ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-09 |
122-00 |
-0-09 |
-0.2% |
122-20 |
| High |
122-17 |
124-14 |
1-29 |
1.6% |
124-14 |
| Low |
121-06 |
121-29 |
0-23 |
0.6% |
121-06 |
| Close |
121-27 |
124-12 |
2-17 |
2.1% |
124-12 |
| Range |
1-11 |
2-17 |
1-06 |
88.4% |
3-08 |
| ATR |
1-14 |
1-17 |
0-03 |
5.8% |
0-00 |
| Volume |
267,328 |
270,681 |
3,353 |
1.3% |
1,343,030 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-05 |
130-10 |
125-25 |
|
| R3 |
128-20 |
127-25 |
125-02 |
|
| R2 |
126-03 |
126-03 |
124-27 |
|
| R1 |
125-08 |
125-08 |
124-19 |
125-22 |
| PP |
123-18 |
123-18 |
123-18 |
123-25 |
| S1 |
122-23 |
122-23 |
124-05 |
123-04 |
| S2 |
121-01 |
121-01 |
123-29 |
|
| S3 |
118-16 |
120-06 |
123-22 |
|
| S4 |
115-31 |
117-21 |
122-31 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
131-31 |
126-05 |
|
| R3 |
129-27 |
128-23 |
125-09 |
|
| R2 |
126-19 |
126-19 |
124-31 |
|
| R1 |
125-15 |
125-15 |
124-22 |
126-01 |
| PP |
123-11 |
123-11 |
123-11 |
123-20 |
| S1 |
122-07 |
122-07 |
124-02 |
122-25 |
| S2 |
120-03 |
120-03 |
123-25 |
|
| S3 |
116-27 |
118-31 |
123-15 |
|
| S4 |
113-19 |
115-23 |
122-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-14 |
121-06 |
3-08 |
2.6% |
1-15 |
1.2% |
98% |
True |
False |
268,606 |
| 10 |
126-05 |
121-06 |
4-31 |
4.0% |
1-15 |
1.2% |
64% |
False |
False |
245,746 |
| 20 |
126-05 |
119-04 |
7-01 |
5.7% |
1-18 |
1.3% |
75% |
False |
False |
128,948 |
| 40 |
126-05 |
114-15 |
11-22 |
9.4% |
1-10 |
1.1% |
85% |
False |
False |
65,246 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-02 |
0.9% |
86% |
False |
False |
43,510 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-27 |
0.7% |
86% |
False |
False |
32,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-06 |
|
2.618 |
131-02 |
|
1.618 |
128-17 |
|
1.000 |
126-31 |
|
0.618 |
126-00 |
|
HIGH |
124-14 |
|
0.618 |
123-15 |
|
0.500 |
123-06 |
|
0.382 |
122-28 |
|
LOW |
121-29 |
|
0.618 |
120-11 |
|
1.000 |
119-12 |
|
1.618 |
117-26 |
|
2.618 |
115-09 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-31 |
123-27 |
| PP |
123-18 |
123-11 |
| S1 |
123-06 |
122-26 |
|