ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-27 |
123-14 |
0-19 |
0.5% |
124-13 |
| High |
123-27 |
124-18 |
0-23 |
0.6% |
125-00 |
| Low |
122-23 |
122-30 |
0-07 |
0.2% |
122-17 |
| Close |
123-04 |
124-13 |
1-09 |
1.0% |
124-07 |
| Range |
1-04 |
1-20 |
0-16 |
44.4% |
2-15 |
| ATR |
1-15 |
1-15 |
0-00 |
0.8% |
0-00 |
| Volume |
229,683 |
238,463 |
8,780 |
3.8% |
1,419,859 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-27 |
128-08 |
125-10 |
|
| R3 |
127-07 |
126-20 |
124-27 |
|
| R2 |
125-19 |
125-19 |
124-23 |
|
| R1 |
125-00 |
125-00 |
124-18 |
125-10 |
| PP |
123-31 |
123-31 |
123-31 |
124-04 |
| S1 |
123-12 |
123-12 |
124-08 |
123-22 |
| S2 |
122-11 |
122-11 |
124-03 |
|
| S3 |
120-23 |
121-24 |
123-31 |
|
| S4 |
119-03 |
120-04 |
123-16 |
|
|
| 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 |
124-18 |
122-15 |
2-03 |
1.7% |
1-14 |
1.2% |
93% |
True |
False |
246,098 |
| 10 |
125-00 |
121-29 |
3-03 |
2.5% |
1-15 |
1.2% |
81% |
False |
False |
261,120 |
| 20 |
126-05 |
121-06 |
4-31 |
4.0% |
1-14 |
1.2% |
65% |
False |
False |
241,793 |
| 40 |
126-05 |
115-24 |
10-13 |
8.4% |
1-16 |
1.2% |
83% |
False |
False |
123,695 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-06 |
1.0% |
87% |
False |
False |
82,516 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-31 |
0.8% |
87% |
False |
False |
61,892 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-26 |
0.7% |
87% |
False |
False |
49,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
128-26 |
|
1.618 |
127-06 |
|
1.000 |
126-06 |
|
0.618 |
125-18 |
|
HIGH |
124-18 |
|
0.618 |
123-30 |
|
0.500 |
123-24 |
|
0.382 |
123-18 |
|
LOW |
122-30 |
|
0.618 |
121-30 |
|
1.000 |
121-10 |
|
1.618 |
120-10 |
|
2.618 |
118-22 |
|
4.250 |
116-01 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-06 |
124-04 |
| PP |
123-31 |
123-26 |
| S1 |
123-24 |
123-16 |
|