ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-08 |
123-23 |
0-15 |
0.4% |
124-09 |
| High |
124-09 |
124-02 |
-0-07 |
-0.2% |
126-15 |
| Low |
122-29 |
122-25 |
-0-04 |
-0.1% |
122-21 |
| Close |
123-11 |
122-29 |
-0-14 |
-0.4% |
123-07 |
| Range |
1-12 |
1-09 |
-0-03 |
-6.8% |
3-26 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.1% |
0-00 |
| Volume |
104,887 |
49,679 |
-55,208 |
-52.6% |
2,906,207 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-09 |
123-20 |
|
| R3 |
125-26 |
125-00 |
123-08 |
|
| R2 |
124-17 |
124-17 |
123-05 |
|
| R1 |
123-23 |
123-23 |
123-01 |
123-16 |
| PP |
123-08 |
123-08 |
123-08 |
123-04 |
| S1 |
122-14 |
122-14 |
122-25 |
122-06 |
| S2 |
121-31 |
121-31 |
122-21 |
|
| S3 |
120-22 |
121-05 |
122-18 |
|
| S4 |
119-13 |
119-28 |
122-06 |
|
|
| 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 |
125-09 |
122-21 |
2-20 |
2.1% |
1-13 |
1.1% |
10% |
False |
False |
417,108 |
| 10 |
126-15 |
122-13 |
4-02 |
3.3% |
1-16 |
1.2% |
12% |
False |
False |
446,372 |
| 20 |
126-15 |
119-26 |
6-21 |
5.4% |
1-23 |
1.4% |
46% |
False |
False |
439,792 |
| 40 |
126-15 |
114-11 |
12-04 |
9.9% |
1-10 |
1.1% |
71% |
False |
False |
361,673 |
| 60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-05 |
0.9% |
71% |
False |
False |
318,836 |
| 80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-03 |
0.9% |
71% |
False |
False |
270,438 |
| 100 |
126-15 |
113-11 |
13-04 |
10.7% |
1-02 |
0.9% |
73% |
False |
False |
216,567 |
| 120 |
126-15 |
113-05 |
13-10 |
10.8% |
1-00 |
0.8% |
73% |
False |
False |
180,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-16 |
|
2.618 |
127-13 |
|
1.618 |
126-04 |
|
1.000 |
125-11 |
|
0.618 |
124-27 |
|
HIGH |
124-02 |
|
0.618 |
123-18 |
|
0.500 |
123-14 |
|
0.382 |
123-09 |
|
LOW |
122-25 |
|
0.618 |
122-00 |
|
1.000 |
121-16 |
|
1.618 |
120-23 |
|
2.618 |
119-14 |
|
4.250 |
117-11 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-14 |
123-16 |
| PP |
123-08 |
123-10 |
| S1 |
123-02 |
123-03 |
|