ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-23 |
122-29 |
-0-26 |
-0.7% |
124-09 |
| High |
124-02 |
123-04 |
-0-30 |
-0.8% |
126-15 |
| Low |
122-25 |
121-28 |
-0-29 |
-0.7% |
122-21 |
| Close |
122-29 |
122-16 |
-0-13 |
-0.3% |
123-07 |
| Range |
1-09 |
1-08 |
-0-01 |
-2.4% |
3-26 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.2% |
0-00 |
| Volume |
49,679 |
29,441 |
-20,238 |
-40.7% |
2,906,207 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-08 |
125-20 |
123-06 |
|
| R3 |
125-00 |
124-12 |
122-27 |
|
| R2 |
123-24 |
123-24 |
122-23 |
|
| R1 |
123-04 |
123-04 |
122-20 |
122-26 |
| PP |
122-16 |
122-16 |
122-16 |
122-11 |
| S1 |
121-28 |
121-28 |
122-12 |
121-18 |
| S2 |
121-08 |
121-08 |
122-09 |
|
| S3 |
120-00 |
120-20 |
122-05 |
|
| S4 |
118-24 |
119-12 |
121-26 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-18 |
133-06 |
125-10 |
|
| R3 |
131-24 |
129-12 |
124-09 |
|
| R2 |
127-30 |
127-30 |
123-29 |
|
| R1 |
125-18 |
125-18 |
123-18 |
124-27 |
| PP |
124-04 |
124-04 |
124-04 |
123-24 |
| S1 |
121-24 |
121-24 |
122-28 |
121-01 |
| S2 |
120-10 |
120-10 |
122-17 |
|
| S3 |
116-16 |
117-30 |
122-05 |
|
| S4 |
112-22 |
114-04 |
121-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-26 |
121-28 |
2-30 |
2.4% |
1-12 |
1.1% |
21% |
False |
True |
284,611 |
| 10 |
126-15 |
121-28 |
4-19 |
3.8% |
1-17 |
1.2% |
14% |
False |
True |
411,018 |
| 20 |
126-15 |
119-26 |
6-21 |
5.4% |
1-23 |
1.4% |
40% |
False |
False |
421,837 |
| 40 |
126-15 |
115-03 |
11-12 |
9.3% |
1-10 |
1.1% |
65% |
False |
False |
356,166 |
| 60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-06 |
1.0% |
68% |
False |
False |
316,896 |
| 80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-04 |
0.9% |
68% |
False |
False |
270,762 |
| 100 |
126-15 |
113-18 |
12-29 |
10.5% |
1-02 |
0.9% |
69% |
False |
False |
216,860 |
| 120 |
126-15 |
113-05 |
13-10 |
10.9% |
1-00 |
0.8% |
70% |
False |
False |
180,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
126-13 |
|
1.618 |
125-05 |
|
1.000 |
124-12 |
|
0.618 |
123-29 |
|
HIGH |
123-04 |
|
0.618 |
122-21 |
|
0.500 |
122-16 |
|
0.382 |
122-11 |
|
LOW |
121-28 |
|
0.618 |
121-03 |
|
1.000 |
120-20 |
|
1.618 |
119-27 |
|
2.618 |
118-19 |
|
4.250 |
116-18 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
123-02 |
| PP |
122-16 |
122-28 |
| S1 |
122-16 |
122-22 |
|