ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-10 |
115-14 |
0-04 |
0.1% |
117-30 |
| High |
115-17 |
115-24 |
0-07 |
0.2% |
118-05 |
| Low |
115-01 |
115-00 |
-0-01 |
0.0% |
114-26 |
| Close |
115-16 |
115-21 |
0-05 |
0.1% |
115-14 |
| Range |
0-16 |
0-24 |
0-08 |
50.0% |
3-11 |
| ATR |
0-29 |
0-28 |
0-00 |
-1.1% |
0-00 |
| Volume |
212,703 |
174,818 |
-37,885 |
-17.8% |
1,409,283 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-23 |
117-14 |
116-02 |
|
| R3 |
116-31 |
116-22 |
115-28 |
|
| R2 |
116-07 |
116-07 |
115-25 |
|
| R1 |
115-30 |
115-30 |
115-23 |
116-02 |
| PP |
115-15 |
115-15 |
115-15 |
115-17 |
| S1 |
115-06 |
115-06 |
115-19 |
115-10 |
| S2 |
114-23 |
114-23 |
115-17 |
|
| S3 |
113-31 |
114-14 |
115-14 |
|
| S4 |
113-07 |
113-22 |
115-08 |
|
|
| 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 |
117-22 |
114-26 |
2-28 |
2.5% |
1-01 |
0.9% |
29% |
False |
False |
281,088 |
| 10 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.7% |
24% |
False |
False |
249,258 |
| 20 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.8% |
24% |
False |
False |
242,076 |
| 40 |
118-12 |
114-15 |
3-29 |
3.4% |
0-29 |
0.8% |
30% |
False |
False |
158,612 |
| 60 |
118-12 |
113-11 |
5-01 |
4.4% |
0-28 |
0.8% |
46% |
False |
False |
105,874 |
| 80 |
119-00 |
113-05 |
5-27 |
5.1% |
0-26 |
0.7% |
43% |
False |
False |
79,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-30 |
|
2.618 |
117-23 |
|
1.618 |
116-31 |
|
1.000 |
116-16 |
|
0.618 |
116-07 |
|
HIGH |
115-24 |
|
0.618 |
115-15 |
|
0.500 |
115-12 |
|
0.382 |
115-09 |
|
LOW |
115-00 |
|
0.618 |
114-17 |
|
1.000 |
114-08 |
|
1.618 |
113-25 |
|
2.618 |
113-01 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-18 |
| PP |
115-15 |
115-15 |
| S1 |
115-12 |
115-12 |
|