ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
116-18 |
-0-13 |
-0.3% |
115-13 |
| High |
117-06 |
116-26 |
-0-12 |
-0.3% |
117-00 |
| Low |
116-15 |
116-10 |
-0-05 |
-0.1% |
115-08 |
| Close |
116-16 |
116-24 |
0-08 |
0.2% |
116-28 |
| Range |
0-23 |
0-16 |
-0-07 |
-30.4% |
1-24 |
| ATR |
0-29 |
0-28 |
-0-01 |
-3.2% |
0-00 |
| Volume |
364,242 |
199,701 |
-164,541 |
-45.2% |
1,305,744 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-30 |
117-01 |
|
| R3 |
117-20 |
117-14 |
116-28 |
|
| R2 |
117-04 |
117-04 |
116-27 |
|
| R1 |
116-30 |
116-30 |
116-25 |
117-01 |
| PP |
116-20 |
116-20 |
116-20 |
116-22 |
| S1 |
116-14 |
116-14 |
116-23 |
116-17 |
| S2 |
116-04 |
116-04 |
116-21 |
|
| S3 |
115-20 |
115-30 |
116-20 |
|
| S4 |
115-04 |
115-14 |
116-15 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
121-00 |
117-27 |
|
| R3 |
119-28 |
119-08 |
117-11 |
|
| R2 |
118-04 |
118-04 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-01 |
117-26 |
| PP |
116-12 |
116-12 |
116-12 |
116-17 |
| S1 |
115-24 |
115-24 |
116-23 |
116-02 |
| S2 |
114-20 |
114-20 |
116-18 |
|
| S3 |
112-28 |
114-00 |
116-13 |
|
| S4 |
111-04 |
112-08 |
115-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-06 |
115-15 |
1-23 |
1.5% |
0-25 |
0.7% |
75% |
False |
False |
279,436 |
| 10 |
117-06 |
114-11 |
2-27 |
2.4% |
0-28 |
0.7% |
85% |
False |
False |
274,782 |
| 20 |
118-05 |
114-06 |
3-31 |
3.4% |
0-28 |
0.8% |
65% |
False |
False |
257,492 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.7% |
61% |
False |
False |
245,683 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-28 |
0.8% |
61% |
False |
False |
165,592 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-27 |
0.7% |
69% |
False |
False |
124,225 |
| 100 |
121-04 |
113-05 |
7-31 |
6.8% |
0-25 |
0.7% |
45% |
False |
False |
99,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-30 |
|
2.618 |
118-04 |
|
1.618 |
117-20 |
|
1.000 |
117-10 |
|
0.618 |
117-04 |
|
HIGH |
116-26 |
|
0.618 |
116-20 |
|
0.500 |
116-18 |
|
0.382 |
116-16 |
|
LOW |
116-10 |
|
0.618 |
116-00 |
|
1.000 |
115-26 |
|
1.618 |
115-16 |
|
2.618 |
115-00 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
116-23 |
| PP |
116-20 |
116-22 |
| S1 |
116-18 |
116-21 |
|