ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
124-25 |
-0-07 |
-0.2% |
121-25 |
| High |
125-09 |
124-26 |
-0-15 |
-0.4% |
126-01 |
| Low |
123-28 |
122-21 |
-1-07 |
-1.0% |
121-07 |
| Close |
124-15 |
122-30 |
-1-17 |
-1.2% |
124-28 |
| Range |
1-13 |
2-05 |
0-24 |
53.3% |
4-26 |
| ATR |
1-17 |
1-19 |
0-01 |
2.9% |
0-00 |
| Volume |
691,927 |
695,809 |
3,882 |
0.6% |
2,198,398 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-19 |
124-04 |
|
| R3 |
127-25 |
126-14 |
123-17 |
|
| R2 |
125-20 |
125-20 |
123-11 |
|
| R1 |
124-09 |
124-09 |
123-04 |
123-28 |
| PP |
123-15 |
123-15 |
123-15 |
123-08 |
| S1 |
122-04 |
122-04 |
122-24 |
121-23 |
| S2 |
121-10 |
121-10 |
122-17 |
|
| S3 |
119-05 |
119-31 |
122-11 |
|
| S4 |
117-00 |
117-26 |
121-24 |
|
|
| 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 |
126-15 |
122-21 |
3-26 |
3.1% |
1-22 |
1.4% |
7% |
False |
True |
589,470 |
| 10 |
126-15 |
120-24 |
5-23 |
4.7% |
1-22 |
1.4% |
38% |
False |
False |
498,680 |
| 20 |
126-15 |
117-31 |
8-16 |
6.9% |
1-22 |
1.4% |
58% |
False |
False |
445,741 |
| 40 |
126-15 |
114-06 |
12-09 |
10.0% |
1-10 |
1.1% |
71% |
False |
False |
359,790 |
| 60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-05 |
0.9% |
71% |
False |
False |
320,600 |
| 80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-04 |
0.9% |
71% |
False |
False |
261,881 |
| 100 |
126-15 |
113-11 |
13-04 |
10.7% |
1-02 |
0.9% |
73% |
False |
False |
209,591 |
| 120 |
126-15 |
113-05 |
13-10 |
10.8% |
0-31 |
0.8% |
73% |
False |
False |
174,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-31 |
|
2.618 |
130-15 |
|
1.618 |
128-10 |
|
1.000 |
126-31 |
|
0.618 |
126-05 |
|
HIGH |
124-26 |
|
0.618 |
124-00 |
|
0.500 |
123-24 |
|
0.382 |
123-15 |
|
LOW |
122-21 |
|
0.618 |
121-10 |
|
1.000 |
120-16 |
|
1.618 |
119-05 |
|
2.618 |
117-00 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-24 |
124-18 |
| PP |
123-15 |
124-01 |
| S1 |
123-06 |
123-15 |
|