ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-27 |
123-16 |
-0-11 |
-0.3% |
124-13 |
| High |
123-30 |
124-02 |
0-04 |
0.1% |
125-00 |
| Low |
122-22 |
122-15 |
-0-07 |
-0.2% |
122-17 |
| Close |
123-09 |
122-23 |
-0-18 |
-0.5% |
124-07 |
| Range |
1-08 |
1-19 |
0-11 |
27.5% |
2-15 |
| ATR |
1-15 |
1-16 |
0-00 |
0.5% |
0-00 |
| Volume |
252,065 |
200,451 |
-51,614 |
-20.5% |
1,419,859 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-28 |
126-28 |
123-19 |
|
| R3 |
126-09 |
125-09 |
123-05 |
|
| R2 |
124-22 |
124-22 |
123-00 |
|
| R1 |
123-22 |
123-22 |
122-28 |
123-12 |
| PP |
123-03 |
123-03 |
123-03 |
122-30 |
| S1 |
122-03 |
122-03 |
122-18 |
121-26 |
| S2 |
121-16 |
121-16 |
122-14 |
|
| S3 |
119-29 |
120-16 |
122-09 |
|
| S4 |
118-10 |
118-29 |
121-27 |
|
|
| 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 |
124-17 |
122-15 |
2-02 |
1.7% |
1-15 |
1.2% |
12% |
False |
True |
254,014 |
| 10 |
125-00 |
121-06 |
3-26 |
3.1% |
1-15 |
1.2% |
40% |
False |
False |
271,191 |
| 20 |
126-05 |
121-06 |
4-31 |
4.0% |
1-15 |
1.2% |
31% |
False |
False |
220,278 |
| 40 |
126-05 |
115-19 |
10-18 |
8.6% |
1-15 |
1.2% |
67% |
False |
False |
112,008 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
1-06 |
1.0% |
73% |
False |
False |
74,715 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-30 |
0.8% |
73% |
False |
False |
56,041 |
| 100 |
126-05 |
113-06 |
12-31 |
10.6% |
0-25 |
0.6% |
73% |
False |
False |
44,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-27 |
|
2.618 |
128-08 |
|
1.618 |
126-21 |
|
1.000 |
125-21 |
|
0.618 |
125-02 |
|
HIGH |
124-02 |
|
0.618 |
123-15 |
|
0.500 |
123-08 |
|
0.382 |
123-02 |
|
LOW |
122-15 |
|
0.618 |
121-15 |
|
1.000 |
120-28 |
|
1.618 |
119-28 |
|
2.618 |
118-09 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-08 |
123-11 |
| PP |
123-03 |
123-04 |
| S1 |
122-29 |
122-30 |
|