ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
117-20 |
-0-21 |
-0.6% |
116-31 |
| High |
118-16 |
118-08 |
-0-08 |
-0.2% |
117-29 |
| Low |
117-14 |
117-15 |
0-01 |
0.0% |
116-10 |
| Close |
117-17 |
118-07 |
0-22 |
0.6% |
116-28 |
| Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
1-19 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.2% |
0-00 |
| Volume |
420,029 |
369,729 |
-50,300 |
-12.0% |
1,383,245 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
120-02 |
118-21 |
|
| R3 |
119-17 |
119-09 |
118-14 |
|
| R2 |
118-24 |
118-24 |
118-12 |
|
| R1 |
118-16 |
118-16 |
118-09 |
118-20 |
| PP |
117-31 |
117-31 |
117-31 |
118-02 |
| S1 |
117-23 |
117-23 |
118-05 |
117-27 |
| S2 |
117-06 |
117-06 |
118-02 |
|
| S3 |
116-13 |
116-30 |
118-00 |
|
| S4 |
115-20 |
116-05 |
117-25 |
|
|
| 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 |
116-22 |
2-02 |
1.7% |
1-02 |
0.9% |
74% |
False |
False |
319,171 |
| 10 |
118-24 |
116-04 |
2-20 |
2.2% |
0-29 |
0.8% |
80% |
False |
False |
294,966 |
| 20 |
118-24 |
114-06 |
4-18 |
3.9% |
0-29 |
0.8% |
88% |
False |
False |
273,840 |
| 40 |
118-24 |
114-06 |
4-18 |
3.9% |
0-28 |
0.7% |
88% |
False |
False |
258,030 |
| 60 |
118-24 |
114-06 |
4-18 |
3.9% |
0-29 |
0.8% |
88% |
False |
False |
200,594 |
| 80 |
118-24 |
113-11 |
5-13 |
4.6% |
0-29 |
0.8% |
90% |
False |
False |
150,553 |
| 100 |
118-27 |
113-05 |
5-22 |
4.8% |
0-27 |
0.7% |
89% |
False |
False |
120,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-18 |
|
2.618 |
120-09 |
|
1.618 |
119-16 |
|
1.000 |
119-01 |
|
0.618 |
118-23 |
|
HIGH |
118-08 |
|
0.618 |
117-30 |
|
0.500 |
117-28 |
|
0.382 |
117-25 |
|
LOW |
117-15 |
|
0.618 |
117-00 |
|
1.000 |
116-22 |
|
1.618 |
116-07 |
|
2.618 |
115-14 |
|
4.250 |
114-05 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-03 |
118-03 |
| PP |
117-31 |
117-31 |
| S1 |
117-28 |
117-26 |
|