ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-18 |
123-21 |
0-03 |
0.1% |
123-27 |
| High |
123-25 |
124-27 |
1-02 |
0.9% |
124-23 |
| Low |
122-21 |
123-09 |
0-20 |
0.5% |
122-15 |
| Close |
123-20 |
124-24 |
1-04 |
0.9% |
123-30 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
2-08 |
| ATR |
1-13 |
1-14 |
0-00 |
0.7% |
0-00 |
| Volume |
149,909 |
266,814 |
116,905 |
78.0% |
1,196,774 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
128-14 |
125-20 |
|
| R3 |
127-13 |
126-28 |
125-06 |
|
| R2 |
125-27 |
125-27 |
125-01 |
|
| R1 |
125-10 |
125-10 |
124-29 |
125-18 |
| PP |
124-09 |
124-09 |
124-09 |
124-14 |
| S1 |
123-24 |
123-24 |
124-19 |
124-00 |
| S2 |
122-23 |
122-23 |
124-15 |
|
| S3 |
121-05 |
122-06 |
124-10 |
|
| S4 |
119-19 |
120-20 |
123-28 |
|
|
| 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 |
124-27 |
122-21 |
2-06 |
1.8% |
1-08 |
1.0% |
96% |
True |
False |
232,196 |
| 10 |
124-27 |
122-15 |
2-12 |
1.9% |
1-12 |
1.1% |
96% |
True |
False |
243,105 |
| 20 |
125-00 |
121-06 |
3-26 |
3.1% |
1-12 |
1.1% |
93% |
False |
False |
265,022 |
| 40 |
126-05 |
116-15 |
9-22 |
7.8% |
1-16 |
1.2% |
85% |
False |
False |
140,989 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
1-08 |
1.0% |
89% |
False |
False |
94,062 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
1-00 |
0.8% |
89% |
False |
False |
70,552 |
| 100 |
126-05 |
113-06 |
12-31 |
10.4% |
0-27 |
0.7% |
89% |
False |
False |
56,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-16 |
|
2.618 |
128-30 |
|
1.618 |
127-12 |
|
1.000 |
126-13 |
|
0.618 |
125-26 |
|
HIGH |
124-27 |
|
0.618 |
124-08 |
|
0.500 |
124-02 |
|
0.382 |
123-28 |
|
LOW |
123-09 |
|
0.618 |
122-10 |
|
1.000 |
121-23 |
|
1.618 |
120-24 |
|
2.618 |
119-06 |
|
4.250 |
116-20 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-17 |
124-13 |
| PP |
124-09 |
124-03 |
| S1 |
124-02 |
123-24 |
|