ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
115-27 |
0-19 |
0.5% |
115-10 |
| High |
116-05 |
115-28 |
-0-09 |
-0.2% |
115-29 |
| Low |
115-04 |
114-29 |
-0-07 |
-0.2% |
114-16 |
| Close |
116-01 |
115-10 |
-0-23 |
-0.6% |
115-05 |
| Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
1-13 |
| ATR |
1-02 |
1-02 |
0-00 |
0.4% |
0-00 |
| Volume |
171,137 |
204,871 |
33,734 |
19.7% |
319,098 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
117-24 |
115-27 |
|
| R3 |
117-10 |
116-25 |
115-19 |
|
| R2 |
116-11 |
116-11 |
115-16 |
|
| R1 |
115-26 |
115-26 |
115-13 |
115-19 |
| PP |
115-12 |
115-12 |
115-12 |
115-08 |
| S1 |
114-27 |
114-27 |
115-07 |
114-20 |
| S2 |
114-13 |
114-13 |
115-04 |
|
| S3 |
113-14 |
113-28 |
115-01 |
|
| S4 |
112-15 |
112-29 |
114-25 |
|
|
| 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% |
0-31 |
0.8% |
49% |
False |
False |
133,587 |
| 10 |
117-00 |
114-16 |
2-16 |
2.2% |
0-29 |
0.8% |
33% |
False |
False |
126,640 |
| 20 |
120-08 |
114-16 |
5-24 |
5.0% |
1-02 |
0.9% |
14% |
False |
False |
167,205 |
| 40 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
10% |
False |
False |
145,202 |
| 60 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
10% |
False |
False |
97,129 |
| 80 |
123-03 |
114-16 |
8-19 |
7.5% |
1-03 |
0.9% |
9% |
False |
False |
72,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-00 |
|
2.618 |
118-13 |
|
1.618 |
117-14 |
|
1.000 |
116-27 |
|
0.618 |
116-15 |
|
HIGH |
115-28 |
|
0.618 |
115-16 |
|
0.500 |
115-12 |
|
0.382 |
115-09 |
|
LOW |
114-29 |
|
0.618 |
114-10 |
|
1.000 |
113-30 |
|
1.618 |
113-11 |
|
2.618 |
112-12 |
|
4.250 |
110-25 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-12 |
115-14 |
| PP |
115-12 |
115-12 |
| S1 |
115-11 |
115-11 |
|