ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
127-12 |
1-00 |
0.8% |
123-18 |
| High |
127-13 |
127-24 |
0-11 |
0.3% |
125-31 |
| Low |
126-07 |
126-29 |
0-22 |
0.5% |
122-21 |
| Close |
127-04 |
127-16 |
0-12 |
0.3% |
125-11 |
| Range |
1-06 |
0-27 |
-0-11 |
-28.9% |
3-10 |
| ATR |
1-12 |
1-10 |
-0-01 |
-2.7% |
0-00 |
| Volume |
203,679 |
337,433 |
133,754 |
65.7% |
1,167,818 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-29 |
129-18 |
127-31 |
|
| R3 |
129-02 |
128-23 |
127-23 |
|
| R2 |
128-07 |
128-07 |
127-21 |
|
| R1 |
127-28 |
127-28 |
127-18 |
128-02 |
| PP |
127-12 |
127-12 |
127-12 |
127-15 |
| S1 |
127-01 |
127-01 |
127-14 |
127-06 |
| S2 |
126-17 |
126-17 |
127-11 |
|
| S3 |
125-22 |
126-06 |
127-09 |
|
| S4 |
124-27 |
125-11 |
127-01 |
|
|
| 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 |
127-24 |
124-19 |
3-05 |
2.5% |
1-03 |
0.9% |
92% |
True |
False |
262,907 |
| 10 |
127-24 |
122-21 |
5-03 |
4.0% |
1-06 |
0.9% |
95% |
True |
False |
246,284 |
| 20 |
127-24 |
121-06 |
6-18 |
5.1% |
1-10 |
1.0% |
96% |
True |
False |
255,145 |
| 40 |
127-24 |
119-04 |
8-20 |
6.8% |
1-17 |
1.2% |
97% |
True |
False |
179,068 |
| 60 |
127-24 |
113-31 |
13-25 |
10.8% |
1-09 |
1.0% |
98% |
True |
False |
119,582 |
| 80 |
127-24 |
113-06 |
14-18 |
11.4% |
1-03 |
0.8% |
98% |
True |
False |
89,695 |
| 100 |
127-24 |
113-06 |
14-18 |
11.4% |
0-29 |
0.7% |
98% |
True |
False |
71,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-11 |
|
2.618 |
129-31 |
|
1.618 |
129-04 |
|
1.000 |
128-19 |
|
0.618 |
128-09 |
|
HIGH |
127-24 |
|
0.618 |
127-14 |
|
0.500 |
127-10 |
|
0.382 |
127-07 |
|
LOW |
126-29 |
|
0.618 |
126-12 |
|
1.000 |
126-02 |
|
1.618 |
125-17 |
|
2.618 |
124-22 |
|
4.250 |
123-10 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
127-06 |
| PP |
127-12 |
126-28 |
| S1 |
127-10 |
126-18 |
|