ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-23 |
116-02 |
0-11 |
0.3% |
117-30 |
| High |
116-08 |
116-07 |
-0-01 |
0.0% |
118-05 |
| Low |
115-18 |
115-10 |
-0-08 |
-0.2% |
114-26 |
| Close |
116-04 |
115-29 |
-0-07 |
-0.2% |
115-14 |
| Range |
0-22 |
0-29 |
0-07 |
31.8% |
3-11 |
| ATR |
0-28 |
0-28 |
0-00 |
0.3% |
0-00 |
| Volume |
215,124 |
317,553 |
102,429 |
47.6% |
1,409,283 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-17 |
118-04 |
116-13 |
|
| R3 |
117-20 |
117-07 |
116-05 |
|
| R2 |
116-23 |
116-23 |
116-02 |
|
| R1 |
116-10 |
116-10 |
116-00 |
116-02 |
| PP |
115-26 |
115-26 |
115-26 |
115-22 |
| S1 |
115-13 |
115-13 |
115-26 |
115-05 |
| S2 |
114-29 |
114-29 |
115-24 |
|
| S3 |
114-00 |
114-16 |
115-21 |
|
| S4 |
113-03 |
113-19 |
115-13 |
|
|
| 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 |
116-08 |
115-00 |
1-08 |
1.1% |
0-22 |
0.6% |
73% |
False |
False |
263,058 |
| 10 |
118-09 |
114-26 |
3-15 |
3.0% |
0-28 |
0.8% |
32% |
False |
False |
256,405 |
| 20 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.7% |
31% |
False |
False |
247,372 |
| 40 |
118-12 |
114-15 |
3-29 |
3.4% |
0-29 |
0.8% |
37% |
False |
False |
171,859 |
| 60 |
118-12 |
113-11 |
5-01 |
4.3% |
0-28 |
0.8% |
51% |
False |
False |
114,749 |
| 80 |
118-18 |
113-05 |
5-13 |
4.7% |
0-26 |
0.7% |
51% |
False |
False |
86,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-02 |
|
2.618 |
118-19 |
|
1.618 |
117-22 |
|
1.000 |
117-04 |
|
0.618 |
116-25 |
|
HIGH |
116-07 |
|
0.618 |
115-28 |
|
0.500 |
115-24 |
|
0.382 |
115-21 |
|
LOW |
115-10 |
|
0.618 |
114-24 |
|
1.000 |
114-13 |
|
1.618 |
113-27 |
|
2.618 |
112-30 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
115-26 |
| PP |
115-26 |
115-23 |
| S1 |
115-24 |
115-20 |
|