ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-18 |
116-24 |
0-06 |
0.2% |
115-13 |
| High |
116-26 |
117-20 |
0-26 |
0.7% |
117-00 |
| Low |
116-10 |
116-20 |
0-10 |
0.3% |
115-08 |
| Close |
116-24 |
117-19 |
0-27 |
0.7% |
116-28 |
| Range |
0-16 |
1-00 |
0-16 |
100.0% |
1-24 |
| ATR |
0-28 |
0-28 |
0-00 |
1.0% |
0-00 |
| Volume |
199,701 |
217,415 |
17,714 |
8.9% |
1,305,744 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-30 |
118-05 |
|
| R3 |
119-09 |
118-30 |
117-28 |
|
| R2 |
118-09 |
118-09 |
117-25 |
|
| R1 |
117-30 |
117-30 |
117-22 |
118-04 |
| PP |
117-09 |
117-09 |
117-09 |
117-12 |
| S1 |
116-30 |
116-30 |
117-16 |
117-04 |
| S2 |
116-09 |
116-09 |
117-13 |
|
| S3 |
115-09 |
115-30 |
117-10 |
|
| S4 |
114-09 |
114-30 |
117-01 |
|
|
| 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 |
117-20 |
115-15 |
2-05 |
1.8% |
0-26 |
0.7% |
99% |
True |
False |
268,433 |
| 10 |
117-20 |
115-03 |
2-17 |
2.2% |
0-26 |
0.7% |
99% |
True |
False |
271,553 |
| 20 |
117-22 |
114-06 |
3-16 |
3.0% |
0-29 |
0.8% |
97% |
False |
False |
260,415 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-27 |
0.7% |
81% |
False |
False |
249,368 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
81% |
False |
False |
169,199 |
| 80 |
118-12 |
113-05 |
5-07 |
4.4% |
0-27 |
0.7% |
85% |
False |
False |
126,943 |
| 100 |
121-04 |
113-05 |
7-31 |
6.8% |
0-25 |
0.7% |
56% |
False |
False |
101,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-08 |
|
1.618 |
119-08 |
|
1.000 |
118-20 |
|
0.618 |
118-08 |
|
HIGH |
117-20 |
|
0.618 |
117-08 |
|
0.500 |
117-04 |
|
0.382 |
117-00 |
|
LOW |
116-20 |
|
0.618 |
116-00 |
|
1.000 |
115-20 |
|
1.618 |
115-00 |
|
2.618 |
114-00 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-14 |
117-12 |
| PP |
117-09 |
117-06 |
| S1 |
117-04 |
116-31 |
|