ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
122-15 |
122-04 |
-0-11 |
-0.3% |
121-00 |
| High |
123-00 |
124-11 |
1-11 |
1.1% |
121-30 |
| Low |
121-28 |
122-01 |
0-05 |
0.1% |
119-04 |
| Close |
122-08 |
123-18 |
1-10 |
1.1% |
121-14 |
| Range |
1-04 |
2-10 |
1-06 |
105.6% |
2-26 |
| ATR |
1-12 |
1-14 |
0-02 |
4.9% |
0-00 |
| Volume |
11,007 |
26,848 |
15,841 |
143.9% |
26,834 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-07 |
124-27 |
|
| R3 |
127-30 |
126-29 |
124-06 |
|
| R2 |
125-20 |
125-20 |
124-00 |
|
| R1 |
124-19 |
124-19 |
123-25 |
125-04 |
| PP |
123-10 |
123-10 |
123-10 |
123-18 |
| S1 |
122-09 |
122-09 |
123-11 |
122-26 |
| S2 |
121-00 |
121-00 |
123-04 |
|
| S3 |
118-22 |
119-31 |
122-30 |
|
| S4 |
116-12 |
117-21 |
122-09 |
|
|
| 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 |
124-11 |
120-07 |
4-04 |
3.3% |
1-24 |
1.4% |
81% |
True |
False |
13,399 |
| 10 |
124-11 |
119-04 |
5-07 |
4.2% |
1-23 |
1.4% |
85% |
True |
False |
9,762 |
| 20 |
124-11 |
115-24 |
8-19 |
7.0% |
1-17 |
1.2% |
91% |
True |
False |
5,597 |
| 40 |
124-11 |
113-06 |
11-05 |
9.0% |
1-02 |
0.9% |
93% |
True |
False |
2,877 |
| 60 |
124-11 |
113-06 |
11-05 |
9.0% |
0-26 |
0.7% |
93% |
True |
False |
1,926 |
| 80 |
124-11 |
113-06 |
11-05 |
9.0% |
0-21 |
0.5% |
93% |
True |
False |
1,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-06 |
|
2.618 |
130-13 |
|
1.618 |
128-03 |
|
1.000 |
126-21 |
|
0.618 |
125-25 |
|
HIGH |
124-11 |
|
0.618 |
123-15 |
|
0.500 |
123-06 |
|
0.382 |
122-29 |
|
LOW |
122-01 |
|
0.618 |
120-19 |
|
1.000 |
119-23 |
|
1.618 |
118-09 |
|
2.618 |
115-31 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-14 |
123-06 |
| PP |
123-10 |
122-27 |
| S1 |
123-06 |
122-15 |
|