ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
124-03 |
125-10 |
1-07 |
1.0% |
125-30 |
High |
125-08 |
126-10 |
1-02 |
0.8% |
126-24 |
Low |
124-03 |
124-27 |
0-24 |
0.6% |
124-24 |
Close |
125-06 |
126-08 |
1-02 |
0.8% |
124-28 |
Range |
1-05 |
1-15 |
0-10 |
27.0% |
2-00 |
ATR |
0-31 |
1-00 |
0-01 |
3.8% |
0-00 |
Volume |
72 |
223 |
151 |
209.7% |
656 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-07 |
129-22 |
127-02 |
|
R3 |
128-24 |
128-07 |
126-21 |
|
R2 |
127-09 |
127-09 |
126-17 |
|
R1 |
126-24 |
126-24 |
126-12 |
127-00 |
PP |
125-26 |
125-26 |
125-26 |
125-30 |
S1 |
125-09 |
125-09 |
126-04 |
125-18 |
S2 |
124-11 |
124-11 |
125-31 |
|
S3 |
122-28 |
123-26 |
125-27 |
|
S4 |
121-13 |
122-11 |
125-14 |
|
|
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 |
132-18 |
2.618 |
130-05 |
1.618 |
128-22 |
1.000 |
127-25 |
0.618 |
127-07 |
HIGH |
126-10 |
0.618 |
125-24 |
0.500 |
125-18 |
0.382 |
125-13 |
LOW |
124-27 |
0.618 |
123-30 |
1.000 |
123-12 |
1.618 |
122-15 |
2.618 |
121-00 |
4.250 |
118-19 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
126-01 |
125-28 |
PP |
125-26 |
125-15 |
S1 |
125-18 |
125-02 |
|