ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-08 |
0-08 |
0.2% |
115-10 |
| High |
115-21 |
116-05 |
0-16 |
0.4% |
115-29 |
| Low |
114-22 |
115-04 |
0-14 |
0.4% |
114-16 |
| Close |
115-03 |
116-01 |
0-30 |
0.8% |
115-05 |
| Range |
0-31 |
1-01 |
0-02 |
6.5% |
1-13 |
| ATR |
1-02 |
1-02 |
0-00 |
0.0% |
0-00 |
| Volume |
95,319 |
171,137 |
75,818 |
79.5% |
319,098 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
118-15 |
116-19 |
|
| R3 |
117-27 |
117-14 |
116-10 |
|
| R2 |
116-26 |
116-26 |
116-07 |
|
| R1 |
116-13 |
116-13 |
116-04 |
116-20 |
| PP |
115-25 |
115-25 |
115-25 |
115-28 |
| S1 |
115-12 |
115-12 |
115-30 |
115-18 |
| S2 |
114-24 |
114-24 |
115-27 |
|
| S3 |
113-23 |
114-11 |
115-24 |
|
| S4 |
112-22 |
113-10 |
115-15 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-22 |
115-30 |
|
| R3 |
118-00 |
117-09 |
115-17 |
|
| R2 |
116-19 |
116-19 |
115-13 |
|
| R1 |
115-28 |
115-28 |
115-09 |
115-17 |
| PP |
115-06 |
115-06 |
115-06 |
115-00 |
| S1 |
114-15 |
114-15 |
115-01 |
114-04 |
| S2 |
113-25 |
113-25 |
114-29 |
|
| S3 |
112-12 |
113-02 |
114-25 |
|
| S4 |
110-31 |
111-21 |
114-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
114-16 |
1-21 |
1.4% |
0-30 |
0.8% |
92% |
True |
False |
108,999 |
| 10 |
118-14 |
114-16 |
3-30 |
3.4% |
1-00 |
0.9% |
39% |
False |
False |
123,641 |
| 20 |
120-08 |
114-16 |
5-24 |
5.0% |
1-02 |
0.9% |
27% |
False |
False |
170,680 |
| 40 |
123-00 |
114-16 |
8-16 |
7.3% |
1-04 |
1.0% |
18% |
False |
False |
140,147 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-04 |
1.0% |
18% |
False |
False |
93,719 |
| 80 |
123-03 |
114-16 |
8-19 |
7.4% |
1-03 |
0.9% |
18% |
False |
False |
70,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-17 |
|
2.618 |
118-27 |
|
1.618 |
117-26 |
|
1.000 |
117-06 |
|
0.618 |
116-25 |
|
HIGH |
116-05 |
|
0.618 |
115-24 |
|
0.500 |
115-20 |
|
0.382 |
115-17 |
|
LOW |
115-04 |
|
0.618 |
114-16 |
|
1.000 |
114-03 |
|
1.618 |
113-15 |
|
2.618 |
112-14 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-29 |
115-26 |
| PP |
115-25 |
115-18 |
| S1 |
115-20 |
115-10 |
|