ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-18 |
115-21 |
1-03 |
1.0% |
115-10 |
| High |
115-27 |
115-30 |
0-03 |
0.1% |
116-08 |
| Low |
114-11 |
115-10 |
0-31 |
0.8% |
115-00 |
| Close |
115-22 |
115-13 |
-0-09 |
-0.2% |
115-29 |
| Range |
1-16 |
0-20 |
-0-28 |
-58.3% |
1-08 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.5% |
0-00 |
| Volume |
249,703 |
347,548 |
97,845 |
39.2% |
920,198 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-14 |
117-01 |
115-24 |
|
| R3 |
116-26 |
116-13 |
115-18 |
|
| R2 |
116-06 |
116-06 |
115-17 |
|
| R1 |
115-25 |
115-25 |
115-15 |
115-22 |
| PP |
115-18 |
115-18 |
115-18 |
115-16 |
| S1 |
115-05 |
115-05 |
115-11 |
115-02 |
| S2 |
114-30 |
114-30 |
115-09 |
|
| S3 |
114-10 |
114-17 |
115-08 |
|
| S4 |
113-22 |
113-29 |
115-02 |
|
|
| 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 |
116-07 |
114-06 |
2-01 |
1.8% |
0-29 |
0.8% |
60% |
False |
False |
243,950 |
| 10 |
116-08 |
114-06 |
2-02 |
1.8% |
0-27 |
0.7% |
59% |
False |
False |
263,928 |
| 20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
29% |
False |
False |
246,006 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-29 |
0.8% |
29% |
False |
False |
194,032 |
| 60 |
118-12 |
113-31 |
4-13 |
3.8% |
0-29 |
0.8% |
33% |
False |
False |
129,780 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-26 |
0.7% |
43% |
False |
False |
97,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-19 |
|
2.618 |
117-18 |
|
1.618 |
116-30 |
|
1.000 |
116-18 |
|
0.618 |
116-10 |
|
HIGH |
115-30 |
|
0.618 |
115-22 |
|
0.500 |
115-20 |
|
0.382 |
115-18 |
|
LOW |
115-10 |
|
0.618 |
114-30 |
|
1.000 |
114-22 |
|
1.618 |
114-10 |
|
2.618 |
113-22 |
|
4.250 |
112-21 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-10 |
| PP |
115-18 |
115-07 |
| S1 |
115-15 |
115-04 |
|