ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
116-14 |
0-07 |
0.2% |
114-29 |
| High |
116-22 |
116-22 |
0-00 |
0.0% |
115-30 |
| Low |
116-02 |
115-25 |
-0-09 |
-0.2% |
114-06 |
| Close |
116-20 |
115-30 |
-0-22 |
-0.6% |
115-21 |
| Range |
0-20 |
0-29 |
0-09 |
45.0% |
1-24 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.1% |
0-00 |
| Volume |
237,637 |
272,428 |
34,791 |
14.6% |
1,183,090 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-27 |
118-10 |
116-14 |
|
| R3 |
117-30 |
117-13 |
116-06 |
|
| R2 |
117-01 |
117-01 |
116-03 |
|
| R1 |
116-16 |
116-16 |
116-01 |
116-10 |
| PP |
116-04 |
116-04 |
116-04 |
116-02 |
| S1 |
115-19 |
115-19 |
115-27 |
115-13 |
| S2 |
115-07 |
115-07 |
115-25 |
|
| S3 |
114-10 |
114-22 |
115-22 |
|
| S4 |
113-13 |
113-25 |
115-14 |
|
|
| 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 |
115-03 |
1-19 |
1.4% |
0-26 |
0.7% |
53% |
True |
False |
274,674 |
| 10 |
116-22 |
114-06 |
2-16 |
2.2% |
0-28 |
0.8% |
70% |
True |
False |
246,070 |
| 20 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
42% |
False |
False |
247,664 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
42% |
False |
False |
219,358 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
42% |
False |
False |
146,864 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
53% |
False |
False |
110,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-17 |
|
2.618 |
119-02 |
|
1.618 |
118-05 |
|
1.000 |
117-19 |
|
0.618 |
117-08 |
|
HIGH |
116-22 |
|
0.618 |
116-11 |
|
0.500 |
116-08 |
|
0.382 |
116-04 |
|
LOW |
115-25 |
|
0.618 |
115-07 |
|
1.000 |
114-28 |
|
1.618 |
114-10 |
|
2.618 |
113-13 |
|
4.250 |
111-30 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-08 |
115-31 |
| PP |
116-04 |
115-31 |
| S1 |
116-01 |
115-30 |
|