ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-00 |
124-13 |
2-13 |
2.0% |
122-20 |
| High |
124-14 |
125-00 |
0-18 |
0.5% |
124-14 |
| Low |
121-29 |
123-22 |
1-25 |
1.5% |
121-06 |
| Close |
124-12 |
124-09 |
-0-03 |
-0.1% |
124-12 |
| Range |
2-17 |
1-10 |
-1-07 |
-48.1% |
3-08 |
| ATR |
1-17 |
1-16 |
0-00 |
-1.0% |
0-00 |
| Volume |
270,681 |
352,807 |
82,126 |
30.3% |
1,343,030 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-19 |
125-00 |
|
| R3 |
126-30 |
126-09 |
124-21 |
|
| R2 |
125-20 |
125-20 |
124-17 |
|
| R1 |
124-31 |
124-31 |
124-13 |
124-20 |
| PP |
124-10 |
124-10 |
124-10 |
124-05 |
| S1 |
123-21 |
123-21 |
124-05 |
123-10 |
| S2 |
123-00 |
123-00 |
124-01 |
|
| S3 |
121-22 |
122-11 |
123-29 |
|
| S4 |
120-12 |
121-01 |
123-18 |
|
|
| 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 |
125-00 |
121-06 |
3-26 |
3.1% |
1-19 |
1.3% |
81% |
True |
False |
288,818 |
| 10 |
126-05 |
121-06 |
4-31 |
4.0% |
1-16 |
1.2% |
62% |
False |
False |
277,229 |
| 20 |
126-05 |
119-04 |
7-01 |
5.7% |
1-17 |
1.2% |
73% |
False |
False |
146,405 |
| 40 |
126-05 |
114-15 |
11-22 |
9.4% |
1-11 |
1.1% |
84% |
False |
False |
74,066 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-02 |
0.9% |
86% |
False |
False |
49,390 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-28 |
0.7% |
86% |
False |
False |
37,048 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-22 |
0.6% |
86% |
False |
False |
29,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-18 |
|
2.618 |
128-14 |
|
1.618 |
127-04 |
|
1.000 |
126-10 |
|
0.618 |
125-26 |
|
HIGH |
125-00 |
|
0.618 |
124-16 |
|
0.500 |
124-11 |
|
0.382 |
124-06 |
|
LOW |
123-22 |
|
0.618 |
122-28 |
|
1.000 |
122-12 |
|
1.618 |
121-18 |
|
2.618 |
120-08 |
|
4.250 |
118-04 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-11 |
123-28 |
| PP |
124-10 |
123-16 |
| S1 |
124-10 |
123-03 |
|