ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127-07 |
127-07 |
0-00 |
0.0% |
128-10 |
| High |
127-16 |
127-10 |
-0-06 |
-0.1% |
129-14 |
| Low |
126-16 |
126-07 |
-0-09 |
-0.2% |
127-04 |
| Close |
127-07 |
126-11 |
-0-28 |
-0.7% |
127-05 |
| Range |
1-00 |
1-03 |
0-03 |
9.4% |
2-10 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
270,445 |
190,523 |
-79,922 |
-29.6% |
1,369,307 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-29 |
129-07 |
126-30 |
|
| R3 |
128-26 |
128-04 |
126-21 |
|
| R2 |
127-23 |
127-23 |
126-17 |
|
| R1 |
127-01 |
127-01 |
126-14 |
126-26 |
| PP |
126-20 |
126-20 |
126-20 |
126-17 |
| S1 |
125-30 |
125-30 |
126-08 |
125-24 |
| S2 |
125-17 |
125-17 |
126-05 |
|
| S3 |
124-14 |
124-27 |
126-01 |
|
| S4 |
123-11 |
123-24 |
125-24 |
|
|
| 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 |
126-07 |
3-07 |
2.5% |
1-08 |
1.0% |
4% |
False |
True |
260,737 |
| 10 |
129-14 |
125-07 |
4-07 |
3.3% |
1-08 |
1.0% |
27% |
False |
False |
278,691 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-05 |
0.9% |
27% |
False |
False |
266,483 |
| 40 |
129-14 |
121-06 |
8-08 |
6.5% |
1-08 |
1.0% |
63% |
False |
False |
261,118 |
| 60 |
129-14 |
117-28 |
11-18 |
9.2% |
1-13 |
1.1% |
73% |
False |
False |
199,237 |
| 80 |
129-14 |
113-07 |
16-07 |
12.8% |
1-08 |
1.0% |
81% |
False |
False |
149,546 |
| 100 |
129-14 |
113-06 |
16-08 |
12.9% |
1-03 |
0.9% |
81% |
False |
False |
119,642 |
| 120 |
129-14 |
113-06 |
16-08 |
12.9% |
0-30 |
0.7% |
81% |
False |
False |
99,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
130-06 |
|
1.618 |
129-03 |
|
1.000 |
128-13 |
|
0.618 |
128-00 |
|
HIGH |
127-10 |
|
0.618 |
126-29 |
|
0.500 |
126-24 |
|
0.382 |
126-20 |
|
LOW |
126-07 |
|
0.618 |
125-17 |
|
1.000 |
125-04 |
|
1.618 |
124-14 |
|
2.618 |
123-11 |
|
4.250 |
121-18 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
127-07 |
| PP |
126-20 |
126-30 |
| S1 |
126-16 |
126-20 |
|