ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
123-09 |
-1-23 |
-1.4% |
125-00 |
| High |
125-01 |
124-22 |
-0-11 |
-0.3% |
125-15 |
| Low |
123-03 |
123-08 |
0-05 |
0.1% |
123-03 |
| Close |
123-03 |
124-22 |
1-19 |
1.3% |
124-22 |
| Range |
1-30 |
1-14 |
-0-16 |
-25.8% |
2-12 |
| ATR |
1-15 |
1-15 |
0-00 |
0.7% |
0-00 |
| Volume |
12,615 |
9,221 |
-3,394 |
-26.9% |
58,932 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
128-01 |
125-15 |
|
| R3 |
127-03 |
126-19 |
125-03 |
|
| R2 |
125-21 |
125-21 |
124-30 |
|
| R1 |
125-05 |
125-05 |
124-26 |
125-13 |
| PP |
124-07 |
124-07 |
124-07 |
124-10 |
| S1 |
123-23 |
123-23 |
124-18 |
123-31 |
| S2 |
122-25 |
122-25 |
124-14 |
|
| S3 |
121-11 |
122-09 |
124-09 |
|
| S4 |
119-29 |
120-27 |
123-29 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-17 |
130-16 |
126-00 |
|
| R3 |
129-05 |
128-04 |
125-11 |
|
| R2 |
126-25 |
126-25 |
125-04 |
|
| R1 |
125-24 |
125-24 |
124-29 |
125-02 |
| PP |
124-13 |
124-13 |
124-13 |
124-03 |
| S1 |
123-12 |
123-12 |
124-15 |
122-22 |
| S2 |
122-01 |
122-01 |
124-08 |
|
| S3 |
119-21 |
121-00 |
124-01 |
|
| S4 |
117-09 |
118-20 |
123-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-15 |
123-03 |
2-12 |
1.9% |
1-07 |
1.0% |
67% |
False |
False |
11,786 |
| 10 |
125-15 |
121-28 |
3-19 |
2.9% |
1-10 |
1.1% |
78% |
False |
False |
81,171 |
| 20 |
126-15 |
120-24 |
5-23 |
4.6% |
1-16 |
1.2% |
69% |
False |
False |
289,926 |
| 40 |
126-15 |
116-04 |
10-11 |
8.3% |
1-13 |
1.1% |
83% |
False |
False |
316,905 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-07 |
1.0% |
85% |
False |
False |
294,450 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
85% |
False |
False |
271,605 |
| 100 |
126-15 |
114-06 |
12-09 |
9.8% |
1-03 |
0.9% |
85% |
False |
False |
217,693 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
1-01 |
0.8% |
87% |
False |
False |
181,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
128-14 |
|
1.618 |
127-00 |
|
1.000 |
126-04 |
|
0.618 |
125-18 |
|
HIGH |
124-22 |
|
0.618 |
124-04 |
|
0.500 |
123-31 |
|
0.382 |
123-26 |
|
LOW |
123-08 |
|
0.618 |
122-12 |
|
1.000 |
121-26 |
|
1.618 |
120-30 |
|
2.618 |
119-16 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-15 |
| PP |
124-07 |
124-09 |
| S1 |
123-31 |
124-02 |
|