ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
122-28 |
2-10 |
1.9% |
118-30 |
| High |
124-16 |
124-04 |
-0-12 |
-0.3% |
124-16 |
| Low |
120-03 |
121-12 |
1-09 |
1.1% |
118-15 |
| Close |
123-11 |
122-00 |
-1-11 |
-1.1% |
122-00 |
| Range |
4-13 |
2-24 |
-1-21 |
-37.6% |
6-01 |
| ATR |
1-08 |
1-11 |
0-03 |
8.6% |
0-00 |
| Volume |
497,258 |
682,398 |
185,140 |
37.2% |
2,119,807 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-24 |
129-04 |
123-16 |
|
| R3 |
128-00 |
126-12 |
122-24 |
|
| R2 |
125-08 |
125-08 |
122-16 |
|
| R1 |
123-20 |
123-20 |
122-08 |
123-02 |
| PP |
122-16 |
122-16 |
122-16 |
122-07 |
| S1 |
120-28 |
120-28 |
121-24 |
120-10 |
| S2 |
119-24 |
119-24 |
121-16 |
|
| S3 |
117-00 |
118-04 |
121-08 |
|
| S4 |
114-08 |
115-12 |
120-16 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-24 |
136-29 |
125-10 |
|
| R3 |
133-23 |
130-28 |
123-21 |
|
| R2 |
127-22 |
127-22 |
123-03 |
|
| R1 |
124-27 |
124-27 |
122-18 |
126-08 |
| PP |
121-21 |
121-21 |
121-21 |
122-12 |
| S1 |
118-26 |
118-26 |
121-14 |
120-08 |
| S2 |
115-20 |
115-20 |
120-29 |
|
| S3 |
109-19 |
112-25 |
120-11 |
|
| S4 |
103-18 |
106-24 |
118-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-16 |
118-15 |
6-01 |
4.9% |
2-04 |
1.7% |
59% |
False |
False |
423,961 |
| 10 |
124-16 |
116-22 |
7-26 |
6.4% |
1-20 |
1.3% |
68% |
False |
False |
367,215 |
| 20 |
124-16 |
115-08 |
9-08 |
7.6% |
1-07 |
1.0% |
73% |
False |
False |
318,057 |
| 40 |
124-16 |
114-06 |
10-10 |
8.5% |
1-02 |
0.9% |
76% |
False |
False |
284,320 |
| 60 |
124-16 |
114-06 |
10-10 |
8.5% |
1-00 |
0.8% |
76% |
False |
False |
240,031 |
| 80 |
124-16 |
114-06 |
10-10 |
8.5% |
0-31 |
0.8% |
76% |
False |
False |
180,358 |
| 100 |
124-16 |
113-05 |
11-11 |
9.3% |
0-29 |
0.7% |
78% |
False |
False |
144,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-26 |
|
2.618 |
131-10 |
|
1.618 |
128-18 |
|
1.000 |
126-28 |
|
0.618 |
125-26 |
|
HIGH |
124-04 |
|
0.618 |
123-02 |
|
0.500 |
122-24 |
|
0.382 |
122-14 |
|
LOW |
121-12 |
|
0.618 |
119-22 |
|
1.000 |
118-20 |
|
1.618 |
116-30 |
|
2.618 |
114-06 |
|
4.250 |
109-22 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-24 |
122-08 |
| PP |
122-16 |
122-05 |
| S1 |
122-08 |
122-03 |
|