ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
122-28 |
121-14 |
-1-14 |
-1.2% |
118-30 |
| High |
124-04 |
121-17 |
-2-19 |
-2.1% |
124-16 |
| Low |
121-12 |
120-05 |
-1-07 |
-1.0% |
118-15 |
| Close |
122-00 |
120-27 |
-1-05 |
-0.9% |
122-00 |
| Range |
2-24 |
1-12 |
-1-12 |
-50.0% |
6-01 |
| ATR |
1-11 |
1-12 |
0-01 |
2.6% |
0-00 |
| Volume |
682,398 |
613,890 |
-68,508 |
-10.0% |
2,119,807 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-09 |
121-19 |
|
| R3 |
123-19 |
122-29 |
121-07 |
|
| R2 |
122-07 |
122-07 |
121-03 |
|
| R1 |
121-17 |
121-17 |
120-31 |
121-06 |
| PP |
120-27 |
120-27 |
120-27 |
120-22 |
| S1 |
120-05 |
120-05 |
120-23 |
119-26 |
| S2 |
119-15 |
119-15 |
120-19 |
|
| S3 |
118-03 |
118-25 |
120-15 |
|
| S4 |
116-23 |
117-13 |
120-03 |
|
|
| 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 |
118-26 |
5-22 |
4.7% |
2-10 |
1.9% |
36% |
False |
False |
476,741 |
| 10 |
124-16 |
116-29 |
7-19 |
6.3% |
1-22 |
1.4% |
52% |
False |
False |
400,166 |
| 20 |
124-16 |
115-15 |
9-01 |
7.5% |
1-08 |
1.0% |
60% |
False |
False |
337,008 |
| 40 |
124-16 |
114-06 |
10-10 |
8.5% |
1-02 |
0.9% |
65% |
False |
False |
292,671 |
| 60 |
124-16 |
114-06 |
10-10 |
8.5% |
1-00 |
0.8% |
65% |
False |
False |
250,139 |
| 80 |
124-16 |
114-06 |
10-10 |
8.5% |
0-31 |
0.8% |
65% |
False |
False |
188,030 |
| 100 |
124-16 |
113-05 |
11-11 |
9.4% |
0-29 |
0.8% |
68% |
False |
False |
150,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
125-04 |
|
1.618 |
123-24 |
|
1.000 |
122-29 |
|
0.618 |
122-12 |
|
HIGH |
121-17 |
|
0.618 |
121-00 |
|
0.500 |
120-27 |
|
0.382 |
120-22 |
|
LOW |
120-05 |
|
0.618 |
119-10 |
|
1.000 |
118-25 |
|
1.618 |
117-30 |
|
2.618 |
116-18 |
|
4.250 |
114-10 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-27 |
122-10 |
| PP |
120-27 |
121-26 |
| S1 |
120-27 |
121-10 |
|