ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-08 |
123-30 |
-0-10 |
-0.3% |
121-02 |
| High |
125-20 |
125-02 |
-0-18 |
-0.4% |
125-20 |
| Low |
123-24 |
123-30 |
0-06 |
0.2% |
120-19 |
| Close |
124-16 |
124-01 |
-0-15 |
-0.4% |
124-16 |
| Range |
1-28 |
1-04 |
-0-24 |
-40.0% |
5-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
37,885 |
37,971 |
86 |
0.2% |
94,666 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-23 |
127-00 |
124-21 |
|
| R3 |
126-19 |
125-28 |
124-11 |
|
| R2 |
125-15 |
125-15 |
124-08 |
|
| R1 |
124-24 |
124-24 |
124-04 |
125-04 |
| PP |
124-11 |
124-11 |
124-11 |
124-17 |
| S1 |
123-20 |
123-20 |
123-30 |
124-00 |
| S2 |
123-07 |
123-07 |
123-26 |
|
| S3 |
122-03 |
122-16 |
123-23 |
|
| S4 |
120-31 |
121-12 |
123-13 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
136-20 |
127-09 |
|
| R3 |
133-20 |
131-19 |
125-28 |
|
| R2 |
128-19 |
128-19 |
125-14 |
|
| R1 |
126-18 |
126-18 |
124-31 |
127-18 |
| PP |
123-18 |
123-18 |
123-18 |
124-03 |
| S1 |
121-17 |
121-17 |
124-01 |
122-18 |
| S2 |
118-17 |
118-17 |
123-18 |
|
| S3 |
113-16 |
116-16 |
123-04 |
|
| S4 |
108-15 |
111-15 |
121-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-20 |
120-19 |
5-01 |
4.1% |
1-22 |
1.4% |
68% |
False |
False |
24,749 |
| 10 |
125-20 |
119-04 |
6-16 |
5.2% |
1-18 |
1.3% |
75% |
False |
False |
15,581 |
| 20 |
125-20 |
115-26 |
9-26 |
7.9% |
1-20 |
1.3% |
84% |
False |
False |
9,367 |
| 40 |
125-20 |
113-06 |
12-14 |
10.0% |
1-04 |
0.9% |
87% |
False |
False |
4,773 |
| 60 |
125-20 |
113-06 |
12-14 |
10.0% |
0-27 |
0.7% |
87% |
False |
False |
3,189 |
| 80 |
125-20 |
113-06 |
12-14 |
10.0% |
0-22 |
0.6% |
87% |
False |
False |
2,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-27 |
|
2.618 |
128-00 |
|
1.618 |
126-28 |
|
1.000 |
126-06 |
|
0.618 |
125-24 |
|
HIGH |
125-02 |
|
0.618 |
124-20 |
|
0.500 |
124-16 |
|
0.382 |
124-12 |
|
LOW |
123-30 |
|
0.618 |
123-08 |
|
1.000 |
122-26 |
|
1.618 |
122-04 |
|
2.618 |
121-00 |
|
4.250 |
119-05 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-16 |
123-31 |
| PP |
124-11 |
123-29 |
| S1 |
124-06 |
123-26 |
|