ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-10 |
124-06 |
0-28 |
0.7% |
125-00 |
| High |
124-09 |
125-01 |
0-24 |
0.6% |
125-15 |
| Low |
123-10 |
123-18 |
0-08 |
0.2% |
123-03 |
| Close |
123-22 |
124-29 |
1-07 |
1.0% |
124-22 |
| Range |
0-31 |
1-15 |
0-16 |
51.6% |
2-12 |
| ATR |
1-13 |
1-13 |
0-00 |
0.3% |
0-00 |
| Volume |
3,493 |
3,524 |
31 |
0.9% |
58,932 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-29 |
128-12 |
125-23 |
|
| R3 |
127-14 |
126-29 |
125-10 |
|
| R2 |
125-31 |
125-31 |
125-06 |
|
| R1 |
125-14 |
125-14 |
125-01 |
125-22 |
| PP |
124-16 |
124-16 |
124-16 |
124-20 |
| S1 |
123-31 |
123-31 |
124-25 |
124-08 |
| S2 |
123-01 |
123-01 |
124-20 |
|
| S3 |
121-18 |
122-16 |
124-16 |
|
| S4 |
120-03 |
121-01 |
124-03 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-17 |
130-16 |
126-00 |
|
| R3 |
129-05 |
128-04 |
125-11 |
|
| R2 |
126-25 |
126-25 |
125-04 |
|
| R1 |
125-24 |
125-24 |
124-29 |
125-02 |
| PP |
124-13 |
124-13 |
124-13 |
124-03 |
| S1 |
123-12 |
123-12 |
124-15 |
122-22 |
| S2 |
122-01 |
122-01 |
124-08 |
|
| S3 |
119-21 |
121-00 |
124-01 |
|
| S4 |
117-09 |
118-20 |
123-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-01 |
123-03 |
1-30 |
1.6% |
1-07 |
1.0% |
94% |
True |
False |
4,613 |
| 10 |
125-15 |
122-18 |
2-29 |
2.3% |
1-10 |
1.0% |
81% |
False |
False |
9,831 |
| 20 |
126-15 |
121-28 |
4-19 |
3.7% |
1-13 |
1.1% |
66% |
False |
False |
210,425 |
| 40 |
126-15 |
116-22 |
9-25 |
7.8% |
1-14 |
1.2% |
84% |
False |
False |
290,736 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-08 |
1.0% |
87% |
False |
False |
280,629 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-05 |
0.9% |
87% |
False |
False |
270,052 |
| 100 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
87% |
False |
False |
217,814 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
1-02 |
0.8% |
88% |
False |
False |
181,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-09 |
|
2.618 |
128-28 |
|
1.618 |
127-13 |
|
1.000 |
126-16 |
|
0.618 |
125-30 |
|
HIGH |
125-01 |
|
0.618 |
124-15 |
|
0.500 |
124-10 |
|
0.382 |
124-04 |
|
LOW |
123-18 |
|
0.618 |
122-21 |
|
1.000 |
122-03 |
|
1.618 |
121-06 |
|
2.618 |
119-23 |
|
4.250 |
117-10 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
124-20 |
| PP |
124-16 |
124-11 |
| S1 |
124-10 |
124-02 |
|