ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
120-06 |
1-08 |
1.1% |
116-31 |
| High |
120-11 |
121-14 |
1-03 |
0.9% |
119-04 |
| Low |
118-26 |
120-00 |
1-06 |
1.0% |
116-22 |
| Close |
120-00 |
120-17 |
0-17 |
0.4% |
119-02 |
| Range |
1-17 |
1-14 |
-0-03 |
-6.1% |
2-14 |
| ATR |
0-31 |
1-00 |
0-01 |
3.4% |
0-00 |
| Volume |
201,611 |
388,552 |
186,941 |
92.7% |
1,552,345 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-06 |
121-10 |
|
| R3 |
123-17 |
122-24 |
120-30 |
|
| R2 |
122-03 |
122-03 |
120-25 |
|
| R1 |
121-10 |
121-10 |
120-21 |
121-22 |
| PP |
120-21 |
120-21 |
120-21 |
120-27 |
| S1 |
119-28 |
119-28 |
120-13 |
120-08 |
| S2 |
119-07 |
119-07 |
120-09 |
|
| S3 |
117-25 |
118-14 |
120-04 |
|
| S4 |
116-11 |
117-00 |
119-24 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
124-25 |
120-13 |
|
| R3 |
123-05 |
122-11 |
119-23 |
|
| R2 |
120-23 |
120-23 |
119-16 |
|
| R1 |
119-29 |
119-29 |
119-09 |
120-10 |
| PP |
118-09 |
118-09 |
118-09 |
118-16 |
| S1 |
117-15 |
117-15 |
118-27 |
117-28 |
| S2 |
115-27 |
115-27 |
118-20 |
|
| S3 |
113-13 |
115-01 |
118-13 |
|
| S4 |
110-31 |
112-19 |
117-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-14 |
117-15 |
3-31 |
3.3% |
1-03 |
0.9% |
77% |
True |
False |
315,011 |
| 10 |
121-14 |
116-22 |
4-24 |
3.9% |
1-02 |
0.9% |
81% |
True |
False |
309,438 |
| 20 |
121-14 |
115-03 |
6-11 |
5.3% |
0-30 |
0.8% |
86% |
True |
False |
290,496 |
| 40 |
121-14 |
114-06 |
7-08 |
6.0% |
0-29 |
0.8% |
88% |
True |
False |
264,426 |
| 60 |
121-14 |
114-06 |
7-08 |
6.0% |
0-29 |
0.8% |
88% |
True |
False |
220,404 |
| 80 |
121-14 |
113-18 |
7-28 |
6.5% |
0-29 |
0.8% |
88% |
True |
False |
165,616 |
| 100 |
121-14 |
113-05 |
8-09 |
6.9% |
0-27 |
0.7% |
89% |
True |
False |
132,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
125-06 |
|
1.618 |
123-24 |
|
1.000 |
122-28 |
|
0.618 |
122-10 |
|
HIGH |
121-14 |
|
0.618 |
120-28 |
|
0.500 |
120-23 |
|
0.382 |
120-18 |
|
LOW |
120-00 |
|
0.618 |
119-04 |
|
1.000 |
118-18 |
|
1.618 |
117-22 |
|
2.618 |
116-08 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-23 |
120-11 |
| PP |
120-21 |
120-05 |
| S1 |
120-19 |
119-30 |
|