ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-23 |
122-15 |
1-24 |
1.4% |
121-00 |
| High |
122-17 |
123-00 |
0-15 |
0.4% |
121-30 |
| Low |
120-19 |
121-28 |
1-09 |
1.1% |
119-04 |
| Close |
122-04 |
122-08 |
0-04 |
0.1% |
121-14 |
| Range |
1-30 |
1-04 |
-0-26 |
-41.9% |
2-26 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
10,037 |
11,007 |
970 |
9.7% |
26,834 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
125-04 |
122-28 |
|
| R3 |
124-20 |
124-00 |
122-18 |
|
| R2 |
123-16 |
123-16 |
122-15 |
|
| R1 |
122-28 |
122-28 |
122-11 |
122-20 |
| PP |
122-12 |
122-12 |
122-12 |
122-08 |
| S1 |
121-24 |
121-24 |
122-05 |
121-16 |
| S2 |
121-08 |
121-08 |
122-01 |
|
| S3 |
120-04 |
120-20 |
121-30 |
|
| S4 |
119-00 |
119-16 |
121-20 |
|
|
| 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 |
123-00 |
119-04 |
3-28 |
3.2% |
1-17 |
1.3% |
81% |
True |
False |
8,841 |
| 10 |
123-30 |
119-04 |
4-26 |
3.9% |
1-30 |
1.6% |
65% |
False |
False |
7,563 |
| 20 |
123-30 |
115-24 |
8-06 |
6.7% |
1-14 |
1.2% |
79% |
False |
False |
4,278 |
| 40 |
123-30 |
113-06 |
10-24 |
8.8% |
1-01 |
0.9% |
84% |
False |
False |
2,208 |
| 60 |
123-30 |
113-06 |
10-24 |
8.8% |
0-25 |
0.6% |
84% |
False |
False |
1,478 |
| 80 |
123-30 |
113-06 |
10-24 |
8.8% |
0-20 |
0.5% |
84% |
False |
False |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-25 |
|
2.618 |
125-30 |
|
1.618 |
124-26 |
|
1.000 |
124-04 |
|
0.618 |
123-22 |
|
HIGH |
123-00 |
|
0.618 |
122-18 |
|
0.500 |
122-14 |
|
0.382 |
122-10 |
|
LOW |
121-28 |
|
0.618 |
121-06 |
|
1.000 |
120-24 |
|
1.618 |
120-02 |
|
2.618 |
118-30 |
|
4.250 |
117-03 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-14 |
122-03 |
| PP |
122-12 |
121-30 |
| S1 |
122-10 |
121-26 |
|