ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-21 |
125-10 |
0-21 |
0.5% |
123-27 |
| High |
125-24 |
125-31 |
0-07 |
0.2% |
124-23 |
| Low |
124-12 |
124-24 |
0-12 |
0.3% |
122-15 |
| Close |
125-11 |
125-01 |
-0-10 |
-0.2% |
123-30 |
| Range |
1-12 |
1-07 |
-0-05 |
-11.4% |
2-08 |
| ATR |
1-14 |
1-13 |
0-00 |
-1.0% |
0-00 |
| Volume |
217,013 |
259,902 |
42,889 |
19.8% |
1,196,774 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-29 |
128-06 |
125-22 |
|
| R3 |
127-22 |
126-31 |
125-12 |
|
| R2 |
126-15 |
126-15 |
125-08 |
|
| R1 |
125-24 |
125-24 |
125-05 |
125-16 |
| PP |
125-08 |
125-08 |
125-08 |
125-04 |
| S1 |
124-17 |
124-17 |
124-29 |
124-09 |
| S2 |
124-01 |
124-01 |
124-26 |
|
| S3 |
122-26 |
123-10 |
124-22 |
|
| S4 |
121-19 |
122-03 |
124-12 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
129-14 |
125-06 |
|
| R3 |
128-07 |
127-06 |
124-18 |
|
| R2 |
125-31 |
125-31 |
124-11 |
|
| R1 |
124-30 |
124-30 |
124-05 |
125-14 |
| PP |
123-23 |
123-23 |
123-23 |
123-31 |
| S1 |
122-22 |
122-22 |
123-23 |
123-06 |
| S2 |
121-15 |
121-15 |
123-17 |
|
| S3 |
119-07 |
120-14 |
123-10 |
|
| S4 |
116-31 |
118-06 |
122-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-31 |
122-21 |
3-10 |
2.6% |
1-07 |
1.0% |
72% |
True |
False |
233,950 |
| 10 |
125-31 |
122-15 |
3-16 |
2.8% |
1-11 |
1.1% |
73% |
True |
False |
240,024 |
| 20 |
125-31 |
121-06 |
4-25 |
3.8% |
1-11 |
1.1% |
80% |
True |
False |
258,730 |
| 40 |
126-05 |
117-02 |
9-03 |
7.3% |
1-17 |
1.2% |
88% |
False |
False |
152,880 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-08 |
1.0% |
91% |
False |
False |
102,009 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
1-01 |
0.8% |
91% |
False |
False |
76,513 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-28 |
0.7% |
91% |
False |
False |
61,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-05 |
|
2.618 |
129-05 |
|
1.618 |
127-30 |
|
1.000 |
127-06 |
|
0.618 |
126-23 |
|
HIGH |
125-31 |
|
0.618 |
125-16 |
|
0.500 |
125-12 |
|
0.382 |
125-07 |
|
LOW |
124-24 |
|
0.618 |
124-00 |
|
1.000 |
123-17 |
|
1.618 |
122-25 |
|
2.618 |
121-18 |
|
4.250 |
119-18 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-12 |
124-29 |
| PP |
125-08 |
124-24 |
| S1 |
125-04 |
124-20 |
|