ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
117-10 |
1-16 |
1.3% |
115-28 |
| High |
117-19 |
117-10 |
-0-09 |
-0.2% |
116-27 |
| Low |
115-26 |
116-17 |
0-23 |
0.6% |
115-10 |
| Close |
117-13 |
116-16 |
-0-29 |
-0.8% |
115-26 |
| Range |
1-25 |
0-25 |
-1-00 |
-56.1% |
1-17 |
| ATR |
0-23 |
0-24 |
0-00 |
1.5% |
0-00 |
| Volume |
603 |
1,034 |
431 |
71.5% |
2,032 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-19 |
116-30 |
|
| R3 |
118-11 |
117-26 |
116-23 |
|
| R2 |
117-18 |
117-18 |
116-21 |
|
| R1 |
117-01 |
117-01 |
116-18 |
116-29 |
| PP |
116-25 |
116-25 |
116-25 |
116-23 |
| S1 |
116-08 |
116-08 |
116-14 |
116-04 |
| S2 |
116-00 |
116-00 |
116-11 |
|
| S3 |
115-07 |
115-15 |
116-09 |
|
| S4 |
114-14 |
114-22 |
116-02 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
119-23 |
116-21 |
|
| R3 |
119-02 |
118-06 |
116-07 |
|
| R2 |
117-17 |
117-17 |
116-03 |
|
| R1 |
116-21 |
116-21 |
115-30 |
116-10 |
| PP |
116-00 |
116-00 |
116-00 |
115-26 |
| S1 |
115-04 |
115-04 |
115-22 |
114-26 |
| S2 |
114-15 |
114-15 |
115-17 |
|
| S3 |
112-30 |
113-19 |
115-13 |
|
| S4 |
111-13 |
112-02 |
114-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-19 |
115-24 |
1-27 |
1.6% |
0-28 |
0.7% |
41% |
False |
False |
510 |
| 10 |
117-19 |
114-15 |
3-04 |
2.7% |
0-24 |
0.7% |
65% |
False |
False |
437 |
| 20 |
117-19 |
113-06 |
4-13 |
3.8% |
0-23 |
0.6% |
75% |
False |
False |
259 |
| 40 |
117-19 |
113-06 |
4-13 |
3.8% |
0-17 |
0.5% |
75% |
False |
False |
140 |
| 60 |
117-19 |
113-06 |
4-13 |
3.8% |
0-14 |
0.4% |
75% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-20 |
|
2.618 |
119-11 |
|
1.618 |
118-18 |
|
1.000 |
118-03 |
|
0.618 |
117-25 |
|
HIGH |
117-10 |
|
0.618 |
117-00 |
|
0.500 |
116-30 |
|
0.382 |
116-27 |
|
LOW |
116-17 |
|
0.618 |
116-02 |
|
1.000 |
115-24 |
|
1.618 |
115-09 |
|
2.618 |
114-16 |
|
4.250 |
113-07 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
116-22 |
| PP |
116-25 |
116-20 |
| S1 |
116-20 |
116-18 |
|