ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
116-31 |
0-00 |
0.0% |
116-31 |
| High |
117-15 |
118-24 |
1-09 |
1.1% |
117-29 |
| Low |
116-22 |
116-29 |
0-07 |
0.2% |
116-10 |
| Close |
116-28 |
118-14 |
1-18 |
1.3% |
116-28 |
| Range |
0-25 |
1-27 |
1-02 |
136.0% |
1-19 |
| ATR |
0-28 |
0-30 |
0-02 |
8.4% |
0-00 |
| Volume |
284,373 |
213,039 |
-71,334 |
-25.1% |
1,383,245 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-27 |
119-14 |
|
| R3 |
121-23 |
121-00 |
118-30 |
|
| R2 |
119-28 |
119-28 |
118-25 |
|
| R1 |
119-05 |
119-05 |
118-19 |
119-16 |
| PP |
118-01 |
118-01 |
118-01 |
118-07 |
| S1 |
117-10 |
117-10 |
118-09 |
117-22 |
| S2 |
116-06 |
116-06 |
118-03 |
|
| S3 |
114-11 |
115-15 |
117-30 |
|
| S4 |
112-16 |
113-20 |
117-14 |
|
|
| 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 |
118-24 |
116-20 |
2-04 |
1.8% |
1-01 |
0.9% |
85% |
True |
False |
263,342 |
| 10 |
118-24 |
115-15 |
3-09 |
2.8% |
0-29 |
0.8% |
90% |
True |
False |
271,389 |
| 20 |
118-24 |
114-06 |
4-18 |
3.9% |
0-28 |
0.7% |
93% |
True |
False |
253,849 |
| 40 |
118-24 |
114-06 |
4-18 |
3.9% |
0-28 |
0.7% |
93% |
True |
False |
248,016 |
| 60 |
118-24 |
114-06 |
4-18 |
3.9% |
0-29 |
0.8% |
93% |
True |
False |
187,484 |
| 80 |
118-24 |
113-05 |
5-19 |
4.7% |
0-28 |
0.8% |
94% |
True |
False |
140,683 |
| 100 |
120-13 |
113-05 |
7-08 |
6.1% |
0-27 |
0.7% |
73% |
False |
False |
112,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-19 |
|
2.618 |
123-18 |
|
1.618 |
121-23 |
|
1.000 |
120-19 |
|
0.618 |
119-28 |
|
HIGH |
118-24 |
|
0.618 |
118-01 |
|
0.500 |
117-26 |
|
0.382 |
117-20 |
|
LOW |
116-29 |
|
0.618 |
115-25 |
|
1.000 |
115-02 |
|
1.618 |
113-30 |
|
2.618 |
112-03 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-06 |
| PP |
118-01 |
117-31 |
| S1 |
117-26 |
117-23 |
|