ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-13 |
124-27 |
0-14 |
0.4% |
122-20 |
| High |
125-00 |
124-31 |
-0-01 |
0.0% |
124-14 |
| Low |
123-22 |
124-04 |
0-14 |
0.4% |
121-06 |
| Close |
124-09 |
124-19 |
0-10 |
0.3% |
124-12 |
| Range |
1-10 |
0-27 |
-0-15 |
-35.7% |
3-08 |
| ATR |
1-16 |
1-15 |
-0-02 |
-3.1% |
0-00 |
| Volume |
352,807 |
249,496 |
-103,311 |
-29.3% |
1,343,030 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-22 |
125-02 |
|
| R3 |
126-08 |
125-27 |
124-26 |
|
| R2 |
125-13 |
125-13 |
124-24 |
|
| R1 |
125-00 |
125-00 |
124-21 |
124-25 |
| PP |
124-18 |
124-18 |
124-18 |
124-14 |
| S1 |
124-05 |
124-05 |
124-17 |
123-30 |
| S2 |
123-23 |
123-23 |
124-14 |
|
| S3 |
122-28 |
123-10 |
124-12 |
|
| S4 |
122-01 |
122-15 |
124-04 |
|
|
| 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% |
1-15 |
1.2% |
89% |
False |
False |
288,368 |
| 10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-13 |
1.1% |
89% |
False |
False |
286,938 |
| 20 |
126-05 |
119-04 |
7-01 |
5.6% |
1-16 |
1.2% |
78% |
False |
False |
158,602 |
| 40 |
126-05 |
114-15 |
11-22 |
9.4% |
1-11 |
1.1% |
87% |
False |
False |
80,302 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-03 |
0.9% |
88% |
False |
False |
53,548 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-28 |
0.7% |
88% |
False |
False |
40,165 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-23 |
0.6% |
88% |
False |
False |
32,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-18 |
|
2.618 |
127-06 |
|
1.618 |
126-11 |
|
1.000 |
125-26 |
|
0.618 |
125-16 |
|
HIGH |
124-31 |
|
0.618 |
124-21 |
|
0.500 |
124-18 |
|
0.382 |
124-14 |
|
LOW |
124-04 |
|
0.618 |
123-19 |
|
1.000 |
123-09 |
|
1.618 |
122-24 |
|
2.618 |
121-29 |
|
4.250 |
120-17 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
124-07 |
| PP |
124-18 |
123-27 |
| S1 |
124-18 |
123-14 |
|