ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
116-22 |
117-10 |
0-20 |
0.5% |
116-08 |
| High |
117-05 |
118-04 |
0-31 |
0.8% |
118-04 |
| Low |
116-15 |
117-02 |
0-19 |
0.5% |
115-25 |
| Close |
117-06 |
118-03 |
0-29 |
0.8% |
118-03 |
| Range |
0-22 |
1-02 |
0-12 |
54.5% |
2-11 |
| ATR |
0-23 |
0-24 |
0-01 |
3.2% |
0-00 |
| Volume |
241 |
2,297 |
2,056 |
853.1% |
4,219 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-19 |
118-22 |
|
| R3 |
119-28 |
119-17 |
118-12 |
|
| R2 |
118-26 |
118-26 |
118-09 |
|
| R1 |
118-15 |
118-15 |
118-06 |
118-20 |
| PP |
117-24 |
117-24 |
117-24 |
117-27 |
| S1 |
117-13 |
117-13 |
118-00 |
117-18 |
| S2 |
116-22 |
116-22 |
117-29 |
|
| S3 |
115-20 |
116-11 |
117-26 |
|
| S4 |
114-18 |
115-09 |
117-16 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-18 |
119-12 |
|
| R3 |
122-01 |
121-07 |
118-24 |
|
| R2 |
119-22 |
119-22 |
118-17 |
|
| R1 |
118-28 |
118-28 |
118-10 |
119-09 |
| PP |
117-11 |
117-11 |
117-11 |
117-17 |
| S1 |
116-17 |
116-17 |
117-28 |
116-30 |
| S2 |
115-00 |
115-00 |
117-21 |
|
| S3 |
112-21 |
114-06 |
117-14 |
|
| S4 |
110-10 |
111-27 |
116-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
120-29 |
|
1.618 |
119-27 |
|
1.000 |
119-06 |
|
0.618 |
118-25 |
|
HIGH |
118-04 |
|
0.618 |
117-23 |
|
0.500 |
117-19 |
|
0.382 |
117-15 |
|
LOW |
117-02 |
|
0.618 |
116-13 |
|
1.000 |
116-00 |
|
1.618 |
115-11 |
|
2.618 |
114-09 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
117-26 |
| PP |
117-24 |
117-18 |
| S1 |
117-19 |
117-10 |
|