ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-27 |
125-00 |
0-05 |
0.1% |
123-08 |
| High |
124-31 |
125-01 |
0-02 |
0.1% |
124-30 |
| Low |
124-05 |
123-03 |
-1-02 |
-0.9% |
121-28 |
| Close |
124-28 |
123-03 |
-1-25 |
-1.4% |
124-29 |
| Range |
0-26 |
1-30 |
1-04 |
138.5% |
3-02 |
| ATR |
1-14 |
1-15 |
0-01 |
2.6% |
0-00 |
| Volume |
11,548 |
12,615 |
1,067 |
9.2% |
209,547 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-18 |
128-08 |
124-05 |
|
| R3 |
127-20 |
126-10 |
123-20 |
|
| R2 |
125-22 |
125-22 |
123-14 |
|
| R1 |
124-12 |
124-12 |
123-09 |
124-02 |
| PP |
123-24 |
123-24 |
123-24 |
123-18 |
| S1 |
122-14 |
122-14 |
122-29 |
122-04 |
| S2 |
121-26 |
121-26 |
122-24 |
|
| S3 |
119-28 |
120-16 |
122-18 |
|
| S4 |
117-30 |
118-18 |
122-01 |
|
|
| 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 |
122-18 |
2-29 |
2.4% |
1-13 |
1.1% |
18% |
False |
False |
15,050 |
| 10 |
125-15 |
121-28 |
3-19 |
2.9% |
1-12 |
1.1% |
34% |
False |
False |
149,830 |
| 20 |
126-15 |
119-26 |
6-21 |
5.4% |
1-16 |
1.2% |
49% |
False |
False |
304,618 |
| 40 |
126-15 |
115-15 |
11-00 |
8.9% |
1-13 |
1.1% |
69% |
False |
False |
323,713 |
| 60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-07 |
1.0% |
73% |
False |
False |
298,363 |
| 80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-04 |
0.9% |
73% |
False |
False |
271,535 |
| 100 |
126-15 |
114-06 |
12-09 |
10.0% |
1-03 |
0.9% |
73% |
False |
False |
217,603 |
| 120 |
126-15 |
113-05 |
13-10 |
10.8% |
1-01 |
0.8% |
75% |
False |
False |
181,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-08 |
|
2.618 |
130-03 |
|
1.618 |
128-05 |
|
1.000 |
126-31 |
|
0.618 |
126-07 |
|
HIGH |
125-01 |
|
0.618 |
124-09 |
|
0.500 |
124-02 |
|
0.382 |
123-27 |
|
LOW |
123-03 |
|
0.618 |
121-29 |
|
1.000 |
121-05 |
|
1.618 |
119-31 |
|
2.618 |
118-01 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-02 |
124-06 |
| PP |
123-24 |
123-27 |
| S1 |
123-13 |
123-15 |
|