ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
128-02 |
127-07 |
-0-27 |
-0.7% |
128-10 |
| High |
128-07 |
127-16 |
-0-23 |
-0.6% |
129-14 |
| Low |
127-04 |
126-16 |
-0-20 |
-0.5% |
127-04 |
| Close |
127-05 |
127-07 |
0-02 |
0.0% |
127-05 |
| Range |
1-03 |
1-00 |
-0-03 |
-8.6% |
2-10 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.4% |
0-00 |
| Volume |
235,296 |
270,445 |
35,149 |
14.9% |
1,369,307 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-02 |
129-21 |
127-25 |
|
| R3 |
129-02 |
128-21 |
127-16 |
|
| R2 |
128-02 |
128-02 |
127-13 |
|
| R1 |
127-21 |
127-21 |
127-10 |
127-23 |
| PP |
127-02 |
127-02 |
127-02 |
127-04 |
| S1 |
126-21 |
126-21 |
127-04 |
126-23 |
| S2 |
126-02 |
126-02 |
127-01 |
|
| S3 |
125-02 |
125-21 |
126-30 |
|
| S4 |
124-02 |
124-21 |
126-21 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-27 |
133-10 |
128-14 |
|
| R3 |
132-17 |
131-00 |
127-25 |
|
| R2 |
130-07 |
130-07 |
127-19 |
|
| R1 |
128-22 |
128-22 |
127-12 |
128-10 |
| PP |
127-29 |
127-29 |
127-29 |
127-23 |
| S1 |
126-12 |
126-12 |
126-30 |
126-00 |
| S2 |
125-19 |
125-19 |
126-23 |
|
| S3 |
123-09 |
124-02 |
126-17 |
|
| S4 |
120-31 |
121-24 |
125-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-14 |
126-16 |
2-30 |
2.3% |
1-07 |
1.0% |
24% |
False |
True |
267,074 |
| 10 |
129-14 |
125-07 |
4-07 |
3.3% |
1-09 |
1.0% |
47% |
False |
False |
280,733 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-05 |
0.9% |
47% |
False |
False |
268,924 |
| 40 |
129-14 |
121-06 |
8-08 |
6.5% |
1-08 |
1.0% |
73% |
False |
False |
262,649 |
| 60 |
129-14 |
117-18 |
11-28 |
9.3% |
1-13 |
1.1% |
81% |
False |
False |
196,093 |
| 80 |
129-14 |
113-06 |
16-08 |
12.8% |
1-08 |
1.0% |
86% |
False |
False |
147,164 |
| 100 |
129-14 |
113-06 |
16-08 |
12.8% |
1-02 |
0.8% |
86% |
False |
False |
117,737 |
| 120 |
129-14 |
113-06 |
16-08 |
12.8% |
0-30 |
0.7% |
86% |
False |
False |
98,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-24 |
|
2.618 |
130-04 |
|
1.618 |
129-04 |
|
1.000 |
128-16 |
|
0.618 |
128-04 |
|
HIGH |
127-16 |
|
0.618 |
127-04 |
|
0.500 |
127-00 |
|
0.382 |
126-28 |
|
LOW |
126-16 |
|
0.618 |
125-28 |
|
1.000 |
125-16 |
|
1.618 |
124-28 |
|
2.618 |
123-28 |
|
4.250 |
122-08 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-05 |
127-28 |
| PP |
127-02 |
127-21 |
| S1 |
127-00 |
127-14 |
|