ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
125-10 |
124-26 |
-0-16 |
-0.4% |
123-18 |
| High |
125-31 |
125-23 |
-0-08 |
-0.2% |
125-31 |
| Low |
124-24 |
124-19 |
-0-05 |
-0.1% |
122-21 |
| Close |
125-01 |
125-11 |
0-10 |
0.2% |
125-11 |
| Range |
1-07 |
1-04 |
-0-03 |
-7.7% |
3-10 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.5% |
0-00 |
| Volume |
259,902 |
274,180 |
14,278 |
5.5% |
1,167,818 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-19 |
128-03 |
125-31 |
|
| R3 |
127-15 |
126-31 |
125-21 |
|
| R2 |
126-11 |
126-11 |
125-18 |
|
| R1 |
125-27 |
125-27 |
125-14 |
126-03 |
| PP |
125-07 |
125-07 |
125-07 |
125-11 |
| S1 |
124-23 |
124-23 |
125-08 |
124-31 |
| S2 |
124-03 |
124-03 |
125-04 |
|
| S3 |
122-31 |
123-19 |
125-01 |
|
| S4 |
121-27 |
122-15 |
124-23 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
133-09 |
127-05 |
|
| R3 |
131-09 |
129-31 |
126-08 |
|
| R2 |
127-31 |
127-31 |
125-30 |
|
| R1 |
126-21 |
126-21 |
125-21 |
127-10 |
| PP |
124-21 |
124-21 |
124-21 |
125-00 |
| S1 |
123-11 |
123-11 |
125-01 |
124-00 |
| S2 |
121-11 |
121-11 |
124-24 |
|
| S3 |
118-01 |
120-01 |
124-14 |
|
| S4 |
114-23 |
116-23 |
123-17 |
|
|
| 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% |
1-09 |
1.0% |
81% |
False |
False |
233,563 |
| 10 |
125-31 |
122-15 |
3-16 |
2.8% |
1-09 |
1.0% |
82% |
False |
False |
236,459 |
| 20 |
125-31 |
121-06 |
4-25 |
3.8% |
1-11 |
1.1% |
87% |
False |
False |
256,374 |
| 40 |
126-05 |
117-18 |
8-19 |
6.9% |
1-17 |
1.2% |
91% |
False |
False |
159,677 |
| 60 |
126-05 |
113-06 |
12-31 |
10.3% |
1-08 |
1.0% |
94% |
False |
False |
106,578 |
| 80 |
126-05 |
113-06 |
12-31 |
10.3% |
1-02 |
0.8% |
94% |
False |
False |
79,940 |
| 100 |
126-05 |
113-06 |
12-31 |
10.3% |
0-28 |
0.7% |
94% |
False |
False |
63,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-16 |
|
2.618 |
128-21 |
|
1.618 |
127-17 |
|
1.000 |
126-27 |
|
0.618 |
126-13 |
|
HIGH |
125-23 |
|
0.618 |
125-09 |
|
0.500 |
125-05 |
|
0.382 |
125-01 |
|
LOW |
124-19 |
|
0.618 |
123-29 |
|
1.000 |
123-15 |
|
1.618 |
122-25 |
|
2.618 |
121-21 |
|
4.250 |
119-26 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-09 |
125-09 |
| PP |
125-07 |
125-07 |
| S1 |
125-05 |
125-06 |
|