ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-14 |
120-26 |
-0-20 |
-0.5% |
118-30 |
| High |
121-17 |
121-24 |
0-07 |
0.2% |
124-16 |
| Low |
120-05 |
120-09 |
0-04 |
0.1% |
118-15 |
| Close |
120-27 |
120-25 |
-0-02 |
-0.1% |
122-00 |
| Range |
1-12 |
1-15 |
0-03 |
6.8% |
6-01 |
| ATR |
1-12 |
1-13 |
0-00 |
0.4% |
0-00 |
| Volume |
613,890 |
308,791 |
-305,099 |
-49.7% |
2,119,807 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-11 |
124-17 |
121-19 |
|
| R3 |
123-28 |
123-02 |
121-06 |
|
| R2 |
122-13 |
122-13 |
121-02 |
|
| R1 |
121-19 |
121-19 |
120-29 |
121-08 |
| PP |
120-30 |
120-30 |
120-30 |
120-25 |
| S1 |
120-04 |
120-04 |
120-21 |
119-26 |
| S2 |
119-15 |
119-15 |
120-16 |
|
| S3 |
118-00 |
118-21 |
120-12 |
|
| S4 |
116-17 |
117-06 |
119-31 |
|
|
| 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 |
120-00 |
4-16 |
3.7% |
2-09 |
1.9% |
17% |
False |
False |
498,177 |
| 10 |
124-16 |
117-14 |
7-02 |
5.8% |
1-21 |
1.4% |
47% |
False |
False |
409,742 |
| 20 |
124-16 |
115-15 |
9-01 |
7.5% |
1-09 |
1.1% |
59% |
False |
False |
340,565 |
| 40 |
124-16 |
114-06 |
10-10 |
8.5% |
1-02 |
0.9% |
64% |
False |
False |
292,167 |
| 60 |
124-16 |
114-06 |
10-10 |
8.5% |
1-00 |
0.8% |
64% |
False |
False |
255,239 |
| 80 |
124-16 |
114-06 |
10-10 |
8.5% |
0-31 |
0.8% |
64% |
False |
False |
191,887 |
| 100 |
124-16 |
113-05 |
11-11 |
9.4% |
0-30 |
0.8% |
67% |
False |
False |
153,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
125-19 |
|
1.618 |
124-04 |
|
1.000 |
123-07 |
|
0.618 |
122-21 |
|
HIGH |
121-24 |
|
0.618 |
121-06 |
|
0.500 |
121-00 |
|
0.382 |
120-27 |
|
LOW |
120-09 |
|
0.618 |
119-12 |
|
1.000 |
118-26 |
|
1.618 |
117-29 |
|
2.618 |
116-14 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
122-04 |
| PP |
120-30 |
121-22 |
| S1 |
120-28 |
121-08 |
|