ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124-17 |
124-10 |
-0-07 |
-0.2% |
121-02 |
| High |
124-29 |
124-13 |
-0-16 |
-0.4% |
125-20 |
| Low |
123-13 |
122-05 |
-1-08 |
-1.0% |
120-19 |
| Close |
124-01 |
122-14 |
-1-19 |
-1.3% |
124-16 |
| Range |
1-16 |
2-08 |
0-24 |
50.0% |
5-01 |
| ATR |
1-16 |
1-18 |
0-02 |
3.5% |
0-00 |
| Volume |
240,475 |
362,275 |
121,800 |
50.6% |
94,666 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
128-11 |
123-22 |
|
| R3 |
127-16 |
126-03 |
123-02 |
|
| R2 |
125-08 |
125-08 |
122-27 |
|
| R1 |
123-27 |
123-27 |
122-21 |
123-14 |
| PP |
123-00 |
123-00 |
123-00 |
122-25 |
| S1 |
121-19 |
121-19 |
122-07 |
121-06 |
| S2 |
120-24 |
120-24 |
122-01 |
|
| S3 |
118-16 |
119-11 |
121-26 |
|
| S4 |
116-08 |
117-03 |
121-06 |
|
|
| 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 |
122-05 |
4-00 |
3.3% |
1-23 |
1.4% |
7% |
False |
True |
166,202 |
| 10 |
126-05 |
120-07 |
5-30 |
4.8% |
1-23 |
1.4% |
37% |
False |
False |
89,801 |
| 20 |
126-05 |
117-02 |
9-03 |
7.4% |
1-24 |
1.4% |
59% |
False |
False |
47,031 |
| 40 |
126-05 |
113-06 |
12-31 |
10.6% |
1-07 |
1.0% |
71% |
False |
False |
23,649 |
| 60 |
126-05 |
113-06 |
12-31 |
10.6% |
0-30 |
0.8% |
71% |
False |
False |
15,774 |
| 80 |
126-05 |
113-06 |
12-31 |
10.6% |
0-24 |
0.6% |
71% |
False |
False |
11,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-31 |
|
2.618 |
130-09 |
|
1.618 |
128-01 |
|
1.000 |
126-21 |
|
0.618 |
125-25 |
|
HIGH |
124-13 |
|
0.618 |
123-17 |
|
0.500 |
123-09 |
|
0.382 |
123-01 |
|
LOW |
122-05 |
|
0.618 |
120-25 |
|
1.000 |
119-29 |
|
1.618 |
118-17 |
|
2.618 |
116-09 |
|
4.250 |
112-19 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-09 |
124-05 |
| PP |
123-00 |
123-19 |
| S1 |
122-23 |
123-00 |
|