ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-29 |
121-25 |
0-28 |
0.7% |
121-14 |
| High |
122-18 |
122-26 |
0-08 |
0.2% |
122-18 |
| Low |
120-24 |
121-07 |
0-15 |
0.4% |
119-26 |
| Close |
122-01 |
121-14 |
-0-19 |
-0.5% |
122-01 |
| Range |
1-26 |
1-19 |
-0-07 |
-12.1% |
2-24 |
| ATR |
1-13 |
1-14 |
0-00 |
0.9% |
0-00 |
| Volume |
425,440 |
412,975 |
-12,465 |
-2.9% |
1,968,478 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-19 |
125-20 |
122-10 |
|
| R3 |
125-00 |
124-01 |
121-28 |
|
| R2 |
123-13 |
123-13 |
121-23 |
|
| R1 |
122-14 |
122-14 |
121-19 |
122-04 |
| PP |
121-26 |
121-26 |
121-26 |
121-22 |
| S1 |
120-27 |
120-27 |
121-09 |
120-17 |
| S2 |
120-07 |
120-07 |
121-05 |
|
| S3 |
118-20 |
119-08 |
121-00 |
|
| S4 |
117-01 |
117-21 |
120-18 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-20 |
123-17 |
|
| R3 |
126-31 |
125-28 |
122-25 |
|
| R2 |
124-07 |
124-07 |
122-17 |
|
| R1 |
123-04 |
123-04 |
122-09 |
123-22 |
| PP |
121-15 |
121-15 |
121-15 |
121-24 |
| S1 |
120-12 |
120-12 |
121-25 |
120-30 |
| S2 |
118-23 |
118-23 |
121-17 |
|
| S3 |
115-31 |
117-20 |
121-09 |
|
| S4 |
113-07 |
114-28 |
120-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-26 |
119-26 |
3-00 |
2.5% |
1-15 |
1.2% |
54% |
True |
False |
353,512 |
| 10 |
124-16 |
118-26 |
5-22 |
4.7% |
1-28 |
1.5% |
46% |
False |
False |
415,127 |
| 20 |
124-16 |
116-10 |
8-06 |
6.7% |
1-13 |
1.2% |
63% |
False |
False |
353,630 |
| 40 |
124-16 |
114-06 |
10-10 |
8.5% |
1-04 |
0.9% |
70% |
False |
False |
306,379 |
| 60 |
124-16 |
114-06 |
10-10 |
8.5% |
1-01 |
0.9% |
70% |
False |
False |
279,186 |
| 80 |
124-16 |
114-06 |
10-10 |
8.5% |
1-00 |
0.8% |
70% |
False |
False |
210,111 |
| 100 |
124-16 |
113-05 |
11-11 |
9.3% |
0-30 |
0.8% |
73% |
False |
False |
168,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-19 |
|
2.618 |
127-00 |
|
1.618 |
125-13 |
|
1.000 |
124-13 |
|
0.618 |
123-26 |
|
HIGH |
122-26 |
|
0.618 |
122-07 |
|
0.500 |
122-00 |
|
0.382 |
121-26 |
|
LOW |
121-07 |
|
0.618 |
120-07 |
|
1.000 |
119-20 |
|
1.618 |
118-20 |
|
2.618 |
117-01 |
|
4.250 |
114-14 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-00 |
121-13 |
| PP |
121-26 |
121-11 |
| S1 |
121-20 |
121-10 |
|