ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-29 |
123-10 |
-0-19 |
-0.5% |
125-00 |
| High |
124-13 |
124-09 |
-0-04 |
-0.1% |
125-15 |
| Low |
123-03 |
123-10 |
0-07 |
0.2% |
123-03 |
| Close |
123-10 |
123-22 |
0-12 |
0.3% |
124-22 |
| Range |
1-10 |
0-31 |
-0-11 |
-26.2% |
2-12 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.4% |
0-00 |
| Volume |
4,241 |
3,493 |
-748 |
-17.6% |
58,932 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-21 |
126-05 |
124-07 |
|
| R3 |
125-22 |
125-06 |
123-31 |
|
| R2 |
124-23 |
124-23 |
123-28 |
|
| R1 |
124-07 |
124-07 |
123-25 |
124-15 |
| PP |
123-24 |
123-24 |
123-24 |
123-28 |
| S1 |
123-08 |
123-08 |
123-19 |
123-16 |
| S2 |
122-25 |
122-25 |
123-16 |
|
| S3 |
121-26 |
122-09 |
123-13 |
|
| S4 |
120-27 |
121-10 |
123-05 |
|
|
| 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 |
125-01 |
123-03 |
1-30 |
1.6% |
1-10 |
1.1% |
31% |
False |
False |
6,431 |
| 10 |
125-15 |
121-28 |
3-19 |
2.9% |
1-09 |
1.0% |
50% |
False |
False |
12,423 |
| 20 |
126-15 |
121-28 |
4-19 |
3.7% |
1-13 |
1.1% |
39% |
False |
False |
229,397 |
| 40 |
126-15 |
116-20 |
9-27 |
8.0% |
1-14 |
1.2% |
72% |
False |
False |
296,083 |
| 60 |
126-15 |
114-06 |
12-09 |
9.9% |
1-08 |
1.0% |
77% |
False |
False |
283,219 |
| 80 |
126-15 |
114-06 |
12-09 |
9.9% |
1-05 |
0.9% |
77% |
False |
False |
270,883 |
| 100 |
126-15 |
114-06 |
12-09 |
9.9% |
1-03 |
0.9% |
77% |
False |
False |
217,788 |
| 120 |
126-15 |
113-05 |
13-10 |
10.8% |
1-01 |
0.8% |
79% |
False |
False |
181,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-13 |
|
2.618 |
126-26 |
|
1.618 |
125-27 |
|
1.000 |
125-08 |
|
0.618 |
124-28 |
|
HIGH |
124-09 |
|
0.618 |
123-29 |
|
0.500 |
123-26 |
|
0.382 |
123-22 |
|
LOW |
123-10 |
|
0.618 |
122-23 |
|
1.000 |
122-11 |
|
1.618 |
121-24 |
|
2.618 |
120-25 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-26 |
123-24 |
| PP |
123-24 |
123-23 |
| S1 |
123-23 |
123-23 |
|