ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
122-13 |
121-00 |
-1-13 |
-1.1% |
117-24 |
| High |
123-16 |
121-16 |
-2-00 |
-1.6% |
123-30 |
| Low |
121-00 |
119-16 |
-1-16 |
-1.2% |
117-18 |
| Close |
121-12 |
120-05 |
-1-07 |
-1.0% |
121-12 |
| Range |
2-16 |
2-00 |
-0-16 |
-20.0% |
6-12 |
| ATR |
1-07 |
1-09 |
0-02 |
4.6% |
0-00 |
| Volume |
14,013 |
3,654 |
-10,359 |
-73.9% |
23,705 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-09 |
121-08 |
|
| R3 |
124-12 |
123-09 |
120-23 |
|
| R2 |
122-12 |
122-12 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-11 |
120-26 |
| PP |
120-12 |
120-12 |
120-12 |
120-05 |
| S1 |
119-09 |
119-09 |
119-31 |
118-26 |
| S2 |
118-12 |
118-12 |
119-25 |
|
| S3 |
116-12 |
117-09 |
119-19 |
|
| S4 |
114-12 |
115-09 |
119-02 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
137-03 |
124-28 |
|
| R3 |
133-23 |
130-23 |
123-04 |
|
| R2 |
127-11 |
127-11 |
122-17 |
|
| R1 |
124-11 |
124-11 |
121-31 |
125-27 |
| PP |
120-31 |
120-31 |
120-31 |
121-22 |
| S1 |
117-31 |
117-31 |
120-25 |
119-15 |
| S2 |
114-19 |
114-19 |
120-07 |
|
| S3 |
108-07 |
111-19 |
119-20 |
|
| S4 |
101-27 |
105-07 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-30 |
117-28 |
6-02 |
5.0% |
2-13 |
2.0% |
38% |
False |
False |
5,094 |
| 10 |
123-30 |
115-26 |
8-04 |
6.8% |
1-22 |
1.4% |
53% |
False |
False |
3,153 |
| 20 |
123-30 |
114-15 |
9-15 |
7.9% |
1-05 |
1.0% |
60% |
False |
False |
1,726 |
| 40 |
123-30 |
113-06 |
10-24 |
8.9% |
0-27 |
0.7% |
65% |
False |
False |
883 |
| 60 |
123-30 |
113-06 |
10-24 |
8.9% |
0-21 |
0.5% |
65% |
False |
False |
596 |
| 80 |
123-30 |
113-06 |
10-24 |
8.9% |
0-16 |
0.4% |
65% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-00 |
|
2.618 |
126-24 |
|
1.618 |
124-24 |
|
1.000 |
123-16 |
|
0.618 |
122-24 |
|
HIGH |
121-16 |
|
0.618 |
120-24 |
|
0.500 |
120-16 |
|
0.382 |
120-08 |
|
LOW |
119-16 |
|
0.618 |
118-08 |
|
1.000 |
117-16 |
|
1.618 |
116-08 |
|
2.618 |
114-08 |
|
4.250 |
111-00 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-16 |
121-21 |
| PP |
120-12 |
121-05 |
| S1 |
120-09 |
120-21 |
|