ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
122-27 |
-0-21 |
-0.5% |
124-13 |
| High |
124-02 |
123-27 |
-0-07 |
-0.2% |
125-00 |
| Low |
122-15 |
122-23 |
0-08 |
0.2% |
122-17 |
| Close |
122-23 |
123-04 |
0-13 |
0.3% |
124-07 |
| Range |
1-19 |
1-04 |
-0-15 |
-29.4% |
2-15 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
200,451 |
229,683 |
29,232 |
14.6% |
1,419,859 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-19 |
126-00 |
123-24 |
|
| R3 |
125-15 |
124-28 |
123-14 |
|
| R2 |
124-11 |
124-11 |
123-11 |
|
| R1 |
123-24 |
123-24 |
123-07 |
124-02 |
| PP |
123-07 |
123-07 |
123-07 |
123-12 |
| S1 |
122-20 |
122-20 |
123-01 |
122-30 |
| S2 |
122-03 |
122-03 |
122-29 |
|
| S3 |
120-31 |
121-16 |
122-26 |
|
| S4 |
119-27 |
120-12 |
122-16 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
130-08 |
125-18 |
|
| R3 |
128-27 |
127-25 |
124-29 |
|
| R2 |
126-12 |
126-12 |
124-21 |
|
| R1 |
125-10 |
125-10 |
124-14 |
124-20 |
| PP |
123-29 |
123-29 |
123-29 |
123-18 |
| S1 |
122-27 |
122-27 |
124-00 |
122-04 |
| S2 |
121-14 |
121-14 |
123-25 |
|
| S3 |
118-31 |
120-12 |
123-17 |
|
| S4 |
116-16 |
117-29 |
122-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-17 |
122-15 |
2-02 |
1.7% |
1-17 |
1.2% |
32% |
False |
False |
249,259 |
| 10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-14 |
1.2% |
51% |
False |
False |
264,006 |
| 20 |
126-05 |
121-06 |
4-31 |
4.0% |
1-15 |
1.2% |
39% |
False |
False |
231,212 |
| 40 |
126-05 |
115-24 |
10-13 |
8.5% |
1-15 |
1.2% |
71% |
False |
False |
117,745 |
| 60 |
126-05 |
113-06 |
12-31 |
10.5% |
1-06 |
1.0% |
77% |
False |
False |
78,543 |
| 80 |
126-05 |
113-06 |
12-31 |
10.5% |
0-31 |
0.8% |
77% |
False |
False |
58,912 |
| 100 |
126-05 |
113-06 |
12-31 |
10.5% |
0-25 |
0.6% |
77% |
False |
False |
47,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-20 |
|
2.618 |
126-25 |
|
1.618 |
125-21 |
|
1.000 |
124-31 |
|
0.618 |
124-17 |
|
HIGH |
123-27 |
|
0.618 |
123-13 |
|
0.500 |
123-09 |
|
0.382 |
123-05 |
|
LOW |
122-23 |
|
0.618 |
122-01 |
|
1.000 |
121-19 |
|
1.618 |
120-29 |
|
2.618 |
119-25 |
|
4.250 |
117-30 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-09 |
123-08 |
| PP |
123-07 |
123-07 |
| S1 |
123-06 |
123-06 |
|