ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-15 |
115-13 |
-0-02 |
-0.1% |
114-29 |
High |
115-27 |
116-14 |
0-19 |
0.5% |
115-30 |
Low |
115-03 |
115-08 |
0-05 |
0.1% |
114-06 |
Close |
115-21 |
116-08 |
0-19 |
0.5% |
115-21 |
Range |
0-24 |
1-06 |
0-14 |
58.3% |
1-24 |
ATR |
0-29 |
0-30 |
0-01 |
2.1% |
0-00 |
Volume |
280,889 |
234,870 |
-46,019 |
-16.4% |
1,183,090 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-17 |
119-03 |
116-29 |
|
R3 |
118-11 |
117-29 |
116-18 |
|
R2 |
117-05 |
117-05 |
116-15 |
|
R1 |
116-23 |
116-23 |
116-11 |
116-30 |
PP |
115-31 |
115-31 |
115-31 |
116-03 |
S1 |
115-17 |
115-17 |
116-05 |
115-24 |
S2 |
114-25 |
114-25 |
116-01 |
|
S3 |
113-19 |
114-11 |
115-30 |
|
S4 |
112-13 |
113-05 |
115-19 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-16 |
119-27 |
116-20 |
|
R3 |
118-24 |
118-03 |
116-04 |
|
R2 |
117-00 |
117-00 |
115-31 |
|
R1 |
116-11 |
116-11 |
115-26 |
116-22 |
PP |
115-08 |
115-08 |
115-08 |
115-14 |
S1 |
114-19 |
114-19 |
115-16 |
114-30 |
S2 |
113-16 |
113-16 |
115-11 |
|
S3 |
111-24 |
112-27 |
115-06 |
|
S4 |
110-00 |
111-03 |
114-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-14 |
114-11 |
2-03 |
1.8% |
0-30 |
0.8% |
91% |
True |
False |
266,779 |
10 |
116-14 |
114-06 |
2-08 |
1.9% |
0-27 |
0.7% |
92% |
True |
False |
233,815 |
20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
49% |
False |
False |
248,334 |
40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
49% |
False |
False |
206,704 |
60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-29 |
0.8% |
49% |
False |
False |
138,371 |
80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
59% |
False |
False |
103,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-16 |
2.618 |
119-17 |
1.618 |
118-11 |
1.000 |
117-20 |
0.618 |
117-05 |
HIGH |
116-14 |
0.618 |
115-31 |
0.500 |
115-27 |
0.382 |
115-23 |
LOW |
115-08 |
0.618 |
114-17 |
1.000 |
114-02 |
1.618 |
113-11 |
2.618 |
112-05 |
4.250 |
110-06 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
116-04 |
116-03 |
PP |
115-31 |
115-30 |
S1 |
115-27 |
115-24 |
|