ECBOT 30 Year Treasury Bond Future December 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
123-05 |
122-12 |
-0-25 |
-0.6% |
122-28 |
High |
123-05 |
122-15 |
-0-22 |
-0.6% |
123-15 |
Low |
121-24 |
122-12 |
0-20 |
0.5% |
122-01 |
Close |
121-29 |
121-11 |
-0-18 |
-0.5% |
122-27 |
Range |
1-13 |
0-03 |
-1-10 |
-93.3% |
1-14 |
ATR |
1-01 |
1-00 |
-0-01 |
-3.2% |
0-00 |
Volume |
12 |
8 |
-4 |
-33.3% |
456 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-11 |
121-30 |
121-13 |
|
R3 |
122-08 |
121-27 |
121-12 |
|
R2 |
122-05 |
122-05 |
121-12 |
|
R1 |
121-24 |
121-24 |
121-11 |
121-29 |
PP |
122-02 |
122-02 |
122-02 |
122-04 |
S1 |
121-21 |
121-21 |
121-11 |
121-26 |
S2 |
121-31 |
121-31 |
121-10 |
|
S3 |
121-28 |
121-18 |
121-10 |
|
S4 |
121-25 |
121-15 |
121-09 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-03 |
126-13 |
123-20 |
|
R3 |
125-21 |
124-31 |
123-08 |
|
R2 |
124-07 |
124-07 |
123-03 |
|
R1 |
123-17 |
123-17 |
122-31 |
123-05 |
PP |
122-25 |
122-25 |
122-25 |
122-19 |
S1 |
122-03 |
122-03 |
122-23 |
121-23 |
S2 |
121-11 |
121-11 |
122-19 |
|
S3 |
119-29 |
120-21 |
122-14 |
|
S4 |
118-15 |
119-07 |
122-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-28 |
2.618 |
122-23 |
1.618 |
122-20 |
1.000 |
122-18 |
0.618 |
122-17 |
HIGH |
122-15 |
0.618 |
122-14 |
0.500 |
122-14 |
0.382 |
122-13 |
LOW |
122-12 |
0.618 |
122-10 |
1.000 |
122-09 |
1.618 |
122-07 |
2.618 |
122-04 |
4.250 |
121-31 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
122-14 |
122-14 |
PP |
122-02 |
122-03 |
S1 |
121-22 |
121-23 |
|