ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
124-27 |
0-21 |
0.5% |
124-05 |
| High |
125-01 |
125-06 |
0-05 |
0.1% |
125-06 |
| Low |
123-18 |
124-13 |
0-27 |
0.7% |
123-03 |
| Close |
124-29 |
124-15 |
-0-14 |
-0.4% |
124-15 |
| Range |
1-15 |
0-25 |
-0-22 |
-46.8% |
2-03 |
| ATR |
1-13 |
1-12 |
-0-01 |
-3.2% |
0-00 |
| Volume |
3,524 |
3,302 |
-222 |
-6.3% |
17,147 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-01 |
126-17 |
124-29 |
|
| R3 |
126-08 |
125-24 |
124-22 |
|
| R2 |
125-15 |
125-15 |
124-20 |
|
| R1 |
124-31 |
124-31 |
124-17 |
124-26 |
| PP |
124-22 |
124-22 |
124-22 |
124-20 |
| S1 |
124-06 |
124-06 |
124-13 |
124-02 |
| S2 |
123-29 |
123-29 |
124-10 |
|
| S3 |
123-04 |
123-13 |
124-08 |
|
| S4 |
122-11 |
122-20 |
124-01 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-17 |
129-19 |
125-20 |
|
| R3 |
128-14 |
127-16 |
125-01 |
|
| R2 |
126-11 |
126-11 |
124-27 |
|
| R1 |
125-13 |
125-13 |
124-21 |
125-28 |
| PP |
124-08 |
124-08 |
124-08 |
124-16 |
| S1 |
123-10 |
123-10 |
124-09 |
123-25 |
| S2 |
122-05 |
122-05 |
124-03 |
|
| S3 |
120-02 |
121-07 |
123-29 |
|
| S4 |
117-31 |
119-04 |
123-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-06 |
123-03 |
2-03 |
1.7% |
1-02 |
0.9% |
66% |
True |
False |
3,429 |
| 10 |
125-15 |
123-03 |
2-12 |
1.9% |
1-05 |
0.9% |
58% |
False |
False |
7,607 |
| 20 |
126-15 |
121-28 |
4-19 |
3.7% |
1-11 |
1.1% |
56% |
False |
False |
188,810 |
| 40 |
126-15 |
116-22 |
9-25 |
7.9% |
1-14 |
1.2% |
80% |
False |
False |
283,488 |
| 60 |
126-15 |
114-06 |
12-09 |
9.9% |
1-08 |
1.0% |
84% |
False |
False |
277,333 |
| 80 |
126-15 |
114-06 |
12-09 |
9.9% |
1-05 |
0.9% |
84% |
False |
False |
266,928 |
| 100 |
126-15 |
114-06 |
12-09 |
9.9% |
1-04 |
0.9% |
84% |
False |
False |
217,836 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
1-02 |
0.8% |
85% |
False |
False |
181,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-16 |
|
2.618 |
127-07 |
|
1.618 |
126-14 |
|
1.000 |
125-31 |
|
0.618 |
125-21 |
|
HIGH |
125-06 |
|
0.618 |
124-28 |
|
0.500 |
124-26 |
|
0.382 |
124-23 |
|
LOW |
124-13 |
|
0.618 |
123-30 |
|
1.000 |
123-20 |
|
1.618 |
123-05 |
|
2.618 |
122-12 |
|
4.250 |
121-03 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
124-13 |
| PP |
124-22 |
124-10 |
| S1 |
124-18 |
124-08 |
|