ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-20 |
0-28 |
0.7% |
115-13 |
| High |
117-20 |
117-29 |
0-09 |
0.2% |
117-00 |
| Low |
116-20 |
117-05 |
0-17 |
0.5% |
115-08 |
| Close |
117-19 |
117-09 |
-0-10 |
-0.3% |
116-28 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
1-24 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.1% |
0-00 |
| Volume |
217,415 |
293,201 |
75,786 |
34.9% |
1,305,744 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-22 |
119-08 |
117-22 |
|
| R3 |
118-30 |
118-16 |
117-16 |
|
| R2 |
118-06 |
118-06 |
117-13 |
|
| R1 |
117-24 |
117-24 |
117-11 |
117-19 |
| PP |
117-14 |
117-14 |
117-14 |
117-12 |
| S1 |
117-00 |
117-00 |
117-07 |
116-27 |
| S2 |
116-22 |
116-22 |
117-05 |
|
| S3 |
115-30 |
116-08 |
117-02 |
|
| S4 |
115-06 |
115-16 |
116-28 |
|
|
| 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 |
117-29 |
116-04 |
1-25 |
1.5% |
0-25 |
0.7% |
65% |
True |
False |
270,762 |
| 10 |
117-29 |
115-03 |
2-26 |
2.4% |
0-26 |
0.7% |
78% |
True |
False |
266,119 |
| 20 |
117-29 |
114-06 |
3-23 |
3.2% |
0-27 |
0.7% |
83% |
True |
False |
265,024 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-27 |
0.7% |
74% |
False |
False |
250,368 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
74% |
False |
False |
174,068 |
| 80 |
118-12 |
113-05 |
5-07 |
4.4% |
0-28 |
0.7% |
79% |
False |
False |
130,608 |
| 100 |
121-04 |
113-05 |
7-31 |
6.8% |
0-26 |
0.7% |
52% |
False |
False |
104,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-03 |
|
2.618 |
119-28 |
|
1.618 |
119-04 |
|
1.000 |
118-21 |
|
0.618 |
118-12 |
|
HIGH |
117-29 |
|
0.618 |
117-20 |
|
0.500 |
117-17 |
|
0.382 |
117-14 |
|
LOW |
117-05 |
|
0.618 |
116-22 |
|
1.000 |
116-13 |
|
1.618 |
115-30 |
|
2.618 |
115-06 |
|
4.250 |
113-31 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
117-07 |
| PP |
117-14 |
117-05 |
| S1 |
117-12 |
117-04 |
|