ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-12 |
121-16 |
-0-28 |
-0.7% |
122-28 |
| High |
122-15 |
122-00 |
-0-15 |
-0.4% |
123-15 |
| Low |
122-12 |
121-16 |
-0-28 |
-0.7% |
122-01 |
| Close |
121-11 |
121-24 |
0-13 |
0.3% |
122-27 |
| Range |
0-03 |
0-16 |
0-13 |
433.3% |
1-14 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.4% |
0-00 |
| Volume |
8 |
164 |
156 |
1,950.0% |
456 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-08 |
123-00 |
122-01 |
|
| R3 |
122-24 |
122-16 |
121-28 |
|
| R2 |
122-08 |
122-08 |
121-27 |
|
| R1 |
122-00 |
122-00 |
121-25 |
122-04 |
| PP |
121-24 |
121-24 |
121-24 |
121-26 |
| S1 |
121-16 |
121-16 |
121-23 |
121-20 |
| S2 |
121-08 |
121-08 |
121-21 |
|
| S3 |
120-24 |
121-00 |
121-20 |
|
| S4 |
120-08 |
120-16 |
121-15 |
|
|
| 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 |
124-04 |
|
2.618 |
123-10 |
|
1.618 |
122-26 |
|
1.000 |
122-16 |
|
0.618 |
122-10 |
|
HIGH |
122-00 |
|
0.618 |
121-26 |
|
0.500 |
121-24 |
|
0.382 |
121-22 |
|
LOW |
121-16 |
|
0.618 |
121-06 |
|
1.000 |
121-00 |
|
1.618 |
120-22 |
|
2.618 |
120-06 |
|
4.250 |
119-12 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-24 |
122-10 |
| PP |
121-24 |
122-04 |
| S1 |
121-24 |
121-30 |
|