ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
122-28 |
123-15 |
0-19 |
0.5% |
121-08 |
High |
123-15 |
123-15 |
0-00 |
0.0% |
122-27 |
Low |
122-28 |
123-15 |
0-19 |
0.5% |
120-04 |
Close |
122-29 |
123-09 |
0-12 |
0.3% |
123-00 |
Range |
0-19 |
0-00 |
-0-19 |
-100.0% |
2-23 |
ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
Volume |
15 |
5 |
-10 |
-66.7% |
27 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-13 |
123-11 |
123-09 |
|
R3 |
123-13 |
123-11 |
123-09 |
|
R2 |
123-13 |
123-13 |
123-09 |
|
R1 |
123-11 |
123-11 |
123-09 |
123-12 |
PP |
123-13 |
123-13 |
123-13 |
123-14 |
S1 |
123-11 |
123-11 |
123-09 |
123-12 |
S2 |
123-13 |
123-13 |
123-09 |
|
S3 |
123-13 |
123-11 |
123-09 |
|
S4 |
123-13 |
123-11 |
123-09 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-05 |
129-09 |
124-16 |
|
R3 |
127-14 |
126-18 |
123-24 |
|
R2 |
124-23 |
124-23 |
123-16 |
|
R1 |
123-27 |
123-27 |
123-08 |
124-09 |
PP |
122-00 |
122-00 |
122-00 |
122-06 |
S1 |
121-04 |
121-04 |
122-24 |
121-18 |
S2 |
119-09 |
119-09 |
122-16 |
|
S3 |
116-18 |
118-13 |
122-08 |
|
S4 |
113-27 |
115-22 |
121-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-15 |
2.618 |
123-15 |
1.618 |
123-15 |
1.000 |
123-15 |
0.618 |
123-15 |
HIGH |
123-15 |
0.618 |
123-15 |
0.500 |
123-15 |
0.382 |
123-15 |
LOW |
123-15 |
0.618 |
123-15 |
1.000 |
123-15 |
1.618 |
123-15 |
2.618 |
123-15 |
4.250 |
123-15 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
123-15 |
122-30 |
PP |
123-13 |
122-18 |
S1 |
123-11 |
122-07 |
|