ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
118-31 |
0-04 |
0.1% |
116-25 |
| High |
119-06 |
118-31 |
-0-07 |
-0.2% |
119-09 |
| Low |
118-20 |
118-12 |
-0-08 |
-0.2% |
116-07 |
| Close |
118-31 |
118-27 |
-0-04 |
-0.1% |
119-06 |
| Range |
0-18 |
0-19 |
0-01 |
5.6% |
3-02 |
| ATR |
1-00 |
0-31 |
-0-01 |
-3.0% |
0-00 |
| Volume |
124,406 |
24,414 |
-99,992 |
-80.4% |
2,231,562 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
120-09 |
119-05 |
|
| R3 |
119-29 |
119-22 |
119-00 |
|
| R2 |
119-10 |
119-10 |
118-30 |
|
| R1 |
119-03 |
119-03 |
118-29 |
118-29 |
| PP |
118-23 |
118-23 |
118-23 |
118-20 |
| S1 |
118-16 |
118-16 |
118-25 |
118-10 |
| S2 |
118-04 |
118-04 |
118-24 |
|
| S3 |
117-17 |
117-29 |
118-22 |
|
| S4 |
116-30 |
117-10 |
118-17 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-12 |
120-28 |
|
| R3 |
124-11 |
123-10 |
120-01 |
|
| R2 |
121-09 |
121-09 |
119-24 |
|
| R1 |
120-08 |
120-08 |
119-15 |
120-24 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-06 |
117-06 |
118-29 |
117-22 |
| S2 |
115-05 |
115-05 |
118-20 |
|
| S3 |
112-03 |
114-04 |
118-11 |
|
| S4 |
109-01 |
111-02 |
117-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-09 |
117-17 |
1-24 |
1.5% |
0-25 |
0.6% |
75% |
False |
False |
361,423 |
| 10 |
119-09 |
115-29 |
3-12 |
2.8% |
0-30 |
0.8% |
87% |
False |
False |
323,880 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-00 |
0.8% |
80% |
False |
False |
302,166 |
| 40 |
119-18 |
114-22 |
4-28 |
4.1% |
1-01 |
0.9% |
85% |
False |
False |
268,705 |
| 60 |
121-12 |
114-16 |
6-28 |
5.8% |
1-02 |
0.9% |
63% |
False |
False |
240,882 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
51% |
False |
False |
201,130 |
| 100 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
51% |
False |
False |
161,050 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
51% |
False |
False |
134,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-16 |
|
2.618 |
120-17 |
|
1.618 |
119-30 |
|
1.000 |
119-18 |
|
0.618 |
119-11 |
|
HIGH |
118-31 |
|
0.618 |
118-24 |
|
0.500 |
118-22 |
|
0.382 |
118-19 |
|
LOW |
118-12 |
|
0.618 |
118-00 |
|
1.000 |
117-25 |
|
1.618 |
117-13 |
|
2.618 |
116-26 |
|
4.250 |
115-27 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-25 |
118-26 |
| PP |
118-23 |
118-26 |
| S1 |
118-22 |
118-25 |
|