ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
124-29 |
124-03 |
-0-26 |
-0.7% |
125-30 |
| High |
125-08 |
125-08 |
0-00 |
0.0% |
126-24 |
| Low |
123-27 |
124-03 |
0-08 |
0.2% |
124-24 |
| Close |
124-02 |
125-06 |
1-04 |
0.9% |
124-28 |
| Range |
1-13 |
1-05 |
-0-08 |
-17.8% |
2-00 |
| ATR |
0-30 |
0-31 |
0-01 |
1.9% |
0-00 |
| Volume |
127 |
72 |
-55 |
-43.3% |
656 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-10 |
127-29 |
125-26 |
|
| R3 |
127-05 |
126-24 |
125-16 |
|
| R2 |
126-00 |
126-00 |
125-13 |
|
| R1 |
125-19 |
125-19 |
125-09 |
125-26 |
| PP |
124-27 |
124-27 |
124-27 |
124-30 |
| S1 |
124-14 |
124-14 |
125-03 |
124-20 |
| S2 |
123-22 |
123-22 |
124-31 |
|
| S3 |
122-17 |
123-09 |
124-28 |
|
| S4 |
121-12 |
122-04 |
124-18 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-05 |
125-31 |
|
| R3 |
129-15 |
128-05 |
125-14 |
|
| R2 |
127-15 |
127-15 |
125-08 |
|
| R1 |
126-05 |
126-05 |
125-02 |
125-26 |
| PP |
125-15 |
125-15 |
125-15 |
125-09 |
| S1 |
124-05 |
124-05 |
124-22 |
123-26 |
| S2 |
123-15 |
123-15 |
124-16 |
|
| S3 |
121-15 |
122-05 |
124-10 |
|
| S4 |
119-15 |
120-05 |
123-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-05 |
|
2.618 |
128-09 |
|
1.618 |
127-04 |
|
1.000 |
126-13 |
|
0.618 |
125-31 |
|
HIGH |
125-08 |
|
0.618 |
124-26 |
|
0.500 |
124-22 |
|
0.382 |
124-17 |
|
LOW |
124-03 |
|
0.618 |
123-12 |
|
1.000 |
122-30 |
|
1.618 |
122-07 |
|
2.618 |
121-02 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-00 |
| PP |
124-27 |
124-27 |
| S1 |
124-22 |
124-22 |
|