ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-20 |
122-20 |
0-00 |
0.0% |
123-30 |
| High |
123-01 |
123-25 |
0-24 |
0.6% |
126-05 |
| Low |
122-10 |
122-10 |
0-00 |
0.0% |
122-05 |
| Close |
122-23 |
122-25 |
0-02 |
0.1% |
122-21 |
| Range |
0-23 |
1-15 |
0-24 |
104.3% |
4-00 |
| ATR |
1-14 |
1-14 |
0-00 |
0.1% |
0-00 |
| Volume |
251,746 |
251,746 |
0 |
0.0% |
1,114,433 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-17 |
123-19 |
|
| R3 |
125-29 |
125-02 |
123-06 |
|
| R2 |
124-14 |
124-14 |
123-02 |
|
| R1 |
123-19 |
123-19 |
122-29 |
124-00 |
| PP |
122-31 |
122-31 |
122-31 |
123-05 |
| S1 |
122-04 |
122-04 |
122-21 |
122-18 |
| S2 |
121-16 |
121-16 |
122-16 |
|
| S3 |
120-01 |
120-21 |
122-12 |
|
| S4 |
118-18 |
119-06 |
121-31 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
133-05 |
124-27 |
|
| R3 |
131-21 |
129-05 |
123-24 |
|
| R2 |
127-21 |
127-21 |
123-12 |
|
| R1 |
125-05 |
125-05 |
123-01 |
124-13 |
| PP |
123-21 |
123-21 |
123-21 |
123-09 |
| S1 |
121-05 |
121-05 |
122-09 |
120-13 |
| S2 |
119-21 |
119-21 |
121-30 |
|
| S3 |
115-21 |
117-05 |
121-18 |
|
| S4 |
111-21 |
113-05 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-29 |
122-05 |
2-24 |
2.2% |
1-11 |
1.1% |
23% |
False |
False |
285,509 |
| 10 |
126-05 |
121-28 |
4-09 |
3.5% |
1-16 |
1.2% |
21% |
False |
False |
169,366 |
| 20 |
126-05 |
119-04 |
7-01 |
5.7% |
1-23 |
1.4% |
52% |
False |
False |
88,026 |
| 40 |
126-05 |
113-09 |
12-28 |
10.5% |
1-08 |
1.0% |
74% |
False |
False |
44,264 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
1-00 |
0.8% |
74% |
False |
False |
29,520 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-25 |
0.6% |
74% |
False |
False |
22,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-01 |
|
2.618 |
127-20 |
|
1.618 |
126-05 |
|
1.000 |
125-08 |
|
0.618 |
124-22 |
|
HIGH |
123-25 |
|
0.618 |
123-07 |
|
0.500 |
123-02 |
|
0.382 |
122-28 |
|
LOW |
122-10 |
|
0.618 |
121-13 |
|
1.000 |
120-27 |
|
1.618 |
119-30 |
|
2.618 |
118-15 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-02 |
123-00 |
| PP |
122-31 |
122-29 |
| S1 |
122-28 |
122-27 |
|