ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
121-10 |
121-08 |
-0-02 |
-0.1% |
122-22 |
High |
121-10 |
121-08 |
-0-02 |
-0.1% |
124-11 |
Low |
121-10 |
121-08 |
-0-02 |
-0.1% |
121-10 |
Close |
121-10 |
121-14 |
0-04 |
0.1% |
121-10 |
Range |
|
|
|
|
|
ATR |
0-00 |
0-29 |
0-29 |
|
0-00 |
Volume |
5 |
5 |
0 |
0.0% |
44 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-10 |
121-12 |
121-14 |
|
R3 |
121-10 |
121-12 |
121-14 |
|
R2 |
121-10 |
121-10 |
121-14 |
|
R1 |
121-12 |
121-12 |
121-14 |
121-11 |
PP |
121-10 |
121-10 |
121-10 |
121-10 |
S1 |
121-12 |
121-12 |
121-14 |
121-11 |
S2 |
121-10 |
121-10 |
121-14 |
|
S3 |
121-10 |
121-12 |
121-14 |
|
S4 |
121-10 |
121-12 |
121-14 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-13 |
129-13 |
122-31 |
|
R3 |
128-12 |
126-12 |
122-05 |
|
R2 |
125-11 |
125-11 |
121-28 |
|
R1 |
123-11 |
123-11 |
121-19 |
122-26 |
PP |
122-10 |
122-10 |
122-10 |
122-02 |
S1 |
120-10 |
120-10 |
121-01 |
119-26 |
S2 |
119-09 |
119-09 |
120-24 |
|
S3 |
116-08 |
117-09 |
120-15 |
|
S4 |
113-07 |
114-08 |
119-21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-08 |
2.618 |
121-08 |
1.618 |
121-08 |
1.000 |
121-08 |
0.618 |
121-08 |
HIGH |
121-08 |
0.618 |
121-08 |
0.500 |
121-08 |
0.382 |
121-08 |
LOW |
121-08 |
0.618 |
121-08 |
1.000 |
121-08 |
1.618 |
121-08 |
2.618 |
121-08 |
4.250 |
121-08 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
121-12 |
121-13 |
PP |
121-10 |
121-12 |
S1 |
121-08 |
121-12 |
|