ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
125-10 |
124-27 |
-0-15 |
-0.4% |
123-08 |
| High |
125-10 |
124-31 |
-0-11 |
-0.3% |
124-30 |
| Low |
124-22 |
124-05 |
-0-17 |
-0.4% |
121-28 |
| Close |
125-03 |
124-28 |
-0-07 |
-0.2% |
124-29 |
| Range |
0-20 |
0-26 |
0-06 |
30.0% |
3-02 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.6% |
0-00 |
| Volume |
11,962 |
11,548 |
-414 |
-3.5% |
209,547 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-26 |
125-10 |
|
| R3 |
126-09 |
126-00 |
125-03 |
|
| R2 |
125-15 |
125-15 |
125-01 |
|
| R1 |
125-06 |
125-06 |
124-30 |
125-10 |
| PP |
124-21 |
124-21 |
124-21 |
124-24 |
| S1 |
124-12 |
124-12 |
124-26 |
124-16 |
| S2 |
123-27 |
123-27 |
124-23 |
|
| S3 |
123-01 |
123-18 |
124-21 |
|
| S4 |
122-07 |
122-24 |
124-14 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
132-02 |
126-19 |
|
| R3 |
130-01 |
129-00 |
125-24 |
|
| R2 |
126-31 |
126-31 |
125-15 |
|
| R1 |
125-30 |
125-30 |
125-06 |
126-14 |
| PP |
123-29 |
123-29 |
123-29 |
124-05 |
| S1 |
122-28 |
122-28 |
124-20 |
123-12 |
| S2 |
120-27 |
120-27 |
124-11 |
|
| S3 |
117-25 |
119-26 |
124-02 |
|
| S4 |
114-23 |
116-24 |
123-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-15 |
121-28 |
3-19 |
2.9% |
1-08 |
1.0% |
83% |
False |
False |
18,415 |
| 10 |
125-15 |
121-28 |
3-19 |
2.9% |
1-10 |
1.1% |
83% |
False |
False |
217,761 |
| 20 |
126-15 |
119-26 |
6-21 |
5.3% |
1-15 |
1.2% |
76% |
False |
False |
319,852 |
| 40 |
126-15 |
115-15 |
11-00 |
8.8% |
1-12 |
1.1% |
86% |
False |
False |
330,209 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-06 |
1.0% |
87% |
False |
False |
301,395 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
87% |
False |
False |
271,392 |
| 100 |
126-15 |
114-06 |
12-09 |
9.8% |
1-02 |
0.9% |
87% |
False |
False |
217,480 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
1-01 |
0.8% |
88% |
False |
False |
181,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
127-03 |
|
1.618 |
126-09 |
|
1.000 |
125-25 |
|
0.618 |
125-15 |
|
HIGH |
124-31 |
|
0.618 |
124-21 |
|
0.500 |
124-18 |
|
0.382 |
124-15 |
|
LOW |
124-05 |
|
0.618 |
123-21 |
|
1.000 |
123-11 |
|
1.618 |
122-27 |
|
2.618 |
122-01 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-25 |
124-27 |
| PP |
124-21 |
124-27 |
| S1 |
124-18 |
124-26 |
|