ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
122-20 |
123-27 |
1-07 |
1.0% |
124-13 |
High |
124-07 |
123-30 |
-0-09 |
-0.2% |
125-00 |
Low |
122-19 |
122-22 |
0-03 |
0.1% |
122-17 |
Close |
124-07 |
123-09 |
-0-30 |
-0.8% |
124-07 |
Range |
1-20 |
1-08 |
-0-12 |
-23.1% |
2-15 |
ATR |
1-15 |
1-15 |
0-00 |
0.3% |
0-00 |
Volume |
309,828 |
252,065 |
-57,763 |
-18.6% |
1,419,859 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-02 |
126-13 |
123-31 |
|
R3 |
125-26 |
125-05 |
123-20 |
|
R2 |
124-18 |
124-18 |
123-16 |
|
R1 |
123-29 |
123-29 |
123-13 |
123-20 |
PP |
123-10 |
123-10 |
123-10 |
123-05 |
S1 |
122-21 |
122-21 |
123-05 |
122-12 |
S2 |
122-02 |
122-02 |
123-02 |
|
S3 |
120-26 |
121-13 |
122-30 |
|
S4 |
119-18 |
120-05 |
122-19 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-10 |
130-08 |
125-18 |
|
R3 |
128-27 |
127-25 |
124-29 |
|
R2 |
126-12 |
126-12 |
124-21 |
|
R1 |
125-10 |
125-10 |
124-14 |
124-20 |
PP |
123-29 |
123-29 |
123-29 |
123-18 |
S1 |
122-27 |
122-27 |
124-00 |
122-04 |
S2 |
121-14 |
121-14 |
123-25 |
|
S3 |
118-31 |
120-12 |
123-17 |
|
S4 |
116-16 |
117-29 |
122-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-31 |
122-17 |
2-14 |
2.0% |
1-10 |
1.1% |
31% |
False |
False |
263,823 |
10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-15 |
1.2% |
55% |
False |
False |
276,320 |
20 |
126-05 |
120-19 |
5-18 |
4.5% |
1-16 |
1.2% |
48% |
False |
False |
210,758 |
40 |
126-05 |
115-10 |
10-27 |
8.8% |
1-14 |
1.2% |
73% |
False |
False |
107,017 |
60 |
126-05 |
113-06 |
12-31 |
10.5% |
1-06 |
1.0% |
78% |
False |
False |
71,375 |
80 |
126-05 |
113-06 |
12-31 |
10.5% |
0-30 |
0.8% |
78% |
False |
False |
53,535 |
100 |
126-05 |
113-06 |
12-31 |
10.5% |
0-25 |
0.6% |
78% |
False |
False |
42,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-08 |
2.618 |
127-07 |
1.618 |
125-31 |
1.000 |
125-06 |
0.618 |
124-23 |
HIGH |
123-30 |
0.618 |
123-15 |
0.500 |
123-10 |
0.382 |
123-05 |
LOW |
122-22 |
0.618 |
121-29 |
1.000 |
121-14 |
1.618 |
120-21 |
2.618 |
119-13 |
4.250 |
117-12 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
123-10 |
123-17 |
PP |
123-10 |
123-14 |
S1 |
123-09 |
123-12 |
|