ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-09 |
115-10 |
0-01 |
0.0% |
117-30 |
| High |
115-21 |
115-17 |
-0-04 |
-0.1% |
118-05 |
| Low |
115-00 |
115-01 |
0-01 |
0.0% |
114-26 |
| Close |
115-14 |
115-16 |
0-02 |
0.1% |
115-14 |
| Range |
0-21 |
0-16 |
-0-05 |
-23.8% |
3-11 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.3% |
0-00 |
| Volume |
395,096 |
212,703 |
-182,393 |
-46.2% |
1,409,283 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-27 |
116-22 |
115-25 |
|
| R3 |
116-11 |
116-06 |
115-20 |
|
| R2 |
115-27 |
115-27 |
115-19 |
|
| R1 |
115-22 |
115-22 |
115-17 |
115-24 |
| PP |
115-11 |
115-11 |
115-11 |
115-13 |
| S1 |
115-06 |
115-06 |
115-15 |
115-08 |
| S2 |
114-27 |
114-27 |
115-13 |
|
| S3 |
114-11 |
114-22 |
115-12 |
|
| S4 |
113-27 |
114-06 |
115-07 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
124-05 |
117-09 |
|
| R3 |
122-26 |
120-26 |
116-11 |
|
| R2 |
119-15 |
119-15 |
116-02 |
|
| R1 |
117-15 |
117-15 |
115-24 |
116-26 |
| PP |
116-04 |
116-04 |
116-04 |
115-26 |
| S1 |
114-04 |
114-04 |
115-04 |
113-14 |
| S2 |
112-25 |
112-25 |
114-26 |
|
| S3 |
109-14 |
110-25 |
114-17 |
|
| S4 |
106-03 |
107-14 |
113-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-05 |
114-26 |
3-11 |
2.9% |
1-00 |
0.9% |
21% |
False |
False |
277,913 |
| 10 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.8% |
19% |
False |
False |
251,227 |
| 20 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.7% |
19% |
False |
False |
242,184 |
| 40 |
118-12 |
114-15 |
3-29 |
3.4% |
0-29 |
0.8% |
26% |
False |
False |
154,302 |
| 60 |
118-12 |
113-05 |
5-07 |
4.5% |
0-29 |
0.8% |
45% |
False |
False |
102,961 |
| 80 |
120-13 |
113-05 |
7-08 |
6.3% |
0-26 |
0.7% |
32% |
False |
False |
77,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-21 |
|
2.618 |
116-27 |
|
1.618 |
116-11 |
|
1.000 |
116-01 |
|
0.618 |
115-27 |
|
HIGH |
115-17 |
|
0.618 |
115-11 |
|
0.500 |
115-09 |
|
0.382 |
115-07 |
|
LOW |
115-01 |
|
0.618 |
114-23 |
|
1.000 |
114-17 |
|
1.618 |
114-07 |
|
2.618 |
113-23 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-14 |
115-15 |
| PP |
115-11 |
115-14 |
| S1 |
115-09 |
115-13 |
|