ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
118-30 |
0-00 |
0.0% |
116-31 |
| High |
118-31 |
120-11 |
1-12 |
1.2% |
119-04 |
| Low |
118-15 |
118-26 |
0-11 |
0.3% |
116-22 |
| Close |
118-23 |
120-00 |
1-09 |
1.1% |
119-02 |
| Range |
0-16 |
1-17 |
1-01 |
206.3% |
2-14 |
| ATR |
0-29 |
0-31 |
0-02 |
5.5% |
0-00 |
| Volume |
349,988 |
201,611 |
-148,377 |
-42.4% |
1,552,345 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-10 |
123-22 |
120-27 |
|
| R3 |
122-25 |
122-05 |
120-13 |
|
| R2 |
121-08 |
121-08 |
120-09 |
|
| R1 |
120-20 |
120-20 |
120-04 |
120-30 |
| PP |
119-23 |
119-23 |
119-23 |
119-28 |
| S1 |
119-03 |
119-03 |
119-28 |
119-13 |
| S2 |
118-06 |
118-06 |
119-23 |
|
| S3 |
116-21 |
117-18 |
119-19 |
|
| S4 |
115-04 |
116-01 |
119-05 |
|
|
| 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 |
120-11 |
117-14 |
2-29 |
2.4% |
1-00 |
0.8% |
88% |
True |
False |
321,306 |
| 10 |
120-11 |
116-20 |
3-23 |
3.1% |
1-01 |
0.8% |
91% |
True |
False |
292,324 |
| 20 |
120-11 |
114-11 |
6-00 |
5.0% |
0-30 |
0.8% |
94% |
True |
False |
283,553 |
| 40 |
120-11 |
114-06 |
6-05 |
5.1% |
0-29 |
0.7% |
94% |
True |
False |
258,358 |
| 60 |
120-11 |
114-06 |
6-05 |
5.1% |
0-29 |
0.8% |
94% |
True |
False |
213,987 |
| 80 |
120-11 |
113-11 |
7-00 |
5.8% |
0-29 |
0.8% |
95% |
True |
False |
160,761 |
| 100 |
120-11 |
113-05 |
7-06 |
6.0% |
0-27 |
0.7% |
95% |
True |
False |
128,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-27 |
|
2.618 |
124-11 |
|
1.618 |
122-26 |
|
1.000 |
121-28 |
|
0.618 |
121-09 |
|
HIGH |
120-11 |
|
0.618 |
119-24 |
|
0.500 |
119-18 |
|
0.382 |
119-13 |
|
LOW |
118-26 |
|
0.618 |
117-28 |
|
1.000 |
117-09 |
|
1.618 |
116-11 |
|
2.618 |
114-26 |
|
4.250 |
112-10 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
119-23 |
| PP |
119-23 |
119-14 |
| S1 |
119-18 |
119-05 |
|