ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
117-10 |
117-24 |
0-14 |
0.4% |
116-08 |
High |
118-04 |
118-01 |
-0-03 |
-0.1% |
118-04 |
Low |
117-02 |
117-18 |
0-16 |
0.4% |
115-25 |
Close |
118-03 |
117-24 |
-0-11 |
-0.3% |
118-03 |
Range |
1-02 |
0-15 |
-0-19 |
-55.9% |
2-11 |
ATR |
0-24 |
0-24 |
-0-01 |
-2.1% |
0-00 |
Volume |
2,297 |
1,886 |
-411 |
-17.9% |
4,219 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-06 |
118-30 |
118-00 |
|
R3 |
118-23 |
118-15 |
117-28 |
|
R2 |
118-08 |
118-08 |
117-27 |
|
R1 |
118-00 |
118-00 |
117-25 |
118-00 |
PP |
117-25 |
117-25 |
117-25 |
117-25 |
S1 |
117-17 |
117-17 |
117-23 |
117-16 |
S2 |
117-10 |
117-10 |
117-21 |
|
S3 |
116-27 |
117-02 |
117-20 |
|
S4 |
116-12 |
116-19 |
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-04 |
115-26 |
2-10 |
2.0% |
0-31 |
0.8% |
84% |
False |
False |
1,212 |
10 |
118-04 |
115-10 |
2-26 |
2.4% |
0-25 |
0.7% |
87% |
False |
False |
798 |
20 |
118-04 |
113-07 |
4-29 |
4.2% |
0-23 |
0.6% |
92% |
False |
False |
472 |
40 |
118-04 |
113-06 |
4-30 |
4.2% |
0-19 |
0.5% |
92% |
False |
False |
250 |
60 |
118-04 |
113-06 |
4-30 |
4.2% |
0-14 |
0.4% |
92% |
False |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-01 |
2.618 |
119-08 |
1.618 |
118-25 |
1.000 |
118-16 |
0.618 |
118-10 |
HIGH |
118-01 |
0.618 |
117-27 |
0.500 |
117-26 |
0.382 |
117-24 |
LOW |
117-18 |
0.618 |
117-09 |
1.000 |
117-03 |
1.618 |
116-26 |
2.618 |
116-11 |
4.250 |
115-18 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
117-26 |
117-19 |
PP |
117-25 |
117-14 |
S1 |
117-24 |
117-10 |
|