ECBOT 30 Year Treasury Bond Future December 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 |
124-07 |
122-25 |
-1-14 |
-1.2% |
120-14 |
| High |
124-11 |
123-00 |
-1-11 |
-1.1% |
123-05 |
| Low |
124-07 |
122-20 |
-1-19 |
-1.3% |
119-27 |
| Close |
123-18 |
122-22 |
-0-28 |
-0.7% |
123-05 |
| Range |
0-04 |
0-12 |
0-08 |
200.0% |
3-10 |
| ATR |
|
|
|
|
|
| Volume |
1 |
27 |
26 |
2,600.0% |
49 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
123-21 |
122-29 |
|
| R3 |
123-17 |
123-09 |
122-25 |
|
| R2 |
123-05 |
123-05 |
122-24 |
|
| R1 |
122-29 |
122-29 |
122-23 |
122-27 |
| PP |
122-25 |
122-25 |
122-25 |
122-24 |
| S1 |
122-17 |
122-17 |
122-21 |
122-15 |
| S2 |
122-13 |
122-13 |
122-20 |
|
| S3 |
122-01 |
122-05 |
122-19 |
|
| S4 |
121-21 |
121-25 |
122-15 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
130-28 |
124-31 |
|
| R3 |
128-22 |
127-18 |
124-02 |
|
| R2 |
125-12 |
125-12 |
123-24 |
|
| R1 |
124-08 |
124-08 |
123-15 |
124-26 |
| PP |
122-02 |
122-02 |
122-02 |
122-10 |
| S1 |
120-30 |
120-30 |
122-27 |
121-16 |
| S2 |
118-24 |
118-24 |
122-18 |
|
| S3 |
115-14 |
117-20 |
122-08 |
|
| S4 |
112-04 |
114-10 |
121-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-19 |
|
2.618 |
123-31 |
|
1.618 |
123-19 |
|
1.000 |
123-12 |
|
0.618 |
123-07 |
|
HIGH |
123-00 |
|
0.618 |
122-27 |
|
0.500 |
122-26 |
|
0.382 |
122-25 |
|
LOW |
122-20 |
|
0.618 |
122-13 |
|
1.000 |
122-08 |
|
1.618 |
122-01 |
|
2.618 |
121-21 |
|
4.250 |
121-01 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-26 |
123-16 |
| PP |
122-25 |
123-07 |
| S1 |
122-23 |
122-30 |
|