ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-18 |
122-30 |
0-12 |
0.3% |
123-05 |
| High |
123-05 |
122-30 |
-0-07 |
-0.2% |
123-05 |
| Low |
122-18 |
122-24 |
0-06 |
0.2% |
121-16 |
| Close |
123-01 |
122-18 |
-0-15 |
-0.4% |
122-18 |
| Range |
0-19 |
0-06 |
-0-13 |
-68.4% |
1-21 |
| ATR |
1-00 |
0-30 |
-0-02 |
-5.1% |
0-00 |
| Volume |
4 |
168 |
164 |
4,100.0% |
356 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
123-04 |
122-21 |
|
| R3 |
123-04 |
122-30 |
122-20 |
|
| R2 |
122-30 |
122-30 |
122-19 |
|
| R1 |
122-24 |
122-24 |
122-19 |
122-24 |
| PP |
122-24 |
122-24 |
122-24 |
122-24 |
| S1 |
122-18 |
122-18 |
122-17 |
122-18 |
| S2 |
122-18 |
122-18 |
122-17 |
|
| S3 |
122-12 |
122-12 |
122-16 |
|
| S4 |
122-06 |
122-06 |
122-15 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-20 |
123-15 |
|
| R3 |
125-23 |
124-31 |
123-01 |
|
| R2 |
124-02 |
124-02 |
122-28 |
|
| R1 |
123-10 |
123-10 |
122-23 |
122-28 |
| PP |
122-13 |
122-13 |
122-13 |
122-06 |
| S1 |
121-21 |
121-21 |
122-13 |
121-06 |
| S2 |
120-24 |
120-24 |
122-08 |
|
| S3 |
119-03 |
120-00 |
122-03 |
|
| S4 |
117-14 |
118-11 |
121-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
123-14 |
|
1.618 |
123-08 |
|
1.000 |
123-04 |
|
0.618 |
123-02 |
|
HIGH |
122-30 |
|
0.618 |
122-28 |
|
0.500 |
122-27 |
|
0.382 |
122-26 |
|
LOW |
122-24 |
|
0.618 |
122-20 |
|
1.000 |
122-18 |
|
1.618 |
122-14 |
|
2.618 |
122-08 |
|
4.250 |
121-30 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-27 |
122-16 |
| PP |
122-24 |
122-13 |
| S1 |
122-21 |
122-10 |
|