ECBOT 30 Year Treasury Bond Future September 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 |
117-24 |
117-30 |
0-06 |
0.2% |
116-08 |
| High |
118-01 |
119-14 |
1-13 |
1.2% |
118-04 |
| Low |
117-18 |
117-28 |
0-10 |
0.3% |
115-25 |
| Close |
117-24 |
119-03 |
1-11 |
1.1% |
118-03 |
| Range |
0-15 |
1-18 |
1-03 |
233.3% |
2-11 |
| ATR |
0-24 |
0-26 |
0-02 |
9.2% |
0-00 |
| Volume |
1,886 |
720 |
-1,166 |
-61.8% |
4,219 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-16 |
122-27 |
119-30 |
|
| R3 |
121-30 |
121-09 |
119-17 |
|
| R2 |
120-12 |
120-12 |
119-12 |
|
| R1 |
119-23 |
119-23 |
119-08 |
120-02 |
| PP |
118-26 |
118-26 |
118-26 |
118-31 |
| S1 |
118-05 |
118-05 |
118-30 |
118-16 |
| S2 |
117-08 |
117-08 |
118-26 |
|
| S3 |
115-22 |
116-19 |
118-21 |
|
| S4 |
114-04 |
115-01 |
118-08 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-18 |
119-12 |
|
| R3 |
122-01 |
121-07 |
118-24 |
|
| R2 |
119-22 |
119-22 |
118-17 |
|
| R1 |
118-28 |
118-28 |
118-10 |
119-09 |
| PP |
117-11 |
117-11 |
117-11 |
117-17 |
| S1 |
116-17 |
116-17 |
117-28 |
116-30 |
| S2 |
115-00 |
115-00 |
117-21 |
|
| S3 |
112-21 |
114-06 |
117-14 |
|
| S4 |
110-10 |
111-27 |
116-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-02 |
|
2.618 |
123-17 |
|
1.618 |
121-31 |
|
1.000 |
121-00 |
|
0.618 |
120-13 |
|
HIGH |
119-14 |
|
0.618 |
118-27 |
|
0.500 |
118-21 |
|
0.382 |
118-15 |
|
LOW |
117-28 |
|
0.618 |
116-29 |
|
1.000 |
116-10 |
|
1.618 |
115-11 |
|
2.618 |
113-25 |
|
4.250 |
111-08 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-26 |
| PP |
118-26 |
118-17 |
| S1 |
118-21 |
118-08 |
|