ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-13 |
114-18 |
0-05 |
0.1% |
115-10 |
| High |
114-31 |
115-27 |
0-28 |
0.8% |
116-08 |
| Low |
114-11 |
114-11 |
0-00 |
0.0% |
115-00 |
| Close |
114-13 |
115-22 |
1-09 |
1.1% |
115-29 |
| Range |
0-20 |
1-16 |
0-28 |
140.0% |
1-08 |
| ATR |
0-29 |
0-30 |
0-01 |
4.6% |
0-00 |
| Volume |
220,886 |
249,703 |
28,817 |
13.0% |
920,198 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-25 |
119-08 |
116-16 |
|
| R3 |
118-09 |
117-24 |
116-03 |
|
| R2 |
116-25 |
116-25 |
115-31 |
|
| R1 |
116-08 |
116-08 |
115-26 |
116-16 |
| PP |
115-09 |
115-09 |
115-09 |
115-14 |
| S1 |
114-24 |
114-24 |
115-18 |
115-00 |
| S2 |
113-25 |
113-25 |
115-13 |
|
| S3 |
112-09 |
113-08 |
115-09 |
|
| S4 |
110-25 |
111-24 |
114-28 |
|
|
| 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% |
0-30 |
0.8% |
73% |
False |
False |
217,466 |
| 10 |
117-22 |
114-06 |
3-16 |
3.0% |
1-00 |
0.9% |
43% |
False |
False |
249,277 |
| 20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
36% |
False |
False |
238,356 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-29 |
0.8% |
36% |
False |
False |
185,358 |
| 60 |
118-12 |
113-18 |
4-26 |
4.2% |
0-29 |
0.8% |
44% |
False |
False |
123,989 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-26 |
0.7% |
49% |
False |
False |
93,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-07 |
|
2.618 |
119-25 |
|
1.618 |
118-09 |
|
1.000 |
117-11 |
|
0.618 |
116-25 |
|
HIGH |
115-27 |
|
0.618 |
115-09 |
|
0.500 |
115-03 |
|
0.382 |
114-29 |
|
LOW |
114-11 |
|
0.618 |
113-13 |
|
1.000 |
112-27 |
|
1.618 |
111-29 |
|
2.618 |
110-13 |
|
4.250 |
107-31 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-16 |
115-15 |
| PP |
115-09 |
115-08 |
| S1 |
115-03 |
115-00 |
|