ECBOT 30 Year Treasury Bond Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2010 | 08-Jun-2010 | Change | Change % | Previous Week |  
                        | Open | 122-28 | 123-15 | 0-19 | 0.5% | 121-08 |  
                        | High | 123-15 | 123-15 | 0-00 | 0.0% | 122-27 |  
                        | Low | 122-28 | 123-15 | 0-19 | 0.5% | 120-04 |  
                        | Close | 122-29 | 123-09 | 0-12 | 0.3% | 123-00 |  
                        | Range | 0-19 | 0-00 | -0-19 | -100.0% | 2-23 |  
                        | ATR | 0-31 | 0-30 | -0-01 | -3.0% | 0-00 |  
                        | Volume | 15 | 5 | -10 | -66.7% | 27 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 123-13 | 123-11 | 123-09 |  |  
                | R3 | 123-13 | 123-11 | 123-09 |  |  
                | R2 | 123-13 | 123-13 | 123-09 |  |  
                | R1 | 123-11 | 123-11 | 123-09 | 123-12 |  
                | PP | 123-13 | 123-13 | 123-13 | 123-14 |  
                | S1 | 123-11 | 123-11 | 123-09 | 123-12 |  
                | S2 | 123-13 | 123-13 | 123-09 |  |  
                | S3 | 123-13 | 123-11 | 123-09 |  |  
                | S4 | 123-13 | 123-11 | 123-09 |  |  | 
        
            | Weekly Pivots for week ending 04-Jun-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-05 | 129-09 | 124-16 |  |  
                | R3 | 127-14 | 126-18 | 123-24 |  |  
                | R2 | 124-23 | 124-23 | 123-16 |  |  
                | R1 | 123-27 | 123-27 | 123-08 | 124-09 |  
                | PP | 122-00 | 122-00 | 122-00 | 122-06 |  
                | S1 | 121-04 | 121-04 | 122-24 | 121-18 |  
                | S2 | 119-09 | 119-09 | 122-16 |  |  
                | S3 | 116-18 | 118-13 | 122-08 |  |  
                | S4 | 113-27 | 115-22 | 121-16 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 123-15 |  
            | 2.618 | 123-15 |  
            | 1.618 | 123-15 |  
            | 1.000 | 123-15 |  
            | 0.618 | 123-15 |  
            | HIGH | 123-15 |  
            | 0.618 | 123-15 |  
            | 0.500 | 123-15 |  
            | 0.382 | 123-15 |  
            | LOW | 123-15 |  
            | 0.618 | 123-15 |  
            | 1.000 | 123-15 |  
            | 1.618 | 123-15 |  
            | 2.618 | 123-15 |  
            | 4.250 | 123-15 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-15 | 122-30 |  
                                | PP | 123-13 | 122-18 |  
                                | S1 | 123-11 | 122-07 |  |