ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-02 |
120-04 |
-1-30 |
-1.6% |
122-22 |
| High |
122-02 |
120-04 |
-1-30 |
-1.6% |
124-11 |
| Low |
120-31 |
120-04 |
-0-27 |
-0.7% |
121-10 |
| Close |
120-31 |
120-16 |
-0-15 |
-0.4% |
121-10 |
| Range |
1-03 |
0-00 |
-1-03 |
-100.0% |
3-01 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.5% |
0-00 |
| Volume |
1 |
3 |
2 |
200.0% |
44 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-08 |
120-12 |
120-16 |
|
| R3 |
120-08 |
120-12 |
120-16 |
|
| R2 |
120-08 |
120-08 |
120-16 |
|
| R1 |
120-12 |
120-12 |
120-16 |
120-10 |
| PP |
120-08 |
120-08 |
120-08 |
120-07 |
| S1 |
120-12 |
120-12 |
120-16 |
120-10 |
| S2 |
120-08 |
120-08 |
120-16 |
|
| S3 |
120-08 |
120-12 |
120-16 |
|
| S4 |
120-08 |
120-12 |
120-16 |
|
|
| 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 |
120-04 |
|
2.618 |
120-04 |
|
1.618 |
120-04 |
|
1.000 |
120-04 |
|
0.618 |
120-04 |
|
HIGH |
120-04 |
|
0.618 |
120-04 |
|
0.500 |
120-04 |
|
0.382 |
120-04 |
|
LOW |
120-04 |
|
0.618 |
120-04 |
|
1.000 |
120-04 |
|
1.618 |
120-04 |
|
2.618 |
120-04 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
121-03 |
| PP |
120-08 |
120-29 |
| S1 |
120-04 |
120-22 |
|