ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
120-29 |
0-21 |
0.5% |
121-14 |
| High |
121-04 |
122-18 |
1-14 |
1.2% |
122-18 |
| Low |
119-26 |
120-24 |
0-30 |
0.8% |
119-26 |
| Close |
120-17 |
122-01 |
1-16 |
1.2% |
122-01 |
| Range |
1-10 |
1-26 |
0-16 |
38.1% |
2-24 |
| ATR |
1-12 |
1-13 |
0-02 |
3.4% |
0-00 |
| Volume |
303,060 |
425,440 |
122,380 |
40.4% |
1,968,478 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
126-14 |
123-01 |
|
| R3 |
125-13 |
124-20 |
122-17 |
|
| R2 |
123-19 |
123-19 |
122-12 |
|
| R1 |
122-26 |
122-26 |
122-06 |
123-06 |
| PP |
121-25 |
121-25 |
121-25 |
121-31 |
| S1 |
121-00 |
121-00 |
121-28 |
121-12 |
| S2 |
119-31 |
119-31 |
121-22 |
|
| S3 |
118-05 |
119-06 |
121-17 |
|
| S4 |
116-11 |
117-12 |
121-01 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-20 |
123-17 |
|
| R3 |
126-31 |
125-28 |
122-25 |
|
| R2 |
124-07 |
124-07 |
122-17 |
|
| R1 |
123-04 |
123-04 |
122-09 |
123-22 |
| PP |
121-15 |
121-15 |
121-15 |
121-24 |
| S1 |
120-12 |
120-12 |
121-25 |
120-30 |
| S2 |
118-23 |
118-23 |
121-17 |
|
| S3 |
115-31 |
117-20 |
121-09 |
|
| S4 |
113-07 |
114-28 |
120-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-18 |
119-26 |
2-24 |
2.3% |
1-13 |
1.2% |
81% |
True |
False |
393,695 |
| 10 |
124-16 |
118-15 |
6-01 |
4.9% |
1-25 |
1.5% |
59% |
False |
False |
408,828 |
| 20 |
124-16 |
116-10 |
8-06 |
6.7% |
1-11 |
1.1% |
70% |
False |
False |
351,193 |
| 40 |
124-16 |
114-06 |
10-10 |
8.5% |
1-04 |
0.9% |
76% |
False |
False |
301,919 |
| 60 |
124-16 |
114-06 |
10-10 |
8.5% |
1-01 |
0.8% |
76% |
False |
False |
272,462 |
| 80 |
124-16 |
114-06 |
10-10 |
8.5% |
1-00 |
0.8% |
76% |
False |
False |
204,951 |
| 100 |
124-16 |
113-05 |
11-11 |
9.3% |
0-30 |
0.8% |
78% |
False |
False |
163,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-08 |
|
2.618 |
127-10 |
|
1.618 |
125-16 |
|
1.000 |
124-12 |
|
0.618 |
123-22 |
|
HIGH |
122-18 |
|
0.618 |
121-28 |
|
0.500 |
121-21 |
|
0.382 |
121-14 |
|
LOW |
120-24 |
|
0.618 |
119-20 |
|
1.000 |
118-30 |
|
1.618 |
117-26 |
|
2.618 |
116-00 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-29 |
121-24 |
| PP |
121-25 |
121-15 |
| S1 |
121-21 |
121-06 |
|