ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
116-31 |
0-26 |
0.7% |
115-13 |
| High |
117-00 |
117-06 |
0-06 |
0.2% |
117-00 |
| Low |
116-04 |
116-15 |
0-11 |
0.3% |
115-08 |
| Close |
116-28 |
116-16 |
-0-12 |
-0.3% |
116-28 |
| Range |
0-28 |
0-23 |
-0-05 |
-17.9% |
1-24 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.5% |
0-00 |
| Volume |
279,252 |
364,242 |
84,990 |
30.4% |
1,305,744 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
118-13 |
116-29 |
|
| R3 |
118-05 |
117-22 |
116-22 |
|
| R2 |
117-14 |
117-14 |
116-20 |
|
| R1 |
116-31 |
116-31 |
116-18 |
116-27 |
| PP |
116-23 |
116-23 |
116-23 |
116-21 |
| S1 |
116-08 |
116-08 |
116-14 |
116-04 |
| S2 |
116-00 |
116-00 |
116-12 |
|
| S3 |
115-09 |
115-17 |
116-10 |
|
| S4 |
114-18 |
114-26 |
116-03 |
|
|
| 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 |
117-06 |
115-15 |
1-23 |
1.5% |
0-26 |
0.7% |
60% |
True |
False |
287,023 |
| 10 |
117-06 |
114-11 |
2-27 |
2.4% |
0-28 |
0.7% |
76% |
True |
False |
276,901 |
| 20 |
118-05 |
114-06 |
3-31 |
3.4% |
0-28 |
0.7% |
58% |
False |
False |
259,127 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
55% |
False |
False |
241,963 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
55% |
False |
False |
162,272 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
64% |
False |
False |
121,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-08 |
|
2.618 |
119-02 |
|
1.618 |
118-11 |
|
1.000 |
117-29 |
|
0.618 |
117-20 |
|
HIGH |
117-06 |
|
0.618 |
116-29 |
|
0.500 |
116-26 |
|
0.382 |
116-24 |
|
LOW |
116-15 |
|
0.618 |
116-01 |
|
1.000 |
115-24 |
|
1.618 |
115-10 |
|
2.618 |
114-19 |
|
4.250 |
113-13 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-26 |
116-14 |
| PP |
116-23 |
116-12 |
| S1 |
116-20 |
116-10 |
|