ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-06 |
122-09 |
-0-29 |
-0.7% |
123-30 |
| High |
123-16 |
122-17 |
-0-31 |
-0.8% |
126-05 |
| Low |
122-05 |
121-06 |
-0-31 |
-0.8% |
122-05 |
| Close |
122-10 |
121-27 |
-0-15 |
-0.4% |
122-21 |
| Range |
1-11 |
1-11 |
0-00 |
0.0% |
4-00 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.5% |
0-00 |
| Volume |
301,529 |
267,328 |
-34,201 |
-11.3% |
1,114,433 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
125-07 |
122-19 |
|
| R3 |
124-17 |
123-28 |
122-07 |
|
| R2 |
123-06 |
123-06 |
122-03 |
|
| R1 |
122-17 |
122-17 |
121-31 |
122-06 |
| PP |
121-27 |
121-27 |
121-27 |
121-22 |
| S1 |
121-06 |
121-06 |
121-23 |
120-27 |
| S2 |
120-16 |
120-16 |
121-19 |
|
| S3 |
119-05 |
119-27 |
121-15 |
|
| S4 |
117-26 |
118-16 |
121-03 |
|
|
| 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 |
123-25 |
121-06 |
2-19 |
2.1% |
1-04 |
0.9% |
25% |
False |
True |
278,731 |
| 10 |
126-05 |
121-06 |
4-31 |
4.1% |
1-13 |
1.2% |
13% |
False |
True |
222,466 |
| 20 |
126-05 |
119-04 |
7-01 |
5.8% |
1-18 |
1.3% |
39% |
False |
False |
116,114 |
| 40 |
126-05 |
113-31 |
12-06 |
10.0% |
1-09 |
1.0% |
65% |
False |
False |
58,480 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
1-01 |
0.8% |
67% |
False |
False |
39,000 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-26 |
0.7% |
67% |
False |
False |
29,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-08 |
|
2.618 |
126-02 |
|
1.618 |
124-23 |
|
1.000 |
123-28 |
|
0.618 |
123-12 |
|
HIGH |
122-17 |
|
0.618 |
122-01 |
|
0.500 |
121-28 |
|
0.382 |
121-22 |
|
LOW |
121-06 |
|
0.618 |
120-11 |
|
1.000 |
119-27 |
|
1.618 |
119-00 |
|
2.618 |
117-21 |
|
4.250 |
115-15 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-28 |
122-16 |
| PP |
121-27 |
122-09 |
| S1 |
121-27 |
122-02 |
|