ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-10 |
122-09 |
-2-01 |
-1.6% |
123-30 |
| High |
124-13 |
122-30 |
-1-15 |
-1.2% |
126-05 |
| Low |
122-05 |
122-06 |
0-01 |
0.0% |
122-05 |
| Close |
122-14 |
122-21 |
0-07 |
0.2% |
122-21 |
| Range |
2-08 |
0-24 |
-1-16 |
-66.7% |
4-00 |
| ATR |
1-18 |
1-16 |
-0-02 |
-3.7% |
0-00 |
| Volume |
362,275 |
321,306 |
-40,969 |
-11.3% |
1,114,433 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-16 |
123-02 |
|
| R3 |
124-03 |
123-24 |
122-28 |
|
| R2 |
123-11 |
123-11 |
122-25 |
|
| R1 |
123-00 |
123-00 |
122-23 |
123-06 |
| PP |
122-19 |
122-19 |
122-19 |
122-22 |
| S1 |
122-08 |
122-08 |
122-19 |
122-14 |
| S2 |
121-27 |
121-27 |
122-17 |
|
| S3 |
121-03 |
121-16 |
122-14 |
|
| S4 |
120-11 |
120-24 |
122-08 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
133-05 |
124-27 |
|
| R3 |
131-21 |
129-05 |
123-24 |
|
| R2 |
127-21 |
127-21 |
123-12 |
|
| R1 |
125-05 |
125-05 |
123-01 |
124-13 |
| PP |
123-21 |
123-21 |
123-21 |
123-09 |
| S1 |
121-05 |
121-05 |
122-09 |
120-13 |
| S2 |
119-21 |
119-21 |
121-30 |
|
| S3 |
115-21 |
117-05 |
121-18 |
|
| S4 |
111-21 |
113-05 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-05 |
122-05 |
4-00 |
3.3% |
1-15 |
1.2% |
13% |
False |
False |
222,886 |
| 10 |
126-05 |
120-19 |
5-18 |
4.5% |
1-20 |
1.3% |
37% |
False |
False |
120,909 |
| 20 |
126-05 |
117-18 |
8-19 |
7.0% |
1-23 |
1.4% |
59% |
False |
False |
62,981 |
| 40 |
126-05 |
113-06 |
12-31 |
10.6% |
1-07 |
1.0% |
73% |
False |
False |
31,680 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
0-31 |
0.8% |
73% |
False |
False |
21,129 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-24 |
0.6% |
73% |
False |
False |
15,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-04 |
|
2.618 |
124-29 |
|
1.618 |
124-05 |
|
1.000 |
123-22 |
|
0.618 |
123-13 |
|
HIGH |
122-30 |
|
0.618 |
122-21 |
|
0.500 |
122-18 |
|
0.382 |
122-15 |
|
LOW |
122-06 |
|
0.618 |
121-23 |
|
1.000 |
121-14 |
|
1.618 |
120-31 |
|
2.618 |
120-07 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
123-17 |
| PP |
122-19 |
123-08 |
| S1 |
122-18 |
122-30 |
|