ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-12 |
124-15 |
0-03 |
0.1% |
122-20 |
| High |
124-17 |
124-17 |
0-00 |
0.0% |
124-14 |
| Low |
123-20 |
122-17 |
-1-03 |
-0.9% |
121-06 |
| Close |
124-12 |
122-18 |
-1-26 |
-1.5% |
124-12 |
| Range |
0-29 |
2-00 |
1-03 |
120.7% |
3-08 |
| ATR |
1-13 |
1-15 |
0-01 |
2.9% |
0-00 |
| Volume |
253,457 |
254,271 |
814 |
0.3% |
1,343,030 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-07 |
127-28 |
123-21 |
|
| R3 |
127-07 |
125-28 |
123-04 |
|
| R2 |
125-07 |
125-07 |
122-30 |
|
| R1 |
123-28 |
123-28 |
122-24 |
123-18 |
| PP |
123-07 |
123-07 |
123-07 |
123-01 |
| S1 |
121-28 |
121-28 |
122-12 |
121-18 |
| S2 |
121-07 |
121-07 |
122-06 |
|
| S3 |
119-07 |
119-28 |
122-00 |
|
| S4 |
117-07 |
117-28 |
121-15 |
|
|
| 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 |
121-29 |
3-03 |
2.5% |
1-17 |
1.2% |
21% |
False |
False |
276,142 |
| 10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-10 |
1.1% |
36% |
False |
False |
277,436 |
| 20 |
126-05 |
120-07 |
5-30 |
4.8% |
1-17 |
1.2% |
39% |
False |
False |
183,618 |
| 40 |
126-05 |
115-05 |
11-00 |
9.0% |
1-12 |
1.1% |
67% |
False |
False |
92,981 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
1-04 |
0.9% |
72% |
False |
False |
62,010 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-29 |
0.7% |
72% |
False |
False |
46,512 |
| 100 |
126-05 |
113-06 |
12-31 |
10.6% |
0-24 |
0.6% |
72% |
False |
False |
37,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-01 |
|
2.618 |
129-25 |
|
1.618 |
127-25 |
|
1.000 |
126-17 |
|
0.618 |
125-25 |
|
HIGH |
124-17 |
|
0.618 |
123-25 |
|
0.500 |
123-17 |
|
0.382 |
123-09 |
|
LOW |
122-17 |
|
0.618 |
121-09 |
|
1.000 |
120-17 |
|
1.618 |
119-09 |
|
2.618 |
117-09 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-17 |
123-24 |
| PP |
123-07 |
123-11 |
| S1 |
122-28 |
122-31 |
|