ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-25 |
122-24 |
-2-01 |
-1.6% |
124-09 |
| High |
124-26 |
123-15 |
-1-11 |
-1.1% |
126-15 |
| Low |
122-21 |
122-23 |
0-02 |
0.1% |
122-21 |
| Close |
122-30 |
123-07 |
0-09 |
0.2% |
123-07 |
| Range |
2-05 |
0-24 |
-1-13 |
-65.2% |
3-26 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.8% |
0-00 |
| Volume |
695,809 |
543,239 |
-152,570 |
-21.9% |
2,906,207 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-12 |
125-02 |
123-20 |
|
| R3 |
124-20 |
124-10 |
123-14 |
|
| R2 |
123-28 |
123-28 |
123-11 |
|
| R1 |
123-18 |
123-18 |
123-09 |
123-23 |
| PP |
123-04 |
123-04 |
123-04 |
123-07 |
| S1 |
122-26 |
122-26 |
123-05 |
122-31 |
| S2 |
122-12 |
122-12 |
123-03 |
|
| S3 |
121-20 |
122-02 |
123-00 |
|
| S4 |
120-28 |
121-10 |
122-26 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-18 |
133-06 |
125-10 |
|
| R3 |
131-24 |
129-12 |
124-09 |
|
| R2 |
127-30 |
127-30 |
123-29 |
|
| R1 |
125-18 |
125-18 |
123-18 |
124-27 |
| PP |
124-04 |
124-04 |
124-04 |
123-24 |
| S1 |
121-24 |
121-24 |
122-28 |
121-01 |
| S2 |
120-10 |
120-10 |
122-17 |
|
| S3 |
116-16 |
117-30 |
122-05 |
|
| S4 |
112-22 |
114-04 |
121-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-15 |
122-21 |
3-26 |
3.1% |
1-14 |
1.2% |
15% |
False |
False |
581,241 |
| 10 |
126-15 |
121-07 |
5-08 |
4.3% |
1-19 |
1.3% |
38% |
False |
False |
510,460 |
| 20 |
126-15 |
118-15 |
8-00 |
6.5% |
1-22 |
1.4% |
59% |
False |
False |
459,644 |
| 40 |
126-15 |
114-06 |
12-09 |
10.0% |
1-10 |
1.1% |
74% |
False |
False |
365,432 |
| 60 |
126-15 |
114-06 |
12-09 |
10.0% |
1-05 |
0.9% |
74% |
False |
False |
326,079 |
| 80 |
126-15 |
114-06 |
12-09 |
10.0% |
1-03 |
0.9% |
74% |
False |
False |
268,646 |
| 100 |
126-15 |
113-11 |
13-04 |
10.7% |
1-02 |
0.9% |
75% |
False |
False |
215,022 |
| 120 |
126-15 |
113-05 |
13-10 |
10.8% |
0-31 |
0.8% |
76% |
False |
False |
179,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-21 |
|
2.618 |
125-14 |
|
1.618 |
124-22 |
|
1.000 |
124-07 |
|
0.618 |
123-30 |
|
HIGH |
123-15 |
|
0.618 |
123-06 |
|
0.500 |
123-03 |
|
0.382 |
123-00 |
|
LOW |
122-23 |
|
0.618 |
122-08 |
|
1.000 |
121-31 |
|
1.618 |
121-16 |
|
2.618 |
120-24 |
|
4.250 |
119-17 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-06 |
123-31 |
| PP |
123-04 |
123-23 |
| S1 |
123-03 |
123-15 |
|