ECBOT 30 Year Treasury Bond Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2010 | 15-Jun-2010 | Change | Change % | Previous Week |  
                        | Open | 123-05 | 122-12 | -0-25 | -0.6% | 122-28 |  
                        | High | 123-05 | 122-15 | -0-22 | -0.6% | 123-15 |  
                        | Low | 121-24 | 122-12 | 0-20 | 0.5% | 122-01 |  
                        | Close | 121-29 | 121-11 | -0-18 | -0.5% | 122-27 |  
                        | Range | 1-13 | 0-03 | -1-10 | -93.3% | 1-14 |  
                        | ATR | 1-01 | 1-00 | -0-01 | -3.2% | 0-00 |  
                        | Volume | 12 | 8 | -4 | -33.3% | 456 |  | 
    
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            | Daily Pivots for day following 15-Jun-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-11 | 121-30 | 121-13 |  |  
                | R3 | 122-08 | 121-27 | 121-12 |  |  
                | R2 | 122-05 | 122-05 | 121-12 |  |  
                | R1 | 121-24 | 121-24 | 121-11 | 121-29 |  
                | PP | 122-02 | 122-02 | 122-02 | 122-04 |  
                | S1 | 121-21 | 121-21 | 121-11 | 121-26 |  
                | S2 | 121-31 | 121-31 | 121-10 |  |  
                | S3 | 121-28 | 121-18 | 121-10 |  |  
                | S4 | 121-25 | 121-15 | 121-09 |  |  | 
        
            | Weekly Pivots for week ending 11-Jun-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 127-03 | 126-13 | 123-20 |  |  
                | R3 | 125-21 | 124-31 | 123-08 |  |  
                | R2 | 124-07 | 124-07 | 123-03 |  |  
                | R1 | 123-17 | 123-17 | 122-31 | 123-05 |  
                | PP | 122-25 | 122-25 | 122-25 | 122-19 |  
                | S1 | 122-03 | 122-03 | 122-23 | 121-23 |  
                | S2 | 121-11 | 121-11 | 122-19 |  |  
                | S3 | 119-29 | 120-21 | 122-14 |  |  
                | S4 | 118-15 | 119-07 | 122-02 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 122-28 |  
            | 2.618 | 122-23 |  
            | 1.618 | 122-20 |  
            | 1.000 | 122-18 |  
            | 0.618 | 122-17 |  
            | HIGH | 122-15 |  
            | 0.618 | 122-14 |  
            | 0.500 | 122-14 |  
            | 0.382 | 122-13 |  
            | LOW | 122-12 |  
            | 0.618 | 122-10 |  
            | 1.000 | 122-09 |  
            | 1.618 | 122-07 |  
            | 2.618 | 122-04 |  
            | 4.250 | 121-31 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 122-14 | 122-14 |  
                                | PP | 122-02 | 122-03 |  
                                | S1 | 121-22 | 121-23 |  |