ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
119-10 |
119-25 |
0-15 |
0.4% |
116-08 |
High |
120-18 |
123-30 |
3-12 |
2.8% |
118-04 |
Low |
119-04 |
119-12 |
0-08 |
0.2% |
115-25 |
Close |
119-23 |
122-29 |
3-06 |
2.7% |
118-03 |
Range |
1-14 |
4-18 |
3-04 |
217.4% |
2-11 |
ATR |
0-27 |
1-04 |
0-08 |
31.0% |
0-00 |
Volume |
2,233 |
4,853 |
2,620 |
117.3% |
4,219 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-24 |
133-29 |
125-13 |
|
R3 |
131-06 |
129-11 |
124-05 |
|
R2 |
126-20 |
126-20 |
123-24 |
|
R1 |
124-25 |
124-25 |
123-10 |
125-22 |
PP |
122-02 |
122-02 |
122-02 |
122-17 |
S1 |
120-07 |
120-07 |
122-16 |
121-04 |
S2 |
117-16 |
117-16 |
122-02 |
|
S3 |
112-30 |
115-21 |
121-21 |
|
S4 |
108-12 |
111-03 |
120-13 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-12 |
123-18 |
119-12 |
|
R3 |
122-01 |
121-07 |
118-24 |
|
R2 |
119-22 |
119-22 |
118-17 |
|
R1 |
118-28 |
118-28 |
118-10 |
119-09 |
PP |
117-11 |
117-11 |
117-11 |
117-17 |
S1 |
116-17 |
116-17 |
117-28 |
116-30 |
S2 |
115-00 |
115-00 |
117-21 |
|
S3 |
112-21 |
114-06 |
117-14 |
|
S4 |
110-10 |
111-27 |
116-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-30 |
117-02 |
6-28 |
5.6% |
1-26 |
1.5% |
85% |
True |
False |
2,397 |
10 |
123-30 |
115-24 |
8-06 |
6.7% |
1-11 |
1.1% |
87% |
True |
False |
1,432 |
20 |
123-30 |
113-31 |
9-31 |
8.1% |
0-31 |
0.8% |
90% |
True |
False |
846 |
40 |
123-30 |
113-06 |
10-24 |
8.7% |
0-24 |
0.6% |
90% |
True |
False |
443 |
60 |
123-30 |
113-06 |
10-24 |
8.7% |
0-18 |
0.5% |
90% |
True |
False |
303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-10 |
2.618 |
135-28 |
1.618 |
131-10 |
1.000 |
128-16 |
0.618 |
126-24 |
HIGH |
123-30 |
0.618 |
122-06 |
0.500 |
121-21 |
0.382 |
121-04 |
LOW |
119-12 |
0.618 |
116-18 |
1.000 |
114-26 |
1.618 |
112-00 |
2.618 |
107-14 |
4.250 |
100-00 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
122-16 |
122-08 |
PP |
122-02 |
121-18 |
S1 |
121-21 |
120-29 |
|