ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-30 |
121-16 |
-1-14 |
-1.2% |
123-05 |
| High |
122-30 |
122-10 |
-0-20 |
-0.5% |
123-05 |
| Low |
122-24 |
121-16 |
-1-08 |
-1.0% |
121-16 |
| Close |
122-18 |
122-07 |
-0-11 |
-0.3% |
122-18 |
| Range |
0-06 |
0-26 |
0-20 |
333.3% |
1-21 |
| ATR |
0-30 |
0-31 |
0-00 |
0.9% |
0-00 |
| Volume |
168 |
5 |
-163 |
-97.0% |
356 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
124-05 |
122-21 |
|
| R3 |
123-20 |
123-11 |
122-14 |
|
| R2 |
122-26 |
122-26 |
122-12 |
|
| R1 |
122-17 |
122-17 |
122-09 |
122-22 |
| PP |
122-00 |
122-00 |
122-00 |
122-03 |
| S1 |
121-23 |
121-23 |
122-05 |
121-28 |
| S2 |
121-06 |
121-06 |
122-02 |
|
| S3 |
120-12 |
120-29 |
122-00 |
|
| S4 |
119-18 |
120-03 |
121-25 |
|
|
| 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 |
125-24 |
|
2.618 |
124-14 |
|
1.618 |
123-20 |
|
1.000 |
123-04 |
|
0.618 |
122-26 |
|
HIGH |
122-10 |
|
0.618 |
122-00 |
|
0.500 |
121-29 |
|
0.382 |
121-26 |
|
LOW |
121-16 |
|
0.618 |
121-00 |
|
1.000 |
120-22 |
|
1.618 |
120-06 |
|
2.618 |
119-12 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-04 |
122-10 |
| PP |
122-00 |
122-09 |
| S1 |
121-29 |
122-08 |
|