ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
123-21 |
124-21 |
1-00 |
0.8% |
123-27 |
| High |
124-27 |
125-24 |
0-29 |
0.7% |
124-23 |
| Low |
123-09 |
124-12 |
1-03 |
0.9% |
122-15 |
| Close |
124-24 |
125-11 |
0-19 |
0.5% |
123-30 |
| Range |
1-18 |
1-12 |
-0-06 |
-12.0% |
2-08 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.3% |
0-00 |
| Volume |
266,814 |
217,013 |
-49,801 |
-18.7% |
1,196,774 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
128-22 |
126-03 |
|
| R3 |
127-29 |
127-10 |
125-23 |
|
| R2 |
126-17 |
126-17 |
125-19 |
|
| R1 |
125-30 |
125-30 |
125-15 |
126-08 |
| PP |
125-05 |
125-05 |
125-05 |
125-10 |
| S1 |
124-18 |
124-18 |
125-07 |
124-28 |
| S2 |
123-25 |
123-25 |
125-03 |
|
| S3 |
122-13 |
123-06 |
124-31 |
|
| S4 |
121-01 |
121-26 |
124-19 |
|
|
| 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 |
125-24 |
122-21 |
3-03 |
2.5% |
1-10 |
1.0% |
87% |
True |
False |
229,662 |
| 10 |
125-24 |
122-15 |
3-09 |
2.6% |
1-13 |
1.1% |
88% |
True |
False |
239,460 |
| 20 |
125-24 |
121-06 |
4-18 |
3.6% |
1-12 |
1.1% |
91% |
True |
False |
263,849 |
| 40 |
126-05 |
116-15 |
9-22 |
7.7% |
1-17 |
1.2% |
92% |
False |
False |
146,389 |
| 60 |
126-05 |
113-06 |
12-31 |
10.3% |
1-08 |
1.0% |
94% |
False |
False |
97,679 |
| 80 |
126-05 |
113-06 |
12-31 |
10.3% |
1-01 |
0.8% |
94% |
False |
False |
73,265 |
| 100 |
126-05 |
113-06 |
12-31 |
10.3% |
0-28 |
0.7% |
94% |
False |
False |
58,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-19 |
|
2.618 |
129-11 |
|
1.618 |
127-31 |
|
1.000 |
127-04 |
|
0.618 |
126-19 |
|
HIGH |
125-24 |
|
0.618 |
125-07 |
|
0.500 |
125-02 |
|
0.382 |
124-29 |
|
LOW |
124-12 |
|
0.618 |
123-17 |
|
1.000 |
123-00 |
|
1.618 |
122-05 |
|
2.618 |
120-25 |
|
4.250 |
118-17 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
124-31 |
| PP |
125-05 |
124-19 |
| S1 |
125-02 |
124-06 |
|