ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-15 |
124-17 |
0-02 |
0.1% |
121-02 |
| High |
126-05 |
124-29 |
-1-08 |
-1.0% |
125-20 |
| Low |
124-12 |
123-13 |
-0-31 |
-0.8% |
120-19 |
| Close |
124-29 |
124-01 |
-0-28 |
-0.7% |
124-16 |
| Range |
1-25 |
1-16 |
-0-09 |
-15.8% |
5-01 |
| ATR |
1-16 |
1-16 |
0-00 |
0.0% |
0-00 |
| Volume |
152,406 |
240,475 |
88,069 |
57.8% |
94,666 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
127-26 |
124-27 |
|
| R3 |
127-04 |
126-10 |
124-14 |
|
| R2 |
125-20 |
125-20 |
124-10 |
|
| R1 |
124-26 |
124-26 |
124-05 |
124-15 |
| PP |
124-04 |
124-04 |
124-04 |
123-30 |
| S1 |
123-10 |
123-10 |
123-29 |
122-31 |
| S2 |
122-20 |
122-20 |
123-24 |
|
| S3 |
121-04 |
121-26 |
123-20 |
|
| S4 |
119-20 |
120-10 |
123-07 |
|
|
| 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 |
126-05 |
122-01 |
4-04 |
3.3% |
1-23 |
1.4% |
48% |
False |
False |
99,117 |
| 10 |
126-05 |
119-04 |
7-01 |
5.7% |
1-20 |
1.3% |
70% |
False |
False |
53,979 |
| 20 |
126-05 |
116-15 |
9-22 |
7.8% |
1-21 |
1.3% |
78% |
False |
False |
28,929 |
| 40 |
126-05 |
113-06 |
12-31 |
10.5% |
1-06 |
1.0% |
84% |
False |
False |
14,594 |
| 60 |
126-05 |
113-06 |
12-31 |
10.5% |
0-29 |
0.7% |
84% |
False |
False |
9,737 |
| 80 |
126-05 |
113-06 |
12-31 |
10.5% |
0-23 |
0.6% |
84% |
False |
False |
7,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-09 |
|
2.618 |
128-27 |
|
1.618 |
127-11 |
|
1.000 |
126-13 |
|
0.618 |
125-27 |
|
HIGH |
124-29 |
|
0.618 |
124-11 |
|
0.500 |
124-05 |
|
0.382 |
123-31 |
|
LOW |
123-13 |
|
0.618 |
122-15 |
|
1.000 |
121-29 |
|
1.618 |
120-31 |
|
2.618 |
119-15 |
|
4.250 |
117-01 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124-05 |
124-25 |
| PP |
124-04 |
124-17 |
| S1 |
124-02 |
124-09 |
|