ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-17 |
123-03 |
0-18 |
0.5% |
121-08 |
| High |
122-28 |
123-03 |
0-07 |
0.2% |
122-27 |
| Low |
122-17 |
122-01 |
-0-16 |
-0.4% |
120-04 |
| Close |
123-01 |
121-06 |
-1-27 |
-1.5% |
123-00 |
| Range |
0-11 |
1-02 |
0-23 |
209.1% |
2-23 |
| ATR |
0-30 |
0-30 |
0-00 |
1.0% |
0-00 |
| Volume |
118 |
270 |
152 |
128.8% |
27 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-10 |
121-25 |
|
| R3 |
124-07 |
123-08 |
121-15 |
|
| R2 |
123-05 |
123-05 |
121-12 |
|
| R1 |
122-06 |
122-06 |
121-09 |
122-04 |
| PP |
122-03 |
122-03 |
122-03 |
122-03 |
| S1 |
121-04 |
121-04 |
121-03 |
121-02 |
| S2 |
121-01 |
121-01 |
121-00 |
|
| S3 |
119-31 |
120-02 |
120-29 |
|
| S4 |
118-29 |
119-00 |
120-19 |
|
|
| 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 |
127-20 |
|
2.618 |
125-28 |
|
1.618 |
124-26 |
|
1.000 |
124-05 |
|
0.618 |
123-24 |
|
HIGH |
123-03 |
|
0.618 |
122-22 |
|
0.500 |
122-18 |
|
0.382 |
122-14 |
|
LOW |
122-01 |
|
0.618 |
121-12 |
|
1.000 |
120-31 |
|
1.618 |
120-10 |
|
2.618 |
119-08 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-18 |
122-24 |
| PP |
122-03 |
122-07 |
| S1 |
121-21 |
121-23 |
|