ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
114-29 |
-1-05 |
-1.0% |
115-10 |
| High |
116-07 |
115-04 |
-1-03 |
-0.9% |
116-08 |
| Low |
115-10 |
114-06 |
-1-04 |
-1.0% |
115-00 |
| Close |
115-29 |
114-12 |
-1-17 |
-1.3% |
115-29 |
| Range |
0-29 |
0-30 |
0-01 |
3.4% |
1-08 |
| ATR |
0-28 |
0-30 |
0-02 |
7.0% |
0-00 |
| Volume |
317,553 |
84,064 |
-233,489 |
-73.5% |
920,198 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-12 |
116-26 |
114-28 |
|
| R3 |
116-14 |
115-28 |
114-20 |
|
| R2 |
115-16 |
115-16 |
114-18 |
|
| R1 |
114-30 |
114-30 |
114-15 |
114-24 |
| PP |
114-18 |
114-18 |
114-18 |
114-15 |
| S1 |
114-00 |
114-00 |
114-09 |
113-26 |
| S2 |
113-20 |
113-20 |
114-06 |
|
| S3 |
112-22 |
113-02 |
114-04 |
|
| S4 |
111-24 |
112-04 |
113-28 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-30 |
116-19 |
|
| R3 |
118-07 |
117-22 |
116-08 |
|
| R2 |
116-31 |
116-31 |
116-04 |
|
| R1 |
116-14 |
116-14 |
116-01 |
116-22 |
| PP |
115-23 |
115-23 |
115-23 |
115-27 |
| S1 |
115-06 |
115-06 |
115-25 |
115-14 |
| S2 |
114-15 |
114-15 |
115-22 |
|
| S3 |
113-07 |
113-30 |
115-18 |
|
| S4 |
111-31 |
112-22 |
115-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-08 |
114-06 |
2-02 |
1.8% |
0-24 |
0.7% |
9% |
False |
True |
200,852 |
| 10 |
118-05 |
114-06 |
3-31 |
3.5% |
0-28 |
0.8% |
5% |
False |
True |
241,354 |
| 20 |
118-12 |
114-06 |
4-06 |
3.7% |
0-27 |
0.7% |
4% |
False |
True |
237,052 |
| 40 |
118-12 |
114-06 |
4-06 |
3.7% |
0-29 |
0.8% |
4% |
False |
True |
173,807 |
| 60 |
118-12 |
113-11 |
5-01 |
4.4% |
0-28 |
0.8% |
20% |
False |
False |
116,149 |
| 80 |
118-18 |
113-05 |
5-13 |
4.7% |
0-26 |
0.7% |
23% |
False |
False |
87,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-04 |
|
2.618 |
117-19 |
|
1.618 |
116-21 |
|
1.000 |
116-02 |
|
0.618 |
115-23 |
|
HIGH |
115-04 |
|
0.618 |
114-25 |
|
0.500 |
114-21 |
|
0.382 |
114-17 |
|
LOW |
114-06 |
|
0.618 |
113-19 |
|
1.000 |
113-08 |
|
1.618 |
112-21 |
|
2.618 |
111-23 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-21 |
115-07 |
| PP |
114-18 |
114-30 |
| S1 |
114-15 |
114-21 |
|