ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-20 |
123-06 |
0-18 |
0.5% |
123-30 |
| High |
123-25 |
123-16 |
-0-09 |
-0.2% |
126-05 |
| Low |
122-10 |
122-05 |
-0-05 |
-0.1% |
122-05 |
| Close |
122-25 |
122-10 |
-0-15 |
-0.4% |
122-21 |
| Range |
1-15 |
1-11 |
-0-04 |
-8.5% |
4-00 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.5% |
0-00 |
| Volume |
251,746 |
301,529 |
49,783 |
19.8% |
1,114,433 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
125-27 |
123-02 |
|
| R3 |
125-11 |
124-16 |
122-22 |
|
| R2 |
124-00 |
124-00 |
122-18 |
|
| R1 |
123-05 |
123-05 |
122-14 |
122-29 |
| PP |
122-21 |
122-21 |
122-21 |
122-17 |
| S1 |
121-26 |
121-26 |
122-06 |
121-18 |
| S2 |
121-10 |
121-10 |
122-02 |
|
| S3 |
119-31 |
120-15 |
121-30 |
|
| S4 |
118-20 |
119-04 |
121-18 |
|
|
| 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 |
124-13 |
122-05 |
2-08 |
1.8% |
1-10 |
1.1% |
7% |
False |
True |
297,720 |
| 10 |
126-05 |
122-01 |
4-04 |
3.4% |
1-16 |
1.2% |
7% |
False |
False |
198,418 |
| 20 |
126-05 |
119-04 |
7-01 |
5.7% |
1-23 |
1.4% |
45% |
False |
False |
102,991 |
| 40 |
126-05 |
113-31 |
12-06 |
10.0% |
1-08 |
1.0% |
68% |
False |
False |
51,801 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
1-00 |
0.8% |
70% |
False |
False |
34,545 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-26 |
0.7% |
70% |
False |
False |
25,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
127-01 |
|
1.618 |
125-22 |
|
1.000 |
124-27 |
|
0.618 |
124-11 |
|
HIGH |
123-16 |
|
0.618 |
123-00 |
|
0.500 |
122-26 |
|
0.382 |
122-21 |
|
LOW |
122-05 |
|
0.618 |
121-10 |
|
1.000 |
120-26 |
|
1.618 |
119-31 |
|
2.618 |
118-20 |
|
4.250 |
116-14 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-26 |
122-31 |
| PP |
122-21 |
122-24 |
| S1 |
122-16 |
122-17 |
|