ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
120-18 |
0-12 |
0.3% |
116-31 |
| High |
121-14 |
124-16 |
3-02 |
2.5% |
119-04 |
| Low |
120-00 |
120-03 |
0-03 |
0.1% |
116-22 |
| Close |
120-17 |
123-11 |
2-26 |
2.3% |
119-02 |
| Range |
1-14 |
4-13 |
2-31 |
206.5% |
2-14 |
| ATR |
1-00 |
1-08 |
0-08 |
24.2% |
0-00 |
| Volume |
388,552 |
497,258 |
108,706 |
28.0% |
1,552,345 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
134-00 |
125-25 |
|
| R3 |
131-15 |
129-19 |
124-18 |
|
| R2 |
127-02 |
127-02 |
124-05 |
|
| R1 |
125-06 |
125-06 |
123-24 |
126-04 |
| PP |
122-21 |
122-21 |
122-21 |
123-04 |
| S1 |
120-25 |
120-25 |
122-30 |
121-23 |
| S2 |
118-08 |
118-08 |
122-17 |
|
| S3 |
113-27 |
116-12 |
122-04 |
|
| S4 |
109-14 |
111-31 |
120-29 |
|
|
| 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 |
124-16 |
117-31 |
6-17 |
5.3% |
1-26 |
1.5% |
82% |
True |
False |
340,516 |
| 10 |
124-16 |
116-22 |
7-26 |
6.3% |
1-14 |
1.2% |
85% |
True |
False |
329,844 |
| 20 |
124-16 |
115-03 |
9-13 |
7.6% |
1-04 |
0.9% |
88% |
True |
False |
297,981 |
| 40 |
124-16 |
114-06 |
10-10 |
8.4% |
1-00 |
0.8% |
89% |
True |
False |
271,993 |
| 60 |
124-16 |
114-06 |
10-10 |
8.4% |
0-31 |
0.8% |
89% |
True |
False |
228,682 |
| 80 |
124-16 |
113-31 |
10-17 |
8.5% |
0-31 |
0.8% |
89% |
True |
False |
171,830 |
| 100 |
124-16 |
113-05 |
11-11 |
9.2% |
0-28 |
0.7% |
90% |
True |
False |
137,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-07 |
|
2.618 |
136-01 |
|
1.618 |
131-20 |
|
1.000 |
128-29 |
|
0.618 |
127-07 |
|
HIGH |
124-16 |
|
0.618 |
122-26 |
|
0.500 |
122-10 |
|
0.382 |
121-25 |
|
LOW |
120-03 |
|
0.618 |
117-12 |
|
1.000 |
115-22 |
|
1.618 |
112-31 |
|
2.618 |
108-18 |
|
4.250 |
101-12 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-00 |
122-25 |
| PP |
122-21 |
122-07 |
| S1 |
122-10 |
121-21 |
|