ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-16 |
125-16 |
1-00 |
0.8% |
121-16 |
| High |
125-04 |
125-30 |
0-26 |
0.6% |
124-10 |
| Low |
124-16 |
125-08 |
0-24 |
0.6% |
121-16 |
| Close |
124-28 |
125-23 |
0-27 |
0.7% |
123-30 |
| Range |
0-20 |
0-22 |
0-02 |
10.0% |
2-26 |
| ATR |
0-31 |
0-31 |
0-00 |
0.7% |
0-00 |
| Volume |
167 |
90 |
-77 |
-46.1% |
416 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-22 |
127-13 |
126-03 |
|
| R3 |
127-00 |
126-23 |
125-29 |
|
| R2 |
126-10 |
126-10 |
125-27 |
|
| R1 |
126-01 |
126-01 |
125-25 |
126-06 |
| PP |
125-20 |
125-20 |
125-20 |
125-23 |
| S1 |
125-11 |
125-11 |
125-21 |
125-16 |
| S2 |
124-30 |
124-30 |
125-19 |
|
| S3 |
124-08 |
124-21 |
125-17 |
|
| S4 |
123-18 |
123-31 |
125-11 |
|
|
| 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 |
128-28 |
|
2.618 |
127-24 |
|
1.618 |
127-02 |
|
1.000 |
126-20 |
|
0.618 |
126-12 |
|
HIGH |
125-30 |
|
0.618 |
125-22 |
|
0.500 |
125-19 |
|
0.382 |
125-16 |
|
LOW |
125-08 |
|
0.618 |
124-26 |
|
1.000 |
124-18 |
|
1.618 |
124-04 |
|
2.618 |
123-14 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-22 |
125-12 |
| PP |
125-20 |
125-02 |
| S1 |
125-19 |
124-23 |
|