ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-09 |
124-25 |
0-16 |
0.4% |
121-25 |
| High |
125-13 |
126-15 |
1-02 |
0.8% |
126-01 |
| Low |
124-08 |
124-22 |
0-14 |
0.4% |
121-07 |
| Close |
124-12 |
125-08 |
0-28 |
0.7% |
124-28 |
| Range |
1-05 |
1-25 |
0-20 |
54.1% |
4-26 |
| ATR |
1-16 |
1-17 |
0-01 |
2.8% |
0-00 |
| Volume |
553,482 |
421,750 |
-131,732 |
-23.8% |
2,198,398 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-26 |
129-26 |
126-07 |
|
| R3 |
129-01 |
128-01 |
125-24 |
|
| R2 |
127-08 |
127-08 |
125-18 |
|
| R1 |
126-08 |
126-08 |
125-13 |
126-24 |
| PP |
125-15 |
125-15 |
125-15 |
125-23 |
| S1 |
124-15 |
124-15 |
125-03 |
124-31 |
| S2 |
123-22 |
123-22 |
124-30 |
|
| S3 |
121-29 |
122-22 |
124-24 |
|
| S4 |
120-04 |
120-29 |
124-09 |
|
|
| 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 |
126-15 |
122-13 |
4-02 |
3.2% |
1-20 |
1.3% |
70% |
True |
False |
475,636 |
| 10 |
126-15 |
119-26 |
6-21 |
5.3% |
1-19 |
1.3% |
82% |
True |
False |
421,942 |
| 20 |
126-15 |
117-14 |
9-01 |
7.2% |
1-20 |
1.3% |
87% |
True |
False |
415,842 |
| 40 |
126-15 |
114-06 |
12-09 |
9.8% |
1-08 |
1.0% |
90% |
True |
False |
334,845 |
| 60 |
126-15 |
114-06 |
12-09 |
9.8% |
1-04 |
0.9% |
90% |
True |
False |
303,958 |
| 80 |
126-15 |
114-06 |
12-09 |
9.8% |
1-03 |
0.9% |
90% |
True |
False |
244,574 |
| 100 |
126-15 |
113-05 |
13-10 |
10.6% |
1-01 |
0.8% |
91% |
True |
False |
195,715 |
| 120 |
126-15 |
113-05 |
13-10 |
10.6% |
0-31 |
0.8% |
91% |
True |
False |
163,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-01 |
|
2.618 |
131-04 |
|
1.618 |
129-11 |
|
1.000 |
128-08 |
|
0.618 |
127-18 |
|
HIGH |
126-15 |
|
0.618 |
125-25 |
|
0.500 |
125-18 |
|
0.382 |
125-12 |
|
LOW |
124-22 |
|
0.618 |
123-19 |
|
1.000 |
122-29 |
|
1.618 |
121-26 |
|
2.618 |
120-01 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-10 |
| PP |
125-15 |
125-09 |
| S1 |
125-12 |
125-08 |
|