ECBOT 30 Year Treasury Bond Future September 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 |
116-08 |
115-26 |
-0-14 |
-0.4% |
115-28 |
| High |
116-09 |
117-19 |
1-10 |
1.1% |
116-27 |
| Low |
115-25 |
115-26 |
0-01 |
0.0% |
115-10 |
| Close |
115-26 |
117-13 |
1-19 |
1.4% |
115-26 |
| Range |
0-16 |
1-25 |
1-09 |
256.3% |
1-17 |
| ATR |
0-21 |
0-23 |
0-03 |
12.6% |
0-00 |
| Volume |
44 |
603 |
559 |
1,270.5% |
2,032 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-20 |
118-12 |
|
| R3 |
120-16 |
119-27 |
117-29 |
|
| R2 |
118-23 |
118-23 |
117-23 |
|
| R1 |
118-02 |
118-02 |
117-18 |
118-12 |
| PP |
116-30 |
116-30 |
116-30 |
117-03 |
| S1 |
116-09 |
116-09 |
117-08 |
116-20 |
| S2 |
115-05 |
115-05 |
117-03 |
|
| S3 |
113-12 |
114-16 |
116-29 |
|
| S4 |
111-19 |
112-23 |
116-14 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
119-23 |
116-21 |
|
| R3 |
119-02 |
118-06 |
116-07 |
|
| R2 |
117-17 |
117-17 |
116-03 |
|
| R1 |
116-21 |
116-21 |
115-30 |
116-10 |
| PP |
116-00 |
116-00 |
116-00 |
115-26 |
| S1 |
115-04 |
115-04 |
115-22 |
114-26 |
| S2 |
114-15 |
114-15 |
115-17 |
|
| S3 |
112-30 |
113-19 |
115-13 |
|
| S4 |
111-13 |
112-02 |
114-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-05 |
|
2.618 |
122-08 |
|
1.618 |
120-15 |
|
1.000 |
119-12 |
|
0.618 |
118-22 |
|
HIGH |
117-19 |
|
0.618 |
116-29 |
|
0.500 |
116-22 |
|
0.382 |
116-16 |
|
LOW |
115-26 |
|
0.618 |
114-23 |
|
1.000 |
114-01 |
|
1.618 |
112-30 |
|
2.618 |
111-05 |
|
4.250 |
108-08 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-06 |
117-05 |
| PP |
116-30 |
116-29 |
| S1 |
116-22 |
116-22 |
|