ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
126-28 |
0-16 |
0.4% |
128-10 |
| High |
126-31 |
127-04 |
0-05 |
0.1% |
129-14 |
| Low |
126-01 |
126-07 |
0-06 |
0.1% |
127-04 |
| Close |
126-27 |
126-28 |
0-01 |
0.0% |
127-05 |
| Range |
0-30 |
0-29 |
-0-01 |
-3.3% |
2-10 |
| ATR |
1-06 |
1-06 |
-0-01 |
-1.8% |
0-00 |
| Volume |
242,334 |
290,002 |
47,668 |
19.7% |
1,369,307 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-15 |
129-02 |
127-12 |
|
| R3 |
128-18 |
128-05 |
127-04 |
|
| R2 |
127-21 |
127-21 |
127-01 |
|
| R1 |
127-08 |
127-08 |
126-31 |
127-10 |
| PP |
126-24 |
126-24 |
126-24 |
126-25 |
| S1 |
126-11 |
126-11 |
126-25 |
126-14 |
| S2 |
125-27 |
125-27 |
126-23 |
|
| S3 |
124-30 |
125-14 |
126-20 |
|
| S4 |
124-01 |
124-17 |
126-12 |
|
|
| 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 |
128-07 |
126-01 |
2-06 |
1.7% |
1-00 |
0.8% |
39% |
False |
False |
245,720 |
| 10 |
129-14 |
126-01 |
3-13 |
2.7% |
1-04 |
0.9% |
25% |
False |
False |
272,231 |
| 20 |
129-14 |
125-07 |
4-07 |
3.3% |
1-05 |
0.9% |
39% |
False |
False |
266,044 |
| 40 |
129-14 |
121-06 |
8-08 |
6.5% |
1-08 |
1.0% |
69% |
False |
False |
260,595 |
| 60 |
129-14 |
119-04 |
10-10 |
8.1% |
1-13 |
1.1% |
75% |
False |
False |
208,060 |
| 80 |
129-14 |
113-31 |
15-15 |
12.2% |
1-08 |
1.0% |
83% |
False |
False |
156,198 |
| 100 |
129-14 |
113-06 |
16-08 |
12.8% |
1-03 |
0.9% |
84% |
False |
False |
124,965 |
| 120 |
129-14 |
113-06 |
16-08 |
12.8% |
0-30 |
0.7% |
84% |
False |
False |
104,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-31 |
|
2.618 |
129-16 |
|
1.618 |
128-19 |
|
1.000 |
128-01 |
|
0.618 |
127-22 |
|
HIGH |
127-04 |
|
0.618 |
126-25 |
|
0.500 |
126-22 |
|
0.382 |
126-18 |
|
LOW |
126-07 |
|
0.618 |
125-21 |
|
1.000 |
125-10 |
|
1.618 |
124-24 |
|
2.618 |
123-27 |
|
4.250 |
122-12 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-26 |
126-26 |
| PP |
126-24 |
126-24 |
| S1 |
126-22 |
126-22 |
|