ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
122-17 |
-0-30 |
-0.8% |
121-08 |
| High |
123-15 |
122-28 |
-0-19 |
-0.5% |
122-27 |
| Low |
123-15 |
122-17 |
-0-30 |
-0.8% |
120-04 |
| Close |
123-09 |
123-01 |
-0-08 |
-0.2% |
123-00 |
| Range |
0-00 |
0-11 |
0-11 |
|
2-23 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.5% |
0-00 |
| Volume |
5 |
118 |
113 |
2,260.0% |
27 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-25 |
123-07 |
|
| R3 |
123-16 |
123-14 |
123-04 |
|
| R2 |
123-05 |
123-05 |
123-03 |
|
| R1 |
123-03 |
123-03 |
123-02 |
123-04 |
| PP |
122-26 |
122-26 |
122-26 |
122-26 |
| S1 |
122-24 |
122-24 |
123-00 |
122-25 |
| S2 |
122-15 |
122-15 |
122-31 |
|
| S3 |
122-04 |
122-13 |
122-30 |
|
| S4 |
121-25 |
122-02 |
122-27 |
|
|
| 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 |
124-11 |
|
2.618 |
123-25 |
|
1.618 |
123-14 |
|
1.000 |
123-07 |
|
0.618 |
123-03 |
|
HIGH |
122-28 |
|
0.618 |
122-24 |
|
0.500 |
122-22 |
|
0.382 |
122-21 |
|
LOW |
122-17 |
|
0.618 |
122-10 |
|
1.000 |
122-06 |
|
1.618 |
121-31 |
|
2.618 |
121-20 |
|
4.250 |
121-02 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
123-01 |
| PP |
122-26 |
123-00 |
| S1 |
122-22 |
123-00 |
|