ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
125-17 |
126-12 |
0-27 |
0.7% |
123-18 |
| High |
126-16 |
127-13 |
0-29 |
0.7% |
125-31 |
| Low |
125-13 |
126-07 |
0-26 |
0.6% |
122-21 |
| Close |
126-09 |
127-04 |
0-27 |
0.7% |
125-11 |
| Range |
1-03 |
1-06 |
0-03 |
8.6% |
3-10 |
| ATR |
1-12 |
1-12 |
0-00 |
-1.0% |
0-00 |
| Volume |
239,342 |
203,679 |
-35,663 |
-14.9% |
1,167,818 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
130-00 |
127-25 |
|
| R3 |
129-09 |
128-26 |
127-14 |
|
| R2 |
128-03 |
128-03 |
127-11 |
|
| R1 |
127-20 |
127-20 |
127-07 |
127-28 |
| PP |
126-29 |
126-29 |
126-29 |
127-01 |
| S1 |
126-14 |
126-14 |
127-01 |
126-22 |
| S2 |
125-23 |
125-23 |
126-29 |
|
| S3 |
124-17 |
125-08 |
126-26 |
|
| S4 |
123-11 |
124-02 |
126-15 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
133-09 |
127-05 |
|
| R3 |
131-09 |
129-31 |
126-08 |
|
| R2 |
127-31 |
127-31 |
125-30 |
|
| R1 |
126-21 |
126-21 |
125-21 |
127-10 |
| PP |
124-21 |
124-21 |
124-21 |
125-00 |
| S1 |
123-11 |
123-11 |
125-01 |
124-00 |
| S2 |
121-11 |
121-11 |
124-24 |
|
| S3 |
118-01 |
120-01 |
124-14 |
|
| S4 |
114-23 |
116-23 |
123-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-13 |
124-12 |
3-01 |
2.4% |
1-06 |
0.9% |
91% |
True |
False |
238,823 |
| 10 |
127-13 |
122-21 |
4-24 |
3.7% |
1-07 |
1.0% |
94% |
True |
False |
235,509 |
| 20 |
127-13 |
121-06 |
6-07 |
4.9% |
1-11 |
1.1% |
95% |
True |
False |
253,350 |
| 40 |
127-13 |
119-04 |
8-09 |
6.5% |
1-17 |
1.2% |
97% |
True |
False |
170,688 |
| 60 |
127-13 |
113-09 |
14-04 |
11.1% |
1-09 |
1.0% |
98% |
True |
False |
113,959 |
| 80 |
127-13 |
113-06 |
14-07 |
11.2% |
1-03 |
0.8% |
98% |
True |
False |
85,478 |
| 100 |
127-13 |
113-06 |
14-07 |
11.2% |
0-29 |
0.7% |
98% |
True |
False |
68,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-14 |
|
2.618 |
130-16 |
|
1.618 |
129-10 |
|
1.000 |
128-19 |
|
0.618 |
128-04 |
|
HIGH |
127-13 |
|
0.618 |
126-30 |
|
0.500 |
126-26 |
|
0.382 |
126-22 |
|
LOW |
126-07 |
|
0.618 |
125-16 |
|
1.000 |
125-01 |
|
1.618 |
124-10 |
|
2.618 |
123-04 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127-01 |
126-24 |
| PP |
126-29 |
126-12 |
| S1 |
126-26 |
126-00 |
|