ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
122-04 |
124-08 |
2-04 |
1.7% |
121-02 |
| High |
124-11 |
125-20 |
1-09 |
1.0% |
125-20 |
| Low |
122-01 |
123-24 |
1-23 |
1.4% |
120-19 |
| Close |
123-18 |
124-16 |
0-30 |
0.8% |
124-16 |
| Range |
2-10 |
1-28 |
-0-14 |
-18.9% |
5-01 |
| ATR |
1-14 |
1-16 |
0-01 |
3.1% |
0-00 |
| Volume |
26,848 |
37,885 |
11,037 |
41.1% |
94,666 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-08 |
125-17 |
|
| R3 |
128-12 |
127-12 |
125-00 |
|
| R2 |
126-16 |
126-16 |
124-27 |
|
| R1 |
125-16 |
125-16 |
124-22 |
126-00 |
| PP |
124-20 |
124-20 |
124-20 |
124-28 |
| S1 |
123-20 |
123-20 |
124-10 |
124-04 |
| S2 |
122-24 |
122-24 |
124-05 |
|
| S3 |
120-28 |
121-24 |
124-00 |
|
| S4 |
119-00 |
119-28 |
123-15 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
136-20 |
127-09 |
|
| R3 |
133-20 |
131-19 |
125-28 |
|
| R2 |
128-19 |
128-19 |
125-14 |
|
| R1 |
126-18 |
126-18 |
124-31 |
127-18 |
| PP |
123-18 |
123-18 |
123-18 |
124-03 |
| S1 |
121-17 |
121-17 |
124-01 |
122-18 |
| S2 |
118-17 |
118-17 |
123-18 |
|
| S3 |
113-16 |
116-16 |
123-04 |
|
| S4 |
108-15 |
111-15 |
121-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-20 |
120-19 |
5-01 |
4.0% |
1-25 |
1.4% |
78% |
True |
False |
18,933 |
| 10 |
125-20 |
119-04 |
6-16 |
5.2% |
1-21 |
1.3% |
83% |
True |
False |
12,150 |
| 20 |
125-20 |
115-25 |
9-27 |
7.9% |
1-19 |
1.3% |
89% |
True |
False |
7,471 |
| 40 |
125-20 |
113-06 |
12-14 |
10.0% |
1-04 |
0.9% |
91% |
True |
False |
3,824 |
| 60 |
125-20 |
113-06 |
12-14 |
10.0% |
0-27 |
0.7% |
91% |
True |
False |
2,556 |
| 80 |
125-20 |
113-06 |
12-14 |
10.0% |
0-22 |
0.5% |
91% |
True |
False |
1,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-19 |
|
2.618 |
130-17 |
|
1.618 |
128-21 |
|
1.000 |
127-16 |
|
0.618 |
126-25 |
|
HIGH |
125-20 |
|
0.618 |
124-29 |
|
0.500 |
124-22 |
|
0.382 |
124-15 |
|
LOW |
123-24 |
|
0.618 |
122-19 |
|
1.000 |
121-28 |
|
1.618 |
120-23 |
|
2.618 |
118-27 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
124-08 |
| PP |
124-20 |
124-00 |
| S1 |
124-18 |
123-24 |
|