ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-10 |
0-10 |
0.3% |
123-08 |
| High |
125-15 |
125-10 |
-0-05 |
-0.1% |
124-30 |
| Low |
124-07 |
124-22 |
0-15 |
0.4% |
121-28 |
| Close |
124-26 |
125-03 |
0-09 |
0.2% |
124-29 |
| Range |
1-08 |
0-20 |
-0-20 |
-50.0% |
3-02 |
| ATR |
1-17 |
1-15 |
-0-02 |
-4.2% |
0-00 |
| Volume |
13,586 |
11,962 |
-1,624 |
-12.0% |
209,547 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
126-20 |
125-14 |
|
| R3 |
126-09 |
126-00 |
125-08 |
|
| R2 |
125-21 |
125-21 |
125-07 |
|
| R1 |
125-12 |
125-12 |
125-05 |
125-06 |
| PP |
125-01 |
125-01 |
125-01 |
124-30 |
| S1 |
124-24 |
124-24 |
125-01 |
124-18 |
| S2 |
124-13 |
124-13 |
124-31 |
|
| S3 |
123-25 |
124-04 |
124-30 |
|
| S4 |
123-05 |
123-16 |
124-24 |
|
|
| 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 |
125-15 |
121-28 |
3-19 |
2.9% |
1-11 |
1.1% |
90% |
False |
False |
26,041 |
| 10 |
126-15 |
121-28 |
4-19 |
3.7% |
1-14 |
1.1% |
70% |
False |
False |
258,782 |
| 20 |
126-15 |
119-26 |
6-21 |
5.3% |
1-16 |
1.2% |
79% |
False |
False |
334,714 |
| 40 |
126-15 |
115-15 |
11-00 |
8.8% |
1-12 |
1.1% |
88% |
False |
False |
335,861 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-06 |
1.0% |
89% |
False |
False |
306,685 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
89% |
False |
False |
271,282 |
| 100 |
126-15 |
114-06 |
12-09 |
9.8% |
1-03 |
0.9% |
89% |
False |
False |
217,367 |
| 120 |
126-15 |
113-05 |
13-10 |
10.6% |
1-00 |
0.8% |
90% |
False |
False |
181,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-31 |
|
2.618 |
126-30 |
|
1.618 |
126-10 |
|
1.000 |
125-30 |
|
0.618 |
125-22 |
|
HIGH |
125-10 |
|
0.618 |
125-02 |
|
0.500 |
125-00 |
|
0.382 |
124-30 |
|
LOW |
124-22 |
|
0.618 |
124-10 |
|
1.000 |
124-02 |
|
1.618 |
123-22 |
|
2.618 |
123-02 |
|
4.250 |
122-01 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-02 |
124-24 |
| PP |
125-01 |
124-12 |
| S1 |
125-00 |
124-00 |
|