ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
122-24 |
123-08 |
0-16 |
0.4% |
124-09 |
High |
123-15 |
124-09 |
0-26 |
0.7% |
126-15 |
Low |
122-23 |
122-29 |
0-06 |
0.2% |
122-21 |
Close |
123-07 |
123-11 |
0-04 |
0.1% |
123-07 |
Range |
0-24 |
1-12 |
0-20 |
83.3% |
3-26 |
ATR |
1-17 |
1-16 |
0-00 |
-0.7% |
0-00 |
Volume |
543,239 |
104,887 |
-438,352 |
-80.7% |
2,906,207 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-20 |
126-28 |
124-03 |
|
R3 |
126-08 |
125-16 |
123-23 |
|
R2 |
124-28 |
124-28 |
123-19 |
|
R1 |
124-04 |
124-04 |
123-15 |
124-16 |
PP |
123-16 |
123-16 |
123-16 |
123-22 |
S1 |
122-24 |
122-24 |
123-07 |
123-04 |
S2 |
122-04 |
122-04 |
123-03 |
|
S3 |
120-24 |
121-12 |
122-31 |
|
S4 |
119-12 |
120-00 |
122-19 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-18 |
133-06 |
125-10 |
|
R3 |
131-24 |
129-12 |
124-09 |
|
R2 |
127-30 |
127-30 |
123-29 |
|
R1 |
125-18 |
125-18 |
123-18 |
124-27 |
PP |
124-04 |
124-04 |
124-04 |
123-24 |
S1 |
121-24 |
121-24 |
122-28 |
121-01 |
S2 |
120-10 |
120-10 |
122-17 |
|
S3 |
116-16 |
117-30 |
122-05 |
|
S4 |
112-22 |
114-04 |
121-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-15 |
122-21 |
3-26 |
3.1% |
1-16 |
1.2% |
18% |
False |
False |
491,522 |
10 |
126-15 |
121-07 |
5-08 |
4.3% |
1-18 |
1.3% |
40% |
False |
False |
479,651 |
20 |
126-15 |
118-26 |
7-21 |
6.2% |
1-23 |
1.4% |
59% |
False |
False |
447,389 |
40 |
126-15 |
114-11 |
12-04 |
9.8% |
1-10 |
1.1% |
74% |
False |
False |
365,953 |
60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-05 |
0.9% |
75% |
False |
False |
322,986 |
80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-03 |
0.9% |
75% |
False |
False |
269,880 |
100 |
126-15 |
113-11 |
13-04 |
10.6% |
1-02 |
0.9% |
76% |
False |
False |
216,071 |
120 |
126-15 |
113-05 |
13-10 |
10.8% |
0-31 |
0.8% |
77% |
False |
False |
180,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-04 |
2.618 |
127-28 |
1.618 |
126-16 |
1.000 |
125-21 |
0.618 |
125-04 |
HIGH |
124-09 |
0.618 |
123-24 |
0.500 |
123-19 |
0.382 |
123-14 |
LOW |
122-29 |
0.618 |
122-02 |
1.000 |
121-17 |
1.618 |
120-22 |
2.618 |
119-10 |
4.250 |
117-02 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
123-19 |
123-24 |
PP |
123-16 |
123-19 |
S1 |
123-14 |
123-15 |
|