ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
114-13 |
-0-16 |
-0.4% |
115-10 |
| High |
115-04 |
114-31 |
-0-05 |
-0.1% |
116-08 |
| Low |
114-06 |
114-11 |
0-05 |
0.1% |
115-00 |
| Close |
114-12 |
114-13 |
0-01 |
0.0% |
115-29 |
| Range |
0-30 |
0-20 |
-0-10 |
-33.3% |
1-08 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.3% |
0-00 |
| Volume |
84,064 |
220,886 |
136,822 |
162.8% |
920,198 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
116-02 |
114-24 |
|
| R3 |
115-26 |
115-14 |
114-18 |
|
| R2 |
115-06 |
115-06 |
114-17 |
|
| R1 |
114-26 |
114-26 |
114-15 |
114-23 |
| PP |
114-18 |
114-18 |
114-18 |
114-17 |
| S1 |
114-06 |
114-06 |
114-11 |
114-03 |
| S2 |
113-30 |
113-30 |
114-09 |
|
| S3 |
113-10 |
113-18 |
114-08 |
|
| S4 |
112-22 |
112-30 |
114-02 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-30 |
116-19 |
|
| R3 |
118-07 |
117-22 |
116-08 |
|
| R2 |
116-31 |
116-31 |
116-04 |
|
| R1 |
116-14 |
116-14 |
116-01 |
116-22 |
| PP |
115-23 |
115-23 |
115-23 |
115-27 |
| S1 |
115-06 |
115-06 |
115-25 |
115-14 |
| S2 |
114-15 |
114-15 |
115-22 |
|
| S3 |
113-07 |
113-30 |
115-18 |
|
| S4 |
111-31 |
112-22 |
115-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-08 |
114-06 |
2-02 |
1.8% |
0-25 |
0.7% |
11% |
False |
False |
202,489 |
| 10 |
118-05 |
114-06 |
3-31 |
3.5% |
0-29 |
0.8% |
6% |
False |
False |
240,201 |
| 20 |
118-12 |
114-06 |
4-06 |
3.7% |
0-27 |
0.7% |
5% |
False |
False |
233,162 |
| 40 |
118-12 |
114-06 |
4-06 |
3.7% |
0-28 |
0.8% |
5% |
False |
False |
179,203 |
| 60 |
118-12 |
113-11 |
5-01 |
4.4% |
0-28 |
0.8% |
21% |
False |
False |
119,830 |
| 80 |
118-12 |
113-05 |
5-07 |
4.6% |
0-26 |
0.7% |
24% |
False |
False |
89,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
116-19 |
|
1.618 |
115-31 |
|
1.000 |
115-19 |
|
0.618 |
115-11 |
|
HIGH |
114-31 |
|
0.618 |
114-23 |
|
0.500 |
114-21 |
|
0.382 |
114-19 |
|
LOW |
114-11 |
|
0.618 |
113-31 |
|
1.000 |
113-23 |
|
1.618 |
113-11 |
|
2.618 |
112-23 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-21 |
115-06 |
| PP |
114-18 |
114-30 |
| S1 |
114-16 |
114-22 |
|