ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-13 |
116-07 |
0-26 |
0.7% |
114-29 |
| High |
116-14 |
116-22 |
0-08 |
0.2% |
115-30 |
| Low |
115-08 |
116-02 |
0-26 |
0.7% |
114-06 |
| Close |
116-08 |
116-20 |
0-12 |
0.3% |
115-21 |
| Range |
1-06 |
0-20 |
-0-18 |
-47.4% |
1-24 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
| Volume |
234,870 |
237,637 |
2,767 |
1.2% |
1,183,090 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-11 |
118-03 |
116-31 |
|
| R3 |
117-23 |
117-15 |
116-26 |
|
| R2 |
117-03 |
117-03 |
116-24 |
|
| R1 |
116-27 |
116-27 |
116-22 |
116-31 |
| PP |
116-15 |
116-15 |
116-15 |
116-16 |
| S1 |
116-07 |
116-07 |
116-18 |
116-11 |
| S2 |
115-27 |
115-27 |
116-16 |
|
| S3 |
115-07 |
115-19 |
116-14 |
|
| S4 |
114-19 |
114-31 |
116-09 |
|
|
| 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 |
116-22 |
114-11 |
2-11 |
2.0% |
0-30 |
0.8% |
97% |
True |
False |
270,129 |
| 10 |
116-22 |
114-06 |
2-16 |
2.1% |
0-28 |
0.7% |
98% |
True |
False |
236,309 |
| 20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
58% |
False |
False |
243,768 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
58% |
False |
False |
212,575 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
58% |
False |
False |
142,328 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
66% |
False |
False |
106,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-11 |
|
2.618 |
118-10 |
|
1.618 |
117-22 |
|
1.000 |
117-10 |
|
0.618 |
117-02 |
|
HIGH |
116-22 |
|
0.618 |
116-14 |
|
0.500 |
116-12 |
|
0.382 |
116-10 |
|
LOW |
116-02 |
|
0.618 |
115-22 |
|
1.000 |
115-14 |
|
1.618 |
115-02 |
|
2.618 |
114-14 |
|
4.250 |
113-13 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-17 |
116-12 |
| PP |
116-15 |
116-04 |
| S1 |
116-12 |
115-28 |
|