ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
122-13 |
2-20 |
2.2% |
117-24 |
| High |
123-30 |
123-16 |
-0-14 |
-0.4% |
123-30 |
| Low |
119-12 |
121-00 |
1-20 |
1.4% |
117-18 |
| Close |
122-29 |
121-12 |
-1-17 |
-1.2% |
121-12 |
| Range |
4-18 |
2-16 |
-2-02 |
-45.2% |
6-12 |
| ATR |
1-04 |
1-07 |
0-03 |
8.8% |
0-00 |
| Volume |
4,853 |
14,013 |
9,160 |
188.7% |
23,705 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-15 |
127-29 |
122-24 |
|
| R3 |
126-31 |
125-13 |
122-02 |
|
| R2 |
124-15 |
124-15 |
121-27 |
|
| R1 |
122-29 |
122-29 |
121-19 |
122-14 |
| PP |
121-31 |
121-31 |
121-31 |
121-23 |
| S1 |
120-13 |
120-13 |
121-05 |
119-30 |
| S2 |
119-15 |
119-15 |
120-29 |
|
| S3 |
116-31 |
117-29 |
120-22 |
|
| S4 |
114-15 |
115-13 |
120-00 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
137-03 |
124-28 |
|
| R3 |
133-23 |
130-23 |
123-04 |
|
| R2 |
127-11 |
127-11 |
122-17 |
|
| R1 |
124-11 |
124-11 |
121-31 |
125-27 |
| PP |
120-31 |
120-31 |
120-31 |
121-22 |
| S1 |
117-31 |
117-31 |
120-25 |
119-15 |
| S2 |
114-19 |
114-19 |
120-07 |
|
| S3 |
108-07 |
111-19 |
119-20 |
|
| S4 |
101-27 |
105-07 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-30 |
117-18 |
6-12 |
5.3% |
2-03 |
1.7% |
60% |
False |
False |
4,741 |
| 10 |
123-30 |
115-25 |
8-05 |
6.7% |
1-17 |
1.3% |
69% |
False |
False |
2,792 |
| 20 |
123-30 |
114-15 |
9-15 |
7.8% |
1-03 |
0.9% |
73% |
False |
False |
1,544 |
| 40 |
123-30 |
113-06 |
10-24 |
8.9% |
0-26 |
0.7% |
76% |
False |
False |
791 |
| 60 |
123-30 |
113-06 |
10-24 |
8.9% |
0-20 |
0.5% |
76% |
False |
False |
537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-04 |
|
2.618 |
130-01 |
|
1.618 |
127-17 |
|
1.000 |
126-00 |
|
0.618 |
125-01 |
|
HIGH |
123-16 |
|
0.618 |
122-17 |
|
0.500 |
122-08 |
|
0.382 |
121-31 |
|
LOW |
121-00 |
|
0.618 |
119-15 |
|
1.000 |
118-16 |
|
1.618 |
116-31 |
|
2.618 |
114-15 |
|
4.250 |
110-12 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-08 |
121-17 |
| PP |
121-31 |
121-15 |
| S1 |
121-21 |
121-14 |
|