ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
124-15 |
122-20 |
-1-27 |
-1.5% |
124-13 |
| High |
124-17 |
124-07 |
-0-10 |
-0.3% |
125-00 |
| Low |
122-17 |
122-19 |
0-02 |
0.1% |
122-17 |
| Close |
122-18 |
124-07 |
1-21 |
1.4% |
124-07 |
| Range |
2-00 |
1-20 |
-0-12 |
-18.8% |
2-15 |
| ATR |
1-15 |
1-15 |
0-00 |
0.9% |
0-00 |
| Volume |
254,271 |
309,828 |
55,557 |
21.8% |
1,419,859 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
128-00 |
125-04 |
|
| R3 |
126-30 |
126-12 |
124-21 |
|
| R2 |
125-10 |
125-10 |
124-17 |
|
| R1 |
124-24 |
124-24 |
124-12 |
125-01 |
| PP |
123-22 |
123-22 |
123-22 |
123-26 |
| S1 |
123-04 |
123-04 |
124-02 |
123-13 |
| S2 |
122-02 |
122-02 |
123-29 |
|
| S3 |
120-14 |
121-16 |
123-25 |
|
| S4 |
118-26 |
119-28 |
123-10 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
130-08 |
125-18 |
|
| R3 |
128-27 |
127-25 |
124-29 |
|
| R2 |
126-12 |
126-12 |
124-21 |
|
| R1 |
125-10 |
125-10 |
124-14 |
124-20 |
| PP |
123-29 |
123-29 |
123-29 |
123-18 |
| S1 |
122-27 |
122-27 |
124-00 |
122-04 |
| S2 |
121-14 |
121-14 |
123-25 |
|
| S3 |
118-31 |
120-12 |
123-17 |
|
| S4 |
116-16 |
117-29 |
122-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-00 |
122-17 |
2-15 |
2.0% |
1-11 |
1.1% |
68% |
False |
False |
283,971 |
| 10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-13 |
1.1% |
80% |
False |
False |
276,288 |
| 20 |
126-05 |
120-19 |
5-18 |
4.5% |
1-17 |
1.2% |
65% |
False |
False |
198,599 |
| 40 |
126-05 |
115-10 |
10-27 |
8.7% |
1-13 |
1.1% |
82% |
False |
False |
100,719 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-05 |
0.9% |
85% |
False |
False |
67,173 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-30 |
0.7% |
85% |
False |
False |
50,384 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-24 |
0.6% |
85% |
False |
False |
40,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
128-15 |
|
1.618 |
126-27 |
|
1.000 |
125-27 |
|
0.618 |
125-07 |
|
HIGH |
124-07 |
|
0.618 |
123-19 |
|
0.500 |
123-13 |
|
0.382 |
123-07 |
|
LOW |
122-19 |
|
0.618 |
121-19 |
|
1.000 |
120-31 |
|
1.618 |
119-31 |
|
2.618 |
118-11 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-00 |
| PP |
123-22 |
123-24 |
| S1 |
123-13 |
123-17 |
|