ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-07 |
121-02 |
0-27 |
0.7% |
121-00 |
| High |
121-30 |
122-07 |
0-09 |
0.2% |
121-30 |
| Low |
120-07 |
120-19 |
0-12 |
0.3% |
119-04 |
| Close |
121-14 |
120-26 |
-0-20 |
-0.5% |
121-14 |
| Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
2-26 |
| ATR |
1-11 |
1-11 |
0-01 |
1.6% |
0-00 |
| Volume |
10,218 |
8,889 |
-1,329 |
-13.0% |
26,834 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
125-02 |
121-23 |
|
| R3 |
124-15 |
123-14 |
121-08 |
|
| R2 |
122-27 |
122-27 |
121-04 |
|
| R1 |
121-26 |
121-26 |
120-31 |
121-16 |
| PP |
121-07 |
121-07 |
121-07 |
121-02 |
| S1 |
120-06 |
120-06 |
120-21 |
119-28 |
| S2 |
119-19 |
119-19 |
120-16 |
|
| S3 |
117-31 |
118-18 |
120-12 |
|
| S4 |
116-11 |
116-30 |
119-29 |
|
|
| 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 |
122-07 |
119-04 |
3-03 |
2.6% |
1-14 |
1.2% |
55% |
True |
False |
6,413 |
| 10 |
123-30 |
117-28 |
6-02 |
5.0% |
1-30 |
1.6% |
48% |
False |
False |
5,754 |
| 20 |
123-30 |
115-10 |
8-20 |
7.1% |
1-11 |
1.1% |
64% |
False |
False |
3,276 |
| 40 |
123-30 |
113-06 |
10-24 |
8.9% |
1-00 |
0.8% |
71% |
False |
False |
1,683 |
| 60 |
123-30 |
113-06 |
10-24 |
8.9% |
0-24 |
0.6% |
71% |
False |
False |
1,128 |
| 80 |
123-30 |
113-06 |
10-24 |
8.9% |
0-19 |
0.5% |
71% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
126-15 |
|
1.618 |
124-27 |
|
1.000 |
123-27 |
|
0.618 |
123-07 |
|
HIGH |
122-07 |
|
0.618 |
121-19 |
|
0.500 |
121-13 |
|
0.382 |
121-07 |
|
LOW |
120-19 |
|
0.618 |
119-19 |
|
1.000 |
118-31 |
|
1.618 |
117-31 |
|
2.618 |
116-11 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-13 |
120-24 |
| PP |
121-07 |
120-23 |
| S1 |
121-00 |
120-22 |
|