ECBOT 30 Year Treasury Bond Future September 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 |
123-14 |
124-12 |
0-30 |
0.8% |
123-27 |
| High |
124-18 |
124-23 |
0-05 |
0.1% |
124-23 |
| Low |
122-30 |
123-27 |
0-29 |
0.7% |
122-15 |
| Close |
124-13 |
123-30 |
-0-15 |
-0.4% |
123-30 |
| Range |
1-20 |
0-28 |
-0-24 |
-46.2% |
2-08 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.9% |
0-00 |
| Volume |
238,463 |
276,112 |
37,649 |
15.8% |
1,196,774 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-25 |
126-08 |
124-13 |
|
| R3 |
125-29 |
125-12 |
124-06 |
|
| R2 |
125-01 |
125-01 |
124-03 |
|
| R1 |
124-16 |
124-16 |
124-01 |
124-10 |
| PP |
124-05 |
124-05 |
124-05 |
124-03 |
| S1 |
123-20 |
123-20 |
123-27 |
123-14 |
| S2 |
123-09 |
123-09 |
123-25 |
|
| S3 |
122-13 |
122-24 |
123-22 |
|
| S4 |
121-17 |
121-28 |
123-15 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
129-14 |
125-06 |
|
| R3 |
128-07 |
127-06 |
124-18 |
|
| R2 |
125-31 |
125-31 |
124-11 |
|
| R1 |
124-30 |
124-30 |
124-05 |
125-14 |
| PP |
123-23 |
123-23 |
123-23 |
123-31 |
| S1 |
122-22 |
122-22 |
123-23 |
123-06 |
| S2 |
121-15 |
121-15 |
123-17 |
|
| S3 |
119-07 |
120-14 |
123-10 |
|
| S4 |
116-31 |
118-06 |
122-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-23 |
122-15 |
2-08 |
1.8% |
1-09 |
1.0% |
65% |
True |
False |
239,354 |
| 10 |
125-00 |
122-15 |
2-17 |
2.0% |
1-10 |
1.1% |
58% |
False |
False |
261,663 |
| 20 |
126-05 |
121-06 |
4-31 |
4.0% |
1-13 |
1.1% |
55% |
False |
False |
253,704 |
| 40 |
126-05 |
115-25 |
10-12 |
8.4% |
1-16 |
1.2% |
79% |
False |
False |
130,588 |
| 60 |
126-05 |
113-06 |
12-31 |
10.5% |
1-07 |
1.0% |
83% |
False |
False |
87,117 |
| 80 |
126-05 |
113-06 |
12-31 |
10.5% |
0-31 |
0.8% |
83% |
False |
False |
65,343 |
| 100 |
126-05 |
113-06 |
12-31 |
10.5% |
0-26 |
0.7% |
83% |
False |
False |
52,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
127-00 |
|
1.618 |
126-04 |
|
1.000 |
125-19 |
|
0.618 |
125-08 |
|
HIGH |
124-23 |
|
0.618 |
124-12 |
|
0.500 |
124-09 |
|
0.382 |
124-06 |
|
LOW |
123-27 |
|
0.618 |
123-10 |
|
1.000 |
122-31 |
|
1.618 |
122-14 |
|
2.618 |
121-18 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-09 |
123-28 |
| PP |
124-05 |
123-25 |
| S1 |
124-02 |
123-23 |
|