ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
125-16 |
125-18 |
0-02 |
0.0% |
125-26 |
| High |
125-18 |
127-11 |
1-25 |
1.4% |
127-11 |
| Low |
124-28 |
125-18 |
0-22 |
0.6% |
124-22 |
| Close |
125-15 |
127-10 |
1-27 |
1.5% |
127-10 |
| Range |
0-22 |
1-25 |
1-03 |
159.1% |
2-21 |
| ATR |
0-30 |
1-00 |
0-02 |
7.1% |
0-00 |
| Volume |
474 |
927 |
453 |
95.6% |
2,874 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-03 |
131-15 |
128-09 |
|
| R3 |
130-10 |
129-22 |
127-26 |
|
| R2 |
128-17 |
128-17 |
127-20 |
|
| R1 |
127-29 |
127-29 |
127-15 |
128-07 |
| PP |
126-24 |
126-24 |
126-24 |
126-28 |
| S1 |
126-04 |
126-04 |
127-05 |
126-14 |
| S2 |
124-31 |
124-31 |
127-00 |
|
| S3 |
123-06 |
124-11 |
126-26 |
|
| S4 |
121-13 |
122-18 |
126-11 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-13 |
133-17 |
128-25 |
|
| R3 |
131-24 |
130-28 |
128-01 |
|
| R2 |
129-03 |
129-03 |
127-26 |
|
| R1 |
128-07 |
128-07 |
127-18 |
128-21 |
| PP |
126-14 |
126-14 |
126-14 |
126-22 |
| S1 |
125-18 |
125-18 |
127-02 |
126-00 |
| S2 |
123-25 |
123-25 |
126-26 |
|
| S3 |
121-04 |
122-29 |
126-19 |
|
| S4 |
118-15 |
120-08 |
125-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
132-00 |
|
1.618 |
130-07 |
|
1.000 |
129-04 |
|
0.618 |
128-14 |
|
HIGH |
127-11 |
|
0.618 |
126-21 |
|
0.500 |
126-14 |
|
0.382 |
126-08 |
|
LOW |
125-18 |
|
0.618 |
124-15 |
|
1.000 |
123-25 |
|
1.618 |
122-22 |
|
2.618 |
120-29 |
|
4.250 |
118-00 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-01 |
126-28 |
| PP |
126-24 |
126-14 |
| S1 |
126-14 |
126-00 |
|