ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-21 |
124-09 |
-0-12 |
-0.3% |
121-25 |
| High |
126-01 |
125-13 |
-0-20 |
-0.5% |
126-01 |
| Low |
124-04 |
124-08 |
0-04 |
0.1% |
121-07 |
| Close |
124-28 |
124-12 |
-0-16 |
-0.4% |
124-28 |
| Range |
1-29 |
1-05 |
-0-24 |
-39.3% |
4-26 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.7% |
0-00 |
| Volume |
584,386 |
553,482 |
-30,904 |
-5.3% |
2,198,398 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
127-13 |
125-00 |
|
| R3 |
127-00 |
126-08 |
124-22 |
|
| R2 |
125-27 |
125-27 |
124-19 |
|
| R1 |
125-03 |
125-03 |
124-15 |
125-15 |
| PP |
124-22 |
124-22 |
124-22 |
124-28 |
| S1 |
123-30 |
123-30 |
124-09 |
124-10 |
| S2 |
123-17 |
123-17 |
124-05 |
|
| S3 |
122-12 |
122-25 |
124-02 |
|
| S4 |
121-07 |
121-20 |
123-24 |
|
|
| 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% |
1-21 |
1.3% |
66% |
False |
False |
467,781 |
| 10 |
126-01 |
119-26 |
6-07 |
5.0% |
1-18 |
1.3% |
73% |
False |
False |
410,646 |
| 20 |
126-01 |
116-29 |
9-04 |
7.3% |
1-20 |
1.3% |
82% |
False |
False |
405,406 |
| 40 |
126-01 |
114-06 |
11-27 |
9.5% |
1-07 |
1.0% |
86% |
False |
False |
329,619 |
| 60 |
126-01 |
114-06 |
11-27 |
9.5% |
1-03 |
0.9% |
86% |
False |
False |
302,164 |
| 80 |
126-01 |
114-06 |
11-27 |
9.5% |
1-02 |
0.9% |
86% |
False |
False |
239,311 |
| 100 |
126-01 |
113-05 |
12-28 |
10.4% |
1-01 |
0.8% |
87% |
False |
False |
191,498 |
| 120 |
126-01 |
113-05 |
12-28 |
10.4% |
0-30 |
0.8% |
87% |
False |
False |
159,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-10 |
|
2.618 |
128-14 |
|
1.618 |
127-09 |
|
1.000 |
126-18 |
|
0.618 |
126-04 |
|
HIGH |
125-13 |
|
0.618 |
124-31 |
|
0.500 |
124-26 |
|
0.382 |
124-22 |
|
LOW |
124-08 |
|
0.618 |
123-17 |
|
1.000 |
123-03 |
|
1.618 |
122-12 |
|
2.618 |
121-07 |
|
4.250 |
119-11 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
124-11 |
| PP |
124-22 |
124-10 |
| S1 |
124-17 |
124-10 |
|