ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
115-05 |
0-08 |
0.2% |
114-18 |
| High |
115-05 |
115-27 |
0-22 |
0.6% |
115-27 |
| Low |
114-15 |
115-05 |
0-22 |
0.6% |
114-15 |
| Close |
114-30 |
115-25 |
0-27 |
0.7% |
115-25 |
| Range |
0-22 |
0-22 |
0-00 |
0.0% |
1-12 |
| ATR |
0-21 |
0-21 |
0-01 |
2.9% |
0-00 |
| Volume |
340 |
319 |
-21 |
-6.2% |
931 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
117-13 |
116-05 |
|
| R3 |
116-31 |
116-23 |
115-31 |
|
| R2 |
116-09 |
116-09 |
115-29 |
|
| R1 |
116-01 |
116-01 |
115-27 |
116-05 |
| PP |
115-19 |
115-19 |
115-19 |
115-21 |
| S1 |
115-11 |
115-11 |
115-23 |
115-15 |
| S2 |
114-29 |
114-29 |
115-21 |
|
| S3 |
114-07 |
114-21 |
115-19 |
|
| S4 |
113-17 |
113-31 |
115-13 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
119-00 |
116-17 |
|
| R3 |
118-04 |
117-20 |
116-05 |
|
| R2 |
116-24 |
116-24 |
116-01 |
|
| R1 |
116-08 |
116-08 |
115-29 |
116-16 |
| PP |
115-12 |
115-12 |
115-12 |
115-16 |
| S1 |
114-28 |
114-28 |
115-21 |
115-04 |
| S2 |
114-00 |
114-00 |
115-17 |
|
| S3 |
112-20 |
113-16 |
115-13 |
|
| S4 |
111-08 |
112-04 |
115-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-24 |
|
2.618 |
117-21 |
|
1.618 |
116-31 |
|
1.000 |
116-17 |
|
0.618 |
116-09 |
|
HIGH |
115-27 |
|
0.618 |
115-19 |
|
0.500 |
115-16 |
|
0.382 |
115-13 |
|
LOW |
115-05 |
|
0.618 |
114-23 |
|
1.000 |
114-15 |
|
1.618 |
114-01 |
|
2.618 |
113-11 |
|
4.250 |
112-08 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
115-18 |
| PP |
115-19 |
115-12 |
| S1 |
115-16 |
115-05 |
|