ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
123-00 |
122-18 |
-0-14 |
-0.4% |
121-14 |
| High |
123-17 |
124-25 |
1-08 |
1.0% |
122-18 |
| Low |
122-13 |
122-18 |
0-05 |
0.1% |
119-26 |
| Close |
122-25 |
124-01 |
1-08 |
1.0% |
122-01 |
| Range |
1-04 |
2-07 |
1-03 |
97.2% |
2-24 |
| ATR |
1-14 |
1-16 |
0-02 |
3.9% |
0-00 |
| Volume |
382,981 |
435,583 |
52,602 |
13.7% |
1,968,478 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
129-15 |
125-08 |
|
| R3 |
128-07 |
127-08 |
124-21 |
|
| R2 |
126-00 |
126-00 |
124-14 |
|
| R1 |
125-01 |
125-01 |
124-08 |
125-16 |
| PP |
123-25 |
123-25 |
123-25 |
124-01 |
| S1 |
122-26 |
122-26 |
123-26 |
123-10 |
| S2 |
121-18 |
121-18 |
123-20 |
|
| S3 |
119-11 |
120-19 |
123-13 |
|
| S4 |
117-04 |
118-12 |
122-26 |
|
|
| 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 |
124-25 |
120-24 |
4-01 |
3.3% |
1-23 |
1.4% |
81% |
True |
False |
407,890 |
| 10 |
124-25 |
119-26 |
4-31 |
4.0% |
1-21 |
1.3% |
85% |
True |
False |
426,488 |
| 20 |
124-25 |
116-22 |
8-03 |
6.5% |
1-17 |
1.2% |
91% |
True |
False |
378,166 |
| 40 |
124-25 |
114-06 |
10-19 |
8.5% |
1-06 |
1.0% |
93% |
True |
False |
321,595 |
| 60 |
124-25 |
114-06 |
10-19 |
8.5% |
1-03 |
0.9% |
93% |
True |
False |
292,967 |
| 80 |
124-25 |
114-06 |
10-19 |
8.5% |
1-02 |
0.8% |
93% |
True |
False |
225,093 |
| 100 |
124-25 |
113-05 |
11-20 |
9.4% |
1-00 |
0.8% |
94% |
True |
False |
180,120 |
| 120 |
124-25 |
113-05 |
11-20 |
9.4% |
0-30 |
0.7% |
94% |
True |
False |
150,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-07 |
|
2.618 |
130-19 |
|
1.618 |
128-12 |
|
1.000 |
127-00 |
|
0.618 |
126-05 |
|
HIGH |
124-25 |
|
0.618 |
123-30 |
|
0.500 |
123-22 |
|
0.382 |
123-13 |
|
LOW |
122-18 |
|
0.618 |
121-06 |
|
1.000 |
120-11 |
|
1.618 |
118-31 |
|
2.618 |
116-24 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-29 |
123-22 |
| PP |
123-25 |
123-11 |
| S1 |
123-22 |
123-00 |
|