ECBOT 30 Year Treasury Bond Future September 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 |
123-30 |
124-15 |
0-17 |
0.4% |
121-02 |
| High |
125-02 |
126-05 |
1-03 |
0.9% |
125-20 |
| Low |
123-30 |
124-12 |
0-14 |
0.4% |
120-19 |
| Close |
124-01 |
124-29 |
0-28 |
0.7% |
124-16 |
| Range |
1-04 |
1-25 |
0-21 |
58.3% |
5-01 |
| ATR |
1-15 |
1-16 |
0-02 |
3.2% |
0-00 |
| Volume |
37,971 |
152,406 |
114,435 |
301.4% |
94,666 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-16 |
129-15 |
125-28 |
|
| R3 |
128-23 |
127-22 |
125-13 |
|
| R2 |
126-30 |
126-30 |
125-07 |
|
| R1 |
125-29 |
125-29 |
125-02 |
126-14 |
| PP |
125-05 |
125-05 |
125-05 |
125-13 |
| S1 |
124-04 |
124-04 |
124-24 |
124-20 |
| S2 |
123-12 |
123-12 |
124-19 |
|
| S3 |
121-19 |
122-11 |
124-13 |
|
| S4 |
119-26 |
120-18 |
123-30 |
|
|
| 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 |
126-05 |
121-28 |
4-09 |
3.4% |
1-21 |
1.3% |
71% |
True |
False |
53,223 |
| 10 |
126-05 |
119-04 |
7-01 |
5.6% |
1-19 |
1.3% |
82% |
True |
False |
30,265 |
| 20 |
126-05 |
116-15 |
9-22 |
7.8% |
1-20 |
1.3% |
87% |
True |
False |
16,957 |
| 40 |
126-05 |
113-06 |
12-31 |
10.4% |
1-05 |
0.9% |
90% |
True |
False |
8,583 |
| 60 |
126-05 |
113-06 |
12-31 |
10.4% |
0-28 |
0.7% |
90% |
True |
False |
5,729 |
| 80 |
126-05 |
113-06 |
12-31 |
10.4% |
0-23 |
0.6% |
90% |
True |
False |
4,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-23 |
|
2.618 |
130-26 |
|
1.618 |
129-01 |
|
1.000 |
127-30 |
|
0.618 |
127-08 |
|
HIGH |
126-05 |
|
0.618 |
125-15 |
|
0.500 |
125-08 |
|
0.382 |
125-02 |
|
LOW |
124-12 |
|
0.618 |
123-09 |
|
1.000 |
122-19 |
|
1.618 |
121-16 |
|
2.618 |
119-23 |
|
4.250 |
116-26 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
124-30 |
| PP |
125-05 |
124-30 |
| S1 |
125-01 |
124-30 |
|