ECBOT 30 Year Treasury Bond Future September 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 |
117-10 |
116-22 |
-0-20 |
-0.5% |
115-28 |
| High |
117-10 |
117-05 |
-0-05 |
-0.1% |
116-27 |
| Low |
116-17 |
116-15 |
-0-02 |
-0.1% |
115-10 |
| Close |
116-16 |
117-06 |
0-22 |
0.6% |
115-26 |
| Range |
0-25 |
0-22 |
-0-03 |
-12.0% |
1-17 |
| ATR |
0-24 |
0-23 |
0-00 |
-0.5% |
0-00 |
| Volume |
1,034 |
241 |
-793 |
-76.7% |
2,032 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-25 |
117-18 |
|
| R3 |
118-10 |
118-03 |
117-12 |
|
| R2 |
117-20 |
117-20 |
117-10 |
|
| R1 |
117-13 |
117-13 |
117-08 |
117-16 |
| PP |
116-30 |
116-30 |
116-30 |
117-00 |
| S1 |
116-23 |
116-23 |
117-04 |
116-26 |
| S2 |
116-08 |
116-08 |
117-02 |
|
| S3 |
115-18 |
116-01 |
117-00 |
|
| S4 |
114-28 |
115-11 |
116-26 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-19 |
115-24 |
1-27 |
1.6% |
0-28 |
0.7% |
78% |
False |
False |
466 |
| 10 |
117-19 |
115-05 |
2-14 |
2.1% |
0-24 |
0.6% |
83% |
False |
False |
427 |
| 20 |
117-19 |
113-06 |
4-13 |
3.8% |
0-23 |
0.6% |
91% |
False |
False |
267 |
| 40 |
117-19 |
113-06 |
4-13 |
3.8% |
0-18 |
0.5% |
91% |
False |
False |
146 |
| 60 |
117-19 |
113-06 |
4-13 |
3.8% |
0-14 |
0.4% |
91% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-02 |
|
2.618 |
118-31 |
|
1.618 |
118-09 |
|
1.000 |
117-27 |
|
0.618 |
117-19 |
|
HIGH |
117-05 |
|
0.618 |
116-29 |
|
0.500 |
116-26 |
|
0.382 |
116-23 |
|
LOW |
116-15 |
|
0.618 |
116-01 |
|
1.000 |
115-25 |
|
1.618 |
115-11 |
|
2.618 |
114-21 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
117-01 |
| PP |
116-30 |
116-28 |
| S1 |
116-26 |
116-22 |
|