ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
119-17 |
120-07 |
0-22 |
0.6% |
121-00 |
High |
120-13 |
121-30 |
1-17 |
1.3% |
121-30 |
Low |
119-04 |
120-07 |
1-03 |
0.9% |
119-04 |
Close |
119-27 |
121-14 |
1-19 |
1.3% |
121-14 |
Range |
1-09 |
1-23 |
0-14 |
34.1% |
2-26 |
ATR |
1-09 |
1-11 |
0-02 |
4.6% |
0-00 |
Volume |
4,056 |
10,218 |
6,162 |
151.9% |
26,834 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-11 |
125-20 |
122-12 |
|
R3 |
124-20 |
123-29 |
121-29 |
|
R2 |
122-29 |
122-29 |
121-24 |
|
R1 |
122-06 |
122-06 |
121-19 |
122-18 |
PP |
121-06 |
121-06 |
121-06 |
121-12 |
S1 |
120-15 |
120-15 |
121-09 |
120-26 |
S2 |
119-15 |
119-15 |
121-04 |
|
S3 |
117-24 |
118-24 |
120-31 |
|
S4 |
116-01 |
117-01 |
120-16 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-09 |
128-05 |
123-00 |
|
R3 |
126-15 |
125-11 |
122-07 |
|
R2 |
123-21 |
123-21 |
121-30 |
|
R1 |
122-17 |
122-17 |
121-22 |
123-03 |
PP |
120-27 |
120-27 |
120-27 |
121-04 |
S1 |
119-23 |
119-23 |
121-06 |
120-09 |
S2 |
118-01 |
118-01 |
120-30 |
|
S3 |
115-07 |
116-29 |
120-21 |
|
S4 |
112-13 |
114-03 |
119-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-30 |
119-04 |
2-26 |
2.3% |
1-16 |
1.2% |
82% |
True |
False |
5,366 |
10 |
123-30 |
117-18 |
6-12 |
5.2% |
1-26 |
1.5% |
61% |
False |
False |
5,053 |
20 |
123-30 |
115-10 |
8-20 |
7.1% |
1-10 |
1.1% |
71% |
False |
False |
2,839 |
40 |
123-30 |
113-06 |
10-24 |
8.9% |
0-31 |
0.8% |
77% |
False |
False |
1,461 |
60 |
123-30 |
113-06 |
10-24 |
8.9% |
0-23 |
0.6% |
77% |
False |
False |
980 |
80 |
123-30 |
113-06 |
10-24 |
8.9% |
0-18 |
0.5% |
77% |
False |
False |
739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-08 |
2.618 |
126-14 |
1.618 |
124-23 |
1.000 |
123-21 |
0.618 |
123-00 |
HIGH |
121-30 |
0.618 |
121-09 |
0.500 |
121-02 |
0.382 |
120-28 |
LOW |
120-07 |
0.618 |
119-05 |
1.000 |
118-16 |
1.618 |
117-14 |
2.618 |
115-23 |
4.250 |
112-29 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
121-10 |
121-04 |
PP |
121-06 |
120-27 |
S1 |
121-02 |
120-17 |
|