ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
113-22 |
-0-10 |
-0.3% |
113-16 |
| High |
114-01 |
114-05 |
0-04 |
0.1% |
114-14 |
| Low |
113-05 |
113-12 |
0-07 |
0.2% |
113-05 |
| Close |
113-31 |
113-21 |
-0-10 |
-0.3% |
113-31 |
| Range |
0-28 |
0-25 |
-0-03 |
-10.7% |
1-09 |
| ATR |
0-24 |
0-24 |
0-00 |
0.3% |
0-00 |
| Volume |
57 |
112 |
55 |
96.5% |
141 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-02 |
115-21 |
114-03 |
|
| R3 |
115-09 |
114-28 |
113-28 |
|
| R2 |
114-16 |
114-16 |
113-26 |
|
| R1 |
114-03 |
114-03 |
113-23 |
113-29 |
| PP |
113-23 |
113-23 |
113-23 |
113-20 |
| S1 |
113-10 |
113-10 |
113-19 |
113-04 |
| S2 |
112-30 |
112-30 |
113-16 |
|
| S3 |
112-05 |
112-17 |
113-14 |
|
| S4 |
111-12 |
111-24 |
113-07 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-22 |
117-04 |
114-22 |
|
| R3 |
116-13 |
115-27 |
114-10 |
|
| R2 |
115-04 |
115-04 |
114-07 |
|
| R1 |
114-18 |
114-18 |
114-03 |
114-27 |
| PP |
113-27 |
113-27 |
113-27 |
114-00 |
| S1 |
113-09 |
113-09 |
113-27 |
113-18 |
| S2 |
112-18 |
112-18 |
113-23 |
|
| S3 |
111-09 |
112-00 |
113-20 |
|
| S4 |
110-00 |
110-23 |
113-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-15 |
|
2.618 |
116-06 |
|
1.618 |
115-13 |
|
1.000 |
114-30 |
|
0.618 |
114-20 |
|
HIGH |
114-05 |
|
0.618 |
113-27 |
|
0.500 |
113-24 |
|
0.382 |
113-22 |
|
LOW |
113-12 |
|
0.618 |
112-29 |
|
1.000 |
112-19 |
|
1.618 |
112-04 |
|
2.618 |
111-11 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
113-24 |
113-26 |
| PP |
113-23 |
113-24 |
| S1 |
113-22 |
113-22 |
|