ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
118-30 |
0-24 |
0.6% |
116-31 |
| High |
119-04 |
118-31 |
-0-05 |
-0.1% |
119-04 |
| Low |
117-31 |
118-15 |
0-16 |
0.4% |
116-22 |
| Close |
119-02 |
118-23 |
-0-11 |
-0.3% |
119-02 |
| Range |
1-05 |
0-16 |
-0-21 |
-56.8% |
2-14 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.7% |
0-00 |
| Volume |
265,175 |
349,988 |
84,813 |
32.0% |
1,552,345 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-31 |
119-00 |
|
| R3 |
119-23 |
119-15 |
118-27 |
|
| R2 |
119-07 |
119-07 |
118-26 |
|
| R1 |
118-31 |
118-31 |
118-24 |
118-27 |
| PP |
118-23 |
118-23 |
118-23 |
118-21 |
| S1 |
118-15 |
118-15 |
118-22 |
118-11 |
| S2 |
118-07 |
118-07 |
118-20 |
|
| S3 |
117-23 |
117-31 |
118-19 |
|
| S4 |
117-07 |
117-15 |
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 |
116-29 |
2-07 |
1.9% |
1-02 |
0.9% |
82% |
False |
False |
323,592 |
| 10 |
119-04 |
116-10 |
2-26 |
2.4% |
0-29 |
0.8% |
86% |
False |
False |
292,133 |
| 20 |
119-04 |
114-11 |
4-25 |
4.0% |
0-29 |
0.8% |
92% |
False |
False |
284,517 |
| 40 |
119-04 |
114-06 |
4-30 |
4.2% |
0-28 |
0.7% |
92% |
False |
False |
260,785 |
| 60 |
119-04 |
114-06 |
4-30 |
4.2% |
0-29 |
0.8% |
92% |
False |
False |
210,711 |
| 80 |
119-04 |
113-11 |
5-25 |
4.9% |
0-29 |
0.8% |
93% |
False |
False |
158,241 |
| 100 |
119-04 |
113-05 |
5-31 |
5.0% |
0-27 |
0.7% |
93% |
False |
False |
126,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-03 |
|
2.618 |
120-09 |
|
1.618 |
119-25 |
|
1.000 |
119-15 |
|
0.618 |
119-09 |
|
HIGH |
118-31 |
|
0.618 |
118-25 |
|
0.500 |
118-23 |
|
0.382 |
118-21 |
|
LOW |
118-15 |
|
0.618 |
118-05 |
|
1.000 |
117-31 |
|
1.618 |
117-21 |
|
2.618 |
117-05 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-18 |
| PP |
118-23 |
118-14 |
| S1 |
118-23 |
118-10 |
|