ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-25 |
125-00 |
0-07 |
0.2% |
121-25 |
| High |
126-15 |
125-09 |
-1-06 |
-0.9% |
126-01 |
| Low |
124-22 |
123-28 |
-0-26 |
-0.7% |
121-07 |
| Close |
125-08 |
124-15 |
-0-25 |
-0.6% |
124-28 |
| Range |
1-25 |
1-13 |
-0-12 |
-21.1% |
4-26 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.6% |
0-00 |
| Volume |
421,750 |
691,927 |
270,177 |
64.1% |
2,198,398 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
128-01 |
125-08 |
|
| R3 |
127-11 |
126-20 |
124-27 |
|
| R2 |
125-30 |
125-30 |
124-23 |
|
| R1 |
125-07 |
125-07 |
124-19 |
124-28 |
| PP |
124-17 |
124-17 |
124-17 |
124-12 |
| S1 |
123-26 |
123-26 |
124-11 |
123-15 |
| S2 |
123-04 |
123-04 |
124-07 |
|
| S3 |
121-23 |
122-13 |
124-03 |
|
| S4 |
120-10 |
121-00 |
123-22 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
136-16 |
127-17 |
|
| R3 |
133-21 |
131-22 |
126-06 |
|
| R2 |
128-27 |
128-27 |
125-24 |
|
| R1 |
126-28 |
126-28 |
125-10 |
127-28 |
| PP |
124-01 |
124-01 |
124-01 |
124-17 |
| S1 |
122-02 |
122-02 |
124-14 |
123-02 |
| S2 |
119-07 |
119-07 |
124-00 |
|
| S3 |
114-13 |
117-08 |
123-18 |
|
| S4 |
109-19 |
112-14 |
122-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-15 |
122-18 |
3-29 |
3.1% |
1-22 |
1.4% |
49% |
False |
False |
537,425 |
| 10 |
126-15 |
119-26 |
6-21 |
5.3% |
1-20 |
1.3% |
70% |
False |
False |
459,405 |
| 20 |
126-15 |
117-15 |
9-00 |
7.2% |
1-20 |
1.3% |
78% |
False |
False |
429,437 |
| 40 |
126-15 |
114-06 |
12-09 |
9.9% |
1-09 |
1.0% |
84% |
False |
False |
347,773 |
| 60 |
126-15 |
114-06 |
12-09 |
9.9% |
1-04 |
0.9% |
84% |
False |
False |
312,541 |
| 80 |
126-15 |
114-06 |
12-09 |
9.9% |
1-03 |
0.9% |
84% |
False |
False |
253,193 |
| 100 |
126-15 |
113-11 |
13-04 |
10.5% |
1-01 |
0.8% |
85% |
False |
False |
202,634 |
| 120 |
126-15 |
113-05 |
13-10 |
10.7% |
0-31 |
0.8% |
85% |
False |
False |
168,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
128-31 |
|
1.618 |
127-18 |
|
1.000 |
126-22 |
|
0.618 |
126-05 |
|
HIGH |
125-09 |
|
0.618 |
124-24 |
|
0.500 |
124-18 |
|
0.382 |
124-13 |
|
LOW |
123-28 |
|
0.618 |
123-00 |
|
1.000 |
122-15 |
|
1.618 |
121-19 |
|
2.618 |
120-06 |
|
4.250 |
117-29 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
125-06 |
| PP |
124-17 |
124-30 |
| S1 |
124-16 |
124-22 |
|