ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-14 |
115-27 |
-0-19 |
-0.5% |
114-29 |
| High |
116-22 |
116-12 |
-0-10 |
-0.3% |
115-30 |
| Low |
115-25 |
115-15 |
-0-10 |
-0.3% |
114-06 |
| Close |
115-30 |
116-01 |
0-03 |
0.1% |
115-21 |
| Range |
0-29 |
0-29 |
0-00 |
0.0% |
1-24 |
| ATR |
0-29 |
0-29 |
0-00 |
0.0% |
0-00 |
| Volume |
272,428 |
281,557 |
9,129 |
3.4% |
1,183,090 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-22 |
118-08 |
116-17 |
|
| R3 |
117-25 |
117-11 |
116-09 |
|
| R2 |
116-28 |
116-28 |
116-06 |
|
| R1 |
116-14 |
116-14 |
116-04 |
116-21 |
| PP |
115-31 |
115-31 |
115-31 |
116-02 |
| S1 |
115-17 |
115-17 |
115-30 |
115-24 |
| S2 |
115-02 |
115-02 |
115-28 |
|
| S3 |
114-05 |
114-20 |
115-25 |
|
| S4 |
113-08 |
113-23 |
115-17 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
119-27 |
116-20 |
|
| R3 |
118-24 |
118-03 |
116-04 |
|
| R2 |
117-00 |
117-00 |
115-31 |
|
| R1 |
116-11 |
116-11 |
115-26 |
116-22 |
| PP |
115-08 |
115-08 |
115-08 |
115-14 |
| S1 |
114-19 |
114-19 |
115-16 |
114-30 |
| S2 |
113-16 |
113-16 |
115-11 |
|
| S3 |
111-24 |
112-27 |
115-06 |
|
| S4 |
110-00 |
111-03 |
114-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-22 |
115-03 |
1-19 |
1.4% |
0-28 |
0.8% |
59% |
False |
False |
261,476 |
| 10 |
116-22 |
114-06 |
2-16 |
2.2% |
0-29 |
0.8% |
74% |
False |
False |
252,713 |
| 20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
44% |
False |
False |
249,541 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
44% |
False |
False |
226,305 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
44% |
False |
False |
151,552 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
55% |
False |
False |
113,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-07 |
|
2.618 |
118-24 |
|
1.618 |
117-27 |
|
1.000 |
117-09 |
|
0.618 |
116-30 |
|
HIGH |
116-12 |
|
0.618 |
116-01 |
|
0.500 |
115-30 |
|
0.382 |
115-26 |
|
LOW |
115-15 |
|
0.618 |
114-29 |
|
1.000 |
114-18 |
|
1.618 |
114-00 |
|
2.618 |
113-03 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
116-02 |
| PP |
115-31 |
116-02 |
| S1 |
115-30 |
116-02 |
|