ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-16 |
121-30 |
0-14 |
0.4% |
123-05 |
| High |
122-10 |
123-10 |
1-00 |
0.8% |
123-05 |
| Low |
121-16 |
121-30 |
0-14 |
0.4% |
121-16 |
| Close |
122-07 |
123-11 |
1-04 |
0.9% |
122-18 |
| Range |
0-26 |
1-12 |
0-18 |
69.2% |
1-21 |
| ATR |
0-31 |
1-00 |
0-01 |
3.1% |
0-00 |
| Volume |
5 |
87 |
82 |
1,640.0% |
356 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-17 |
124-03 |
|
| R3 |
125-20 |
125-05 |
123-23 |
|
| R2 |
124-08 |
124-08 |
123-19 |
|
| R1 |
123-25 |
123-25 |
123-15 |
124-00 |
| PP |
122-28 |
122-28 |
122-28 |
122-31 |
| S1 |
122-13 |
122-13 |
123-07 |
122-20 |
| S2 |
121-16 |
121-16 |
123-03 |
|
| S3 |
120-04 |
121-01 |
122-31 |
|
| S4 |
118-24 |
119-21 |
122-19 |
|
|
| 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 |
129-05 |
|
2.618 |
126-29 |
|
1.618 |
125-17 |
|
1.000 |
124-22 |
|
0.618 |
124-05 |
|
HIGH |
123-10 |
|
0.618 |
122-25 |
|
0.500 |
122-20 |
|
0.382 |
122-15 |
|
LOW |
121-30 |
|
0.618 |
121-03 |
|
1.000 |
120-18 |
|
1.618 |
119-23 |
|
2.618 |
118-11 |
|
4.250 |
116-03 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-03 |
123-01 |
| PP |
122-28 |
122-23 |
| S1 |
122-20 |
122-13 |
|