ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
127-05 |
0-23 |
0.6% |
127-02 |
| High |
127-13 |
128-12 |
0-31 |
0.8% |
128-12 |
| Low |
126-14 |
126-30 |
0-16 |
0.4% |
126-07 |
| Close |
126-31 |
128-04 |
1-05 |
0.9% |
128-04 |
| Range |
0-31 |
1-14 |
0-15 |
48.4% |
2-05 |
| ATR |
1-00 |
1-01 |
0-01 |
3.0% |
0-00 |
| Volume |
790 |
932 |
142 |
18.0% |
3,094 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-04 |
131-18 |
128-29 |
|
| R3 |
130-22 |
130-04 |
128-17 |
|
| R2 |
129-08 |
129-08 |
128-12 |
|
| R1 |
128-22 |
128-22 |
128-08 |
128-31 |
| PP |
127-26 |
127-26 |
127-26 |
127-30 |
| S1 |
127-08 |
127-08 |
128-00 |
127-17 |
| S2 |
126-12 |
126-12 |
127-28 |
|
| S3 |
124-30 |
125-26 |
127-23 |
|
| S4 |
123-16 |
124-12 |
127-11 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
133-08 |
129-10 |
|
| R3 |
131-28 |
131-03 |
128-23 |
|
| R2 |
129-23 |
129-23 |
128-17 |
|
| R1 |
128-30 |
128-30 |
128-10 |
129-10 |
| PP |
127-18 |
127-18 |
127-18 |
127-25 |
| S1 |
126-25 |
126-25 |
127-30 |
127-06 |
| S2 |
125-13 |
125-13 |
127-23 |
|
| S3 |
123-08 |
124-20 |
127-17 |
|
| S4 |
121-03 |
122-15 |
126-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
132-04 |
|
1.618 |
130-22 |
|
1.000 |
129-26 |
|
0.618 |
129-08 |
|
HIGH |
128-12 |
|
0.618 |
127-26 |
|
0.500 |
127-21 |
|
0.382 |
127-16 |
|
LOW |
126-30 |
|
0.618 |
126-02 |
|
1.000 |
125-16 |
|
1.618 |
124-20 |
|
2.618 |
123-06 |
|
4.250 |
120-26 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-31 |
127-28 |
| PP |
127-26 |
127-20 |
| S1 |
127-21 |
127-12 |
|