ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-10 |
123-16 |
-0-26 |
-0.7% |
121-16 |
| High |
124-10 |
124-10 |
0-00 |
0.0% |
124-10 |
| Low |
123-14 |
123-16 |
0-02 |
0.1% |
121-16 |
| Close |
123-20 |
123-30 |
0-10 |
0.3% |
123-30 |
| Range |
0-28 |
0-26 |
-0-02 |
-7.1% |
2-26 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
113 |
173 |
60 |
53.1% |
416 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-31 |
124-12 |
|
| R3 |
125-17 |
125-05 |
124-05 |
|
| R2 |
124-23 |
124-23 |
124-03 |
|
| R1 |
124-11 |
124-11 |
124-00 |
124-17 |
| PP |
123-29 |
123-29 |
123-29 |
124-00 |
| S1 |
123-17 |
123-17 |
123-28 |
123-23 |
| S2 |
123-03 |
123-03 |
123-25 |
|
| S3 |
122-09 |
122-23 |
123-23 |
|
| S4 |
121-15 |
121-29 |
123-16 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-22 |
130-20 |
125-16 |
|
| R3 |
128-28 |
127-26 |
124-23 |
|
| R2 |
126-02 |
126-02 |
124-14 |
|
| R1 |
125-00 |
125-00 |
124-06 |
125-17 |
| PP |
123-08 |
123-08 |
123-08 |
123-16 |
| S1 |
122-06 |
122-06 |
123-22 |
122-23 |
| S2 |
120-14 |
120-14 |
123-14 |
|
| S3 |
117-20 |
119-12 |
123-05 |
|
| S4 |
114-26 |
116-18 |
122-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-24 |
|
2.618 |
126-14 |
|
1.618 |
125-20 |
|
1.000 |
125-04 |
|
0.618 |
124-26 |
|
HIGH |
124-10 |
|
0.618 |
124-00 |
|
0.500 |
123-29 |
|
0.382 |
123-26 |
|
LOW |
123-16 |
|
0.618 |
123-00 |
|
1.000 |
122-22 |
|
1.618 |
122-06 |
|
2.618 |
121-12 |
|
4.250 |
120-02 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
123-29 |
| PP |
123-29 |
123-27 |
| S1 |
123-29 |
123-26 |
|