ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-26 |
120-27 |
0-01 |
0.0% |
118-30 |
| High |
121-24 |
121-07 |
-0-17 |
-0.4% |
124-16 |
| Low |
120-09 |
120-03 |
-0-06 |
-0.2% |
118-15 |
| Close |
120-25 |
120-10 |
-0-15 |
-0.4% |
122-00 |
| Range |
1-15 |
1-04 |
-0-11 |
-23.4% |
6-01 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
308,791 |
317,297 |
8,506 |
2.8% |
2,119,807 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
123-08 |
120-30 |
|
| R3 |
122-25 |
122-04 |
120-20 |
|
| R2 |
121-21 |
121-21 |
120-17 |
|
| R1 |
121-00 |
121-00 |
120-13 |
120-24 |
| PP |
120-17 |
120-17 |
120-17 |
120-14 |
| S1 |
119-28 |
119-28 |
120-07 |
119-20 |
| S2 |
119-13 |
119-13 |
120-03 |
|
| S3 |
118-09 |
118-24 |
120-00 |
|
| S4 |
117-05 |
117-20 |
119-22 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-24 |
136-29 |
125-10 |
|
| R3 |
133-23 |
130-28 |
123-21 |
|
| R2 |
127-22 |
127-22 |
123-03 |
|
| R1 |
124-27 |
124-27 |
122-18 |
126-08 |
| PP |
121-21 |
121-21 |
121-21 |
122-12 |
| S1 |
118-26 |
118-26 |
121-14 |
120-08 |
| S2 |
115-20 |
115-20 |
120-29 |
|
| S3 |
109-19 |
112-25 |
120-11 |
|
| S4 |
103-18 |
106-24 |
118-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-16 |
120-03 |
4-13 |
3.7% |
2-07 |
1.8% |
5% |
False |
True |
483,926 |
| 10 |
124-16 |
117-15 |
7-01 |
5.8% |
1-21 |
1.4% |
40% |
False |
False |
399,468 |
| 20 |
124-16 |
115-15 |
9-01 |
7.5% |
1-09 |
1.1% |
54% |
False |
False |
342,809 |
| 40 |
124-16 |
114-06 |
10-10 |
8.6% |
1-02 |
0.9% |
59% |
False |
False |
295,236 |
| 60 |
124-16 |
114-06 |
10-10 |
8.6% |
1-01 |
0.8% |
59% |
False |
False |
260,508 |
| 80 |
124-16 |
114-06 |
10-10 |
8.6% |
1-00 |
0.8% |
59% |
False |
False |
195,850 |
| 100 |
124-16 |
113-05 |
11-11 |
9.4% |
0-30 |
0.8% |
63% |
False |
False |
156,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-00 |
|
2.618 |
124-05 |
|
1.618 |
123-01 |
|
1.000 |
122-11 |
|
0.618 |
121-29 |
|
HIGH |
121-07 |
|
0.618 |
120-25 |
|
0.500 |
120-21 |
|
0.382 |
120-17 |
|
LOW |
120-03 |
|
0.618 |
119-13 |
|
1.000 |
118-31 |
|
1.618 |
118-09 |
|
2.618 |
117-05 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-21 |
120-30 |
| PP |
120-17 |
120-23 |
| S1 |
120-14 |
120-16 |
|