ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
121-11 |
-0-14 |
-0.4% |
121-14 |
| High |
122-26 |
123-02 |
0-08 |
0.2% |
122-18 |
| Low |
121-07 |
121-07 |
0-00 |
0.0% |
119-26 |
| Close |
121-14 |
122-22 |
1-08 |
1.0% |
122-01 |
| Range |
1-19 |
1-27 |
0-08 |
15.7% |
2-24 |
| ATR |
1-14 |
1-15 |
0-01 |
2.1% |
0-00 |
| Volume |
412,975 |
382,473 |
-30,502 |
-7.4% |
1,968,478 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
127-04 |
123-22 |
|
| R3 |
126-00 |
125-09 |
123-06 |
|
| R2 |
124-05 |
124-05 |
123-01 |
|
| R1 |
123-14 |
123-14 |
122-27 |
123-26 |
| PP |
122-10 |
122-10 |
122-10 |
122-16 |
| S1 |
121-19 |
121-19 |
122-17 |
121-30 |
| S2 |
120-15 |
120-15 |
122-11 |
|
| S3 |
118-20 |
119-24 |
122-06 |
|
| S4 |
116-25 |
117-29 |
121-22 |
|
|
| 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 |
123-02 |
119-26 |
3-08 |
2.6% |
1-17 |
1.3% |
88% |
True |
False |
368,249 |
| 10 |
124-16 |
119-26 |
4-22 |
3.8% |
1-29 |
1.6% |
61% |
False |
False |
433,213 |
| 20 |
124-16 |
116-20 |
7-28 |
6.4% |
1-15 |
1.2% |
77% |
False |
False |
362,769 |
| 40 |
124-16 |
114-06 |
10-10 |
8.4% |
1-05 |
1.0% |
82% |
False |
False |
310,130 |
| 60 |
124-16 |
114-06 |
10-10 |
8.4% |
1-02 |
0.9% |
82% |
False |
False |
284,711 |
| 80 |
124-16 |
114-06 |
10-10 |
8.4% |
1-01 |
0.8% |
82% |
False |
False |
214,886 |
| 100 |
124-16 |
113-05 |
11-11 |
9.2% |
0-31 |
0.8% |
84% |
False |
False |
171,934 |
| 120 |
124-16 |
113-05 |
11-11 |
9.2% |
0-29 |
0.7% |
84% |
False |
False |
143,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-29 |
|
2.618 |
127-28 |
|
1.618 |
126-01 |
|
1.000 |
124-29 |
|
0.618 |
124-06 |
|
HIGH |
123-02 |
|
0.618 |
122-11 |
|
0.500 |
122-04 |
|
0.382 |
121-30 |
|
LOW |
121-07 |
|
0.618 |
120-03 |
|
1.000 |
119-12 |
|
1.618 |
118-08 |
|
2.618 |
116-13 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
122-14 |
| PP |
122-10 |
122-05 |
| S1 |
122-04 |
121-29 |
|