ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
118-06 |
0-18 |
0.5% |
116-31 |
| High |
118-08 |
119-04 |
0-28 |
0.7% |
119-04 |
| Low |
117-15 |
117-31 |
0-16 |
0.4% |
116-22 |
| Close |
118-07 |
119-02 |
0-27 |
0.7% |
119-02 |
| Range |
0-25 |
1-05 |
0-12 |
48.0% |
2-14 |
| ATR |
0-30 |
0-30 |
0-01 |
1.7% |
0-00 |
| Volume |
369,729 |
265,175 |
-104,554 |
-28.3% |
1,552,345 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-25 |
119-22 |
|
| R3 |
121-01 |
120-20 |
119-12 |
|
| R2 |
119-28 |
119-28 |
119-09 |
|
| R1 |
119-15 |
119-15 |
119-05 |
119-22 |
| PP |
118-23 |
118-23 |
118-23 |
118-26 |
| S1 |
118-10 |
118-10 |
118-31 |
118-16 |
| S2 |
117-18 |
117-18 |
118-27 |
|
| S3 |
116-13 |
117-05 |
118-24 |
|
| S4 |
115-08 |
116-00 |
118-14 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
124-25 |
120-13 |
|
| R3 |
123-05 |
122-11 |
119-23 |
|
| R2 |
120-23 |
120-23 |
119-16 |
|
| R1 |
119-29 |
119-29 |
119-09 |
120-10 |
| PP |
118-09 |
118-09 |
118-09 |
118-16 |
| S1 |
117-15 |
117-15 |
118-27 |
117-28 |
| S2 |
115-27 |
115-27 |
118-20 |
|
| S3 |
113-13 |
115-01 |
118-13 |
|
| S4 |
110-31 |
112-19 |
117-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-04 |
116-22 |
2-14 |
2.0% |
1-04 |
0.9% |
97% |
True |
False |
310,469 |
| 10 |
119-04 |
116-10 |
2-26 |
2.4% |
0-30 |
0.8% |
98% |
True |
False |
293,559 |
| 20 |
119-04 |
114-06 |
4-30 |
4.1% |
0-29 |
0.8% |
99% |
True |
False |
271,221 |
| 40 |
119-04 |
114-06 |
4-30 |
4.1% |
0-28 |
0.7% |
99% |
True |
False |
259,296 |
| 60 |
119-04 |
114-06 |
4-30 |
4.1% |
0-29 |
0.8% |
99% |
True |
False |
204,980 |
| 80 |
119-04 |
113-11 |
5-25 |
4.9% |
0-29 |
0.8% |
99% |
True |
False |
153,867 |
| 100 |
119-04 |
113-05 |
5-31 |
5.0% |
0-27 |
0.7% |
99% |
True |
False |
123,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-01 |
|
2.618 |
122-05 |
|
1.618 |
121-00 |
|
1.000 |
120-09 |
|
0.618 |
119-27 |
|
HIGH |
119-04 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-13 |
|
LOW |
117-31 |
|
0.618 |
117-08 |
|
1.000 |
116-26 |
|
1.618 |
116-03 |
|
2.618 |
114-30 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
118-26 |
| PP |
118-23 |
118-17 |
| S1 |
118-18 |
118-09 |
|