 |
129-05 |
128-10 |
|
| R1 |
128-20 |
128-20 |
128-07 |
128-28 |
| PP |
127-30 |
127-30 |
127-30 |
128-02 |
| S1 |
127-13 |
127-13 |
127-31 |
127-22 |
| S2 |
126-23 |
126-23 |
127-28 |
|
| S3 |
125-16 |
126-06 |
127-24 |
|
| S4 |
124-09 |
124-31 |
127-14 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-00 |
135-26 |
129-28 |
|
| R3 |
133-24 |
132-18 |
129-00 |
|
| R2 |
130-16 |
130-16 |
128-22 |
|
| R1 |
129-10 |
129-10 |
128-13 |
129-29 |
| PP |
127-08 |
127-08 |
127-08 |
127-18 |
| S1 |
126-02 |
126-02 |
127-25 |
126-21 |
| S2 |
124-00 |
124-00 |
127-16 |
|
| S3 |
120-24 |
122-26 |
127-06 |
|
| S4 |
117-16 |
119-18 |
126-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-15 |
125-07 |
3-08 |
2.5% |
1-11 |
1.0% |
88% |
True |
False |
267,532 |
| 10 |
128-15 |
125-07 |
3-08 |
2.5% |
1-06 |
0.9% |
88% |
True |
False |
265,801 |
| 20 |
128-19 |
122-21 |
5-30 |
4.6% |
1-06 |
0.9% |
92% |
False |
False |
259,133 |
| 40 |
128-19 |
121-06 |
7-13 |
5.8% |
1-10 |
1.0% |
93% |
False |
False |
250,463 |
| 60 |
128-19 |
115-24 |
12-27 |
10.0% |
1-12 |
1.1% |
96% |
False |
False |
168,841 |
| 80 |
128-19 |
113-06 |
15-13 |
12.0% |
1-06 |
0.9% |
97% |
False |
False |
126,670 |
| 100 |
128-19 |
113-06 |
15-13 |
12.0% |
1-00 |
0.8% |
97% |
False |
False |
101,340 |
| 120 |
128-19 |
113-06 |
15-13 |
12.0% |
0-28 |
0.7% |
97% |
False |
False |
84,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-21 |
|
2.618 |
131-21 |
|
1.618 |
130-14 |
|
1.000 |
129-22 |
|
0.618 |
129-07 |
|
HIGH |
128-15 |
|
0.618 |
128-00 |
|
0.500 |
127-28 |
|
0.382 |
127-23 |
|
LOW |
127-08 |
|
0.618 |
126-16 |
|
1.000 |
126-01 |
|
1.618 |
125-09 |
|
2.618 |
124-02 |
|
4.250 |
122-02 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-22 |
| PP |
127-30 |
127-08 |
| S1 |
127-28 |
126-27 |
|