ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-27 |
120-08 |
-0-19 |
-0.5% |
118-30 |
| High |
121-07 |
121-04 |
-0-03 |
-0.1% |
124-16 |
| Low |
120-03 |
119-26 |
-0-09 |
-0.2% |
118-15 |
| Close |
120-10 |
120-17 |
0-07 |
0.2% |
122-00 |
| Range |
1-04 |
1-10 |
0-06 |
16.7% |
6-01 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.3% |
0-00 |
| Volume |
317,297 |
303,060 |
-14,237 |
-4.5% |
2,119,807 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-25 |
121-08 |
|
| R3 |
123-04 |
122-15 |
120-29 |
|
| R2 |
121-26 |
121-26 |
120-25 |
|
| R1 |
121-05 |
121-05 |
120-21 |
121-16 |
| PP |
120-16 |
120-16 |
120-16 |
120-21 |
| S1 |
119-27 |
119-27 |
120-13 |
120-06 |
| S2 |
119-06 |
119-06 |
120-09 |
|
| S3 |
117-28 |
118-17 |
120-05 |
|
| S4 |
116-18 |
117-07 |
119-26 |
|
|
| 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 |
124-04 |
119-26 |
4-10 |
3.6% |
1-19 |
1.3% |
17% |
False |
True |
445,087 |
| 10 |
124-16 |
117-31 |
6-17 |
5.4% |
1-23 |
1.4% |
39% |
False |
False |
392,802 |
| 20 |
124-16 |
116-04 |
8-12 |
6.9% |
1-10 |
1.1% |
53% |
False |
False |
343,884 |
| 40 |
124-16 |
114-06 |
10-10 |
8.6% |
1-03 |
0.9% |
62% |
False |
False |
296,713 |
| 60 |
124-16 |
114-06 |
10-10 |
8.6% |
1-01 |
0.8% |
62% |
False |
False |
265,498 |
| 80 |
124-16 |
114-06 |
10-10 |
8.6% |
1-00 |
0.8% |
62% |
False |
False |
199,635 |
| 100 |
124-16 |
113-05 |
11-11 |
9.4% |
0-30 |
0.8% |
65% |
False |
False |
159,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-22 |
|
2.618 |
124-18 |
|
1.618 |
123-08 |
|
1.000 |
122-14 |
|
0.618 |
121-30 |
|
HIGH |
121-04 |
|
0.618 |
120-20 |
|
0.500 |
120-15 |
|
0.382 |
120-10 |
|
LOW |
119-26 |
|
0.618 |
119-00 |
|
1.000 |
118-16 |
|
1.618 |
117-22 |
|
2.618 |
116-12 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-16 |
120-25 |
| PP |
120-16 |
120-22 |
| S1 |
120-15 |
120-20 |
|