ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
121-08 |
122-02 |
0-26 |
0.7% |
122-22 |
| High |
121-08 |
122-02 |
0-26 |
0.7% |
124-11 |
| Low |
121-08 |
120-31 |
-0-09 |
-0.2% |
121-10 |
| Close |
121-14 |
120-31 |
-0-15 |
-0.4% |
121-10 |
| Range |
0-00 |
1-03 |
1-03 |
|
3-01 |
| ATR |
0-29 |
0-29 |
0-00 |
1.6% |
0-00 |
| Volume |
5 |
1 |
-4 |
-80.0% |
44 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-20 |
123-28 |
121-18 |
|
| R3 |
123-17 |
122-25 |
121-09 |
|
| R2 |
122-14 |
122-14 |
121-05 |
|
| R1 |
121-22 |
121-22 |
121-02 |
121-16 |
| PP |
121-11 |
121-11 |
121-11 |
121-08 |
| S1 |
120-19 |
120-19 |
120-28 |
120-14 |
| S2 |
120-08 |
120-08 |
120-25 |
|
| S3 |
119-05 |
119-16 |
120-21 |
|
| S4 |
118-02 |
118-13 |
120-12 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
129-13 |
122-31 |
|
| R3 |
128-12 |
126-12 |
122-05 |
|
| R2 |
125-11 |
125-11 |
121-28 |
|
| R1 |
123-11 |
123-11 |
121-19 |
122-26 |
| PP |
122-10 |
122-10 |
122-10 |
122-02 |
| S1 |
120-10 |
120-10 |
121-01 |
119-26 |
| S2 |
119-09 |
119-09 |
120-24 |
|
| S3 |
116-08 |
117-09 |
120-15 |
|
| S4 |
113-07 |
114-08 |
119-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-23 |
|
2.618 |
124-30 |
|
1.618 |
123-27 |
|
1.000 |
123-05 |
|
0.618 |
122-24 |
|
HIGH |
122-02 |
|
0.618 |
121-21 |
|
0.500 |
121-16 |
|
0.382 |
121-12 |
|
LOW |
120-31 |
|
0.618 |
120-09 |
|
1.000 |
119-28 |
|
1.618 |
119-06 |
|
2.618 |
118-03 |
|
4.250 |
116-10 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-16 |
121-16 |
| PP |
121-11 |
121-11 |
| S1 |
121-05 |
121-05 |
|