ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-26 |
125-17 |
0-23 |
0.6% |
123-18 |
| High |
125-23 |
126-16 |
0-25 |
0.6% |
125-31 |
| Low |
124-19 |
125-13 |
0-26 |
0.7% |
122-21 |
| Close |
125-11 |
126-09 |
0-30 |
0.7% |
125-11 |
| Range |
1-04 |
1-03 |
-0-01 |
-2.8% |
3-10 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.2% |
0-00 |
| Volume |
274,180 |
239,342 |
-34,838 |
-12.7% |
1,167,818 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-29 |
126-28 |
|
| R3 |
128-08 |
127-26 |
126-19 |
|
| R2 |
127-05 |
127-05 |
126-15 |
|
| R1 |
126-23 |
126-23 |
126-12 |
126-30 |
| PP |
126-02 |
126-02 |
126-02 |
126-06 |
| S1 |
125-20 |
125-20 |
126-06 |
125-27 |
| S2 |
124-31 |
124-31 |
126-03 |
|
| S3 |
123-28 |
124-17 |
125-31 |
|
| S4 |
122-25 |
123-14 |
125-22 |
|
|
| 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 |
126-16 |
123-09 |
3-07 |
2.5% |
1-09 |
1.0% |
93% |
True |
False |
251,450 |
| 10 |
126-16 |
122-15 |
4-01 |
3.2% |
1-09 |
1.0% |
95% |
True |
False |
235,186 |
| 20 |
126-16 |
121-06 |
5-10 |
4.2% |
1-12 |
1.1% |
96% |
True |
False |
255,753 |
| 40 |
126-16 |
117-28 |
8-20 |
6.8% |
1-18 |
1.2% |
97% |
True |
False |
165,614 |
| 60 |
126-16 |
113-07 |
13-09 |
10.5% |
1-09 |
1.0% |
98% |
True |
False |
110,566 |
| 80 |
126-16 |
113-06 |
13-10 |
10.5% |
1-02 |
0.8% |
98% |
True |
False |
82,932 |
| 100 |
126-16 |
113-06 |
13-10 |
10.5% |
0-28 |
0.7% |
98% |
True |
False |
66,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-05 |
|
2.618 |
129-12 |
|
1.618 |
128-09 |
|
1.000 |
127-19 |
|
0.618 |
127-06 |
|
HIGH |
126-16 |
|
0.618 |
126-03 |
|
0.500 |
125-30 |
|
0.382 |
125-26 |
|
LOW |
125-13 |
|
0.618 |
124-23 |
|
1.000 |
124-10 |
|
1.618 |
123-20 |
|
2.618 |
122-17 |
|
4.250 |
120-24 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126-06 |
126-01 |
| PP |
126-02 |
125-25 |
| S1 |
125-30 |
125-18 |
|