ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
122-18 |
124-21 |
2-03 |
1.7% |
121-25 |
| High |
124-25 |
126-01 |
1-08 |
1.0% |
126-01 |
| Low |
122-18 |
124-04 |
1-18 |
1.3% |
121-07 |
| Close |
124-01 |
124-28 |
0-27 |
0.7% |
124-28 |
| Range |
2-07 |
1-29 |
-0-10 |
-14.1% |
4-26 |
| ATR |
1-16 |
1-17 |
0-01 |
2.4% |
0-00 |
| Volume |
435,583 |
584,386 |
148,803 |
34.2% |
2,198,398 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-23 |
125-30 |
|
| R3 |
128-26 |
127-26 |
125-13 |
|
| R2 |
126-29 |
126-29 |
125-07 |
|
| R1 |
125-29 |
125-29 |
125-02 |
126-13 |
| PP |
125-00 |
125-00 |
125-00 |
125-08 |
| S1 |
124-00 |
124-00 |
124-22 |
124-16 |
| S2 |
123-03 |
123-03 |
124-17 |
|
| S3 |
121-06 |
122-03 |
124-11 |
|
| S4 |
119-09 |
120-06 |
123-26 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
136-16 |
127-17 |
|
| R3 |
133-21 |
131-22 |
126-06 |
|
| R2 |
128-27 |
128-27 |
125-24 |
|
| R1 |
126-28 |
126-28 |
125-10 |
127-28 |
| PP |
124-01 |
124-01 |
124-01 |
124-17 |
| S1 |
122-02 |
122-02 |
124-14 |
123-02 |
| S2 |
119-07 |
119-07 |
124-00 |
|
| S3 |
114-13 |
117-08 |
123-18 |
|
| S4 |
109-19 |
112-14 |
122-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-01 |
121-07 |
4-26 |
3.9% |
1-24 |
1.4% |
76% |
True |
False |
439,679 |
| 10 |
126-01 |
119-26 |
6-07 |
5.0% |
1-18 |
1.3% |
81% |
True |
False |
416,687 |
| 20 |
126-01 |
116-22 |
9-11 |
7.5% |
1-19 |
1.3% |
88% |
True |
False |
391,951 |
| 40 |
126-01 |
114-06 |
11-27 |
9.5% |
1-07 |
1.0% |
90% |
True |
False |
325,660 |
| 60 |
126-01 |
114-06 |
11-27 |
9.5% |
1-03 |
0.9% |
90% |
True |
False |
296,902 |
| 80 |
126-01 |
114-06 |
11-27 |
9.5% |
1-02 |
0.9% |
90% |
True |
False |
232,396 |
| 100 |
126-01 |
113-05 |
12-28 |
10.3% |
1-00 |
0.8% |
91% |
True |
False |
185,963 |
| 120 |
126-01 |
113-05 |
12-28 |
10.3% |
0-30 |
0.8% |
91% |
True |
False |
154,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-04 |
|
2.618 |
131-01 |
|
1.618 |
129-04 |
|
1.000 |
127-30 |
|
0.618 |
127-07 |
|
HIGH |
126-01 |
|
0.618 |
125-10 |
|
0.500 |
125-02 |
|
0.382 |
124-27 |
|
LOW |
124-04 |
|
0.618 |
122-30 |
|
1.000 |
122-07 |
|
1.618 |
121-01 |
|
2.618 |
119-04 |
|
4.250 |
116-01 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-02 |
124-21 |
| PP |
125-00 |
124-14 |
| S1 |
124-30 |
124-07 |
|