ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
122-29 |
122-20 |
-0-09 |
-0.2% |
123-08 |
| High |
123-04 |
124-30 |
1-26 |
1.5% |
124-30 |
| Low |
121-28 |
122-18 |
0-22 |
0.6% |
121-28 |
| Close |
122-16 |
124-29 |
2-13 |
2.0% |
124-29 |
| Range |
1-08 |
2-12 |
1-04 |
90.0% |
3-02 |
| ATR |
1-15 |
1-17 |
0-02 |
4.7% |
0-00 |
| Volume |
29,441 |
25,540 |
-3,901 |
-13.3% |
209,547 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-15 |
126-07 |
|
| R3 |
128-28 |
128-03 |
125-18 |
|
| R2 |
126-16 |
126-16 |
125-11 |
|
| R1 |
125-23 |
125-23 |
125-04 |
126-04 |
| PP |
124-04 |
124-04 |
124-04 |
124-11 |
| S1 |
123-11 |
123-11 |
124-22 |
123-24 |
| S2 |
121-24 |
121-24 |
124-15 |
|
| S3 |
119-12 |
120-31 |
124-08 |
|
| S4 |
117-00 |
118-19 |
123-19 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
132-02 |
126-19 |
|
| R3 |
130-01 |
129-00 |
125-24 |
|
| R2 |
126-31 |
126-31 |
125-15 |
|
| R1 |
125-30 |
125-30 |
125-06 |
126-14 |
| PP |
123-29 |
123-29 |
123-29 |
124-05 |
| S1 |
122-28 |
122-28 |
124-20 |
123-12 |
| S2 |
120-27 |
120-27 |
124-11 |
|
| S3 |
117-25 |
119-26 |
124-02 |
|
| S4 |
114-23 |
116-24 |
123-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-30 |
121-28 |
3-02 |
2.5% |
1-13 |
1.1% |
99% |
True |
False |
150,557 |
| 10 |
126-15 |
121-28 |
4-19 |
3.7% |
1-17 |
1.2% |
66% |
False |
False |
370,014 |
| 20 |
126-15 |
119-26 |
6-21 |
5.3% |
1-19 |
1.3% |
77% |
False |
False |
398,251 |
| 40 |
126-15 |
115-03 |
11-12 |
9.1% |
1-12 |
1.1% |
86% |
False |
False |
348,116 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-07 |
1.0% |
87% |
False |
False |
314,079 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
87% |
False |
False |
271,074 |
| 100 |
126-15 |
113-31 |
12-16 |
10.0% |
1-03 |
0.9% |
88% |
False |
False |
217,114 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
1-00 |
0.8% |
88% |
False |
False |
180,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-01 |
|
2.618 |
131-05 |
|
1.618 |
128-25 |
|
1.000 |
127-10 |
|
0.618 |
126-13 |
|
HIGH |
124-30 |
|
0.618 |
124-01 |
|
0.500 |
123-24 |
|
0.382 |
123-15 |
|
LOW |
122-18 |
|
0.618 |
121-03 |
|
1.000 |
120-06 |
|
1.618 |
118-23 |
|
2.618 |
116-11 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-17 |
124-13 |
| PP |
124-04 |
123-29 |
| S1 |
123-24 |
123-13 |
|