ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
119-17 |
-0-23 |
-0.6% |
117-24 |
| High |
120-16 |
120-13 |
-0-03 |
-0.1% |
123-30 |
| Low |
119-12 |
119-04 |
-0-08 |
-0.2% |
117-18 |
| Close |
119-20 |
119-27 |
0-07 |
0.2% |
121-12 |
| Range |
1-04 |
1-09 |
0-05 |
13.9% |
6-12 |
| ATR |
1-09 |
1-09 |
0-00 |
0.0% |
0-00 |
| Volume |
3,342 |
4,056 |
714 |
21.4% |
23,705 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-20 |
123-01 |
120-18 |
|
| R3 |
122-11 |
121-24 |
120-06 |
|
| R2 |
121-02 |
121-02 |
120-03 |
|
| R1 |
120-15 |
120-15 |
119-31 |
120-24 |
| PP |
119-25 |
119-25 |
119-25 |
119-30 |
| S1 |
119-06 |
119-06 |
119-23 |
119-16 |
| S2 |
118-16 |
118-16 |
119-19 |
|
| S3 |
117-07 |
117-29 |
119-16 |
|
| S4 |
115-30 |
116-20 |
119-04 |
|
|
| 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 |
123-16 |
119-04 |
4-12 |
3.7% |
1-21 |
1.4% |
16% |
False |
True |
6,125 |
| 10 |
123-30 |
117-02 |
6-28 |
5.7% |
1-24 |
1.5% |
40% |
False |
False |
4,261 |
| 20 |
123-30 |
115-05 |
8-25 |
7.3% |
1-08 |
1.0% |
53% |
False |
False |
2,344 |
| 40 |
123-30 |
113-06 |
10-24 |
9.0% |
0-30 |
0.8% |
62% |
False |
False |
1,206 |
| 60 |
123-30 |
113-06 |
10-24 |
9.0% |
0-22 |
0.6% |
62% |
False |
False |
809 |
| 80 |
123-30 |
113-06 |
10-24 |
9.0% |
0-17 |
0.5% |
62% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
123-24 |
|
1.618 |
122-15 |
|
1.000 |
121-22 |
|
0.618 |
121-06 |
|
HIGH |
120-13 |
|
0.618 |
119-29 |
|
0.500 |
119-24 |
|
0.382 |
119-20 |
|
LOW |
119-04 |
|
0.618 |
118-11 |
|
1.000 |
117-27 |
|
1.618 |
117-02 |
|
2.618 |
115-25 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
120-03 |
| PP |
119-25 |
120-00 |
| S1 |
119-24 |
119-30 |
|