ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
116-31 |
-0-10 |
-0.3% |
116-31 |
| High |
117-15 |
117-15 |
0-00 |
0.0% |
117-29 |
| Low |
116-22 |
116-22 |
0-00 |
0.0% |
116-10 |
| Close |
116-28 |
116-28 |
0-00 |
0.0% |
116-28 |
| Range |
0-25 |
0-25 |
0-00 |
0.0% |
1-19 |
| ATR |
0-28 |
0-28 |
0-00 |
-0.7% |
0-00 |
| Volume |
308,686 |
284,373 |
-24,313 |
-7.9% |
1,383,245 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-29 |
117-10 |
|
| R3 |
118-18 |
118-04 |
117-03 |
|
| R2 |
117-25 |
117-25 |
117-01 |
|
| R1 |
117-11 |
117-11 |
116-30 |
117-06 |
| PP |
117-00 |
117-00 |
117-00 |
116-30 |
| S1 |
116-18 |
116-18 |
116-26 |
116-12 |
| S2 |
116-07 |
116-07 |
116-23 |
|
| S3 |
115-14 |
115-25 |
116-21 |
|
| S4 |
114-21 |
115-00 |
116-14 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
120-30 |
117-24 |
|
| R3 |
120-07 |
119-11 |
117-10 |
|
| R2 |
118-20 |
118-20 |
117-05 |
|
| R1 |
117-24 |
117-24 |
117-01 |
117-12 |
| PP |
117-01 |
117-01 |
117-01 |
116-27 |
| S1 |
116-05 |
116-05 |
116-23 |
115-26 |
| S2 |
115-14 |
115-14 |
116-19 |
|
| S3 |
113-27 |
114-18 |
116-14 |
|
| S4 |
112-08 |
112-31 |
116-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-29 |
116-10 |
1-19 |
1.4% |
0-24 |
0.7% |
35% |
False |
False |
260,675 |
| 10 |
117-29 |
115-15 |
2-14 |
2.1% |
0-25 |
0.7% |
58% |
False |
False |
273,849 |
| 20 |
117-29 |
114-06 |
3-23 |
3.2% |
0-26 |
0.7% |
72% |
False |
False |
253,832 |
| 40 |
118-12 |
114-06 |
4-06 |
3.6% |
0-27 |
0.7% |
64% |
False |
False |
250,543 |
| 60 |
118-12 |
114-06 |
4-06 |
3.6% |
0-29 |
0.8% |
64% |
False |
False |
183,946 |
| 80 |
118-12 |
113-05 |
5-07 |
4.5% |
0-28 |
0.7% |
71% |
False |
False |
138,020 |
| 100 |
120-13 |
113-05 |
7-08 |
6.2% |
0-26 |
0.7% |
51% |
False |
False |
110,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-25 |
|
2.618 |
119-16 |
|
1.618 |
118-23 |
|
1.000 |
118-08 |
|
0.618 |
117-30 |
|
HIGH |
117-15 |
|
0.618 |
117-05 |
|
0.500 |
117-02 |
|
0.382 |
117-00 |
|
LOW |
116-22 |
|
0.618 |
116-07 |
|
1.000 |
115-29 |
|
1.618 |
115-14 |
|
2.618 |
114-21 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
117-10 |
| PP |
117-00 |
117-05 |
| S1 |
116-30 |
117-00 |
|