ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
116-05 |
0-10 |
0.3% |
115-13 |
| High |
116-12 |
117-00 |
0-20 |
0.5% |
117-00 |
| Low |
115-15 |
116-04 |
0-21 |
0.6% |
115-08 |
| Close |
116-01 |
116-28 |
0-27 |
0.7% |
116-28 |
| Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
1-24 |
| ATR |
0-29 |
0-29 |
0-00 |
0.4% |
0-00 |
| Volume |
281,557 |
279,252 |
-2,305 |
-0.8% |
1,305,744 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-09 |
118-31 |
117-11 |
|
| R3 |
118-13 |
118-03 |
117-04 |
|
| R2 |
117-17 |
117-17 |
117-01 |
|
| R1 |
117-07 |
117-07 |
116-31 |
117-12 |
| PP |
116-21 |
116-21 |
116-21 |
116-24 |
| S1 |
116-11 |
116-11 |
116-25 |
116-16 |
| S2 |
115-25 |
115-25 |
116-23 |
|
| S3 |
114-29 |
115-15 |
116-20 |
|
| S4 |
114-01 |
114-19 |
116-13 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
121-00 |
117-27 |
|
| R3 |
119-28 |
119-08 |
117-11 |
|
| R2 |
118-04 |
118-04 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-01 |
117-26 |
| PP |
116-12 |
116-12 |
116-12 |
116-17 |
| S1 |
115-24 |
115-24 |
116-23 |
116-02 |
| S2 |
114-20 |
114-20 |
116-18 |
|
| S3 |
112-28 |
114-00 |
116-13 |
|
| S4 |
111-04 |
112-08 |
115-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-00 |
115-08 |
1-24 |
1.5% |
0-29 |
0.8% |
93% |
True |
False |
261,148 |
| 10 |
117-00 |
114-06 |
2-26 |
2.4% |
0-29 |
0.8% |
96% |
True |
False |
248,883 |
| 20 |
118-09 |
114-06 |
4-03 |
3.5% |
0-28 |
0.8% |
66% |
False |
False |
252,644 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
64% |
False |
False |
233,096 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
64% |
False |
False |
156,204 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
71% |
False |
False |
117,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-23 |
|
2.618 |
119-09 |
|
1.618 |
118-13 |
|
1.000 |
117-28 |
|
0.618 |
117-17 |
|
HIGH |
117-00 |
|
0.618 |
116-21 |
|
0.500 |
116-18 |
|
0.382 |
116-15 |
|
LOW |
116-04 |
|
0.618 |
115-19 |
|
1.000 |
115-08 |
|
1.618 |
114-23 |
|
2.618 |
113-27 |
|
4.250 |
112-13 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-25 |
116-21 |
| PP |
116-21 |
116-14 |
| S1 |
116-18 |
116-08 |
|