ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
117-13 |
0-22 |
0.6% |
115-04 |
| High |
117-24 |
117-27 |
0-03 |
0.1% |
117-24 |
| Low |
116-22 |
116-24 |
0-02 |
0.1% |
114-28 |
| Close |
117-12 |
117-05 |
-0-07 |
-0.2% |
117-12 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
2-28 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.1% |
0-00 |
| Volume |
256,462 |
225,112 |
-31,350 |
-12.2% |
1,252,807 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-17 |
119-30 |
117-24 |
|
| R3 |
119-14 |
118-27 |
117-15 |
|
| R2 |
118-11 |
118-11 |
117-11 |
|
| R1 |
117-24 |
117-24 |
117-08 |
117-16 |
| PP |
117-08 |
117-08 |
117-08 |
117-04 |
| S1 |
116-21 |
116-21 |
117-02 |
116-13 |
| S2 |
116-05 |
116-05 |
116-31 |
|
| S3 |
115-02 |
115-18 |
116-27 |
|
| S4 |
113-31 |
114-15 |
116-18 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-07 |
118-31 |
|
| R3 |
122-13 |
121-11 |
118-05 |
|
| R2 |
119-17 |
119-17 |
117-29 |
|
| R1 |
118-15 |
118-15 |
117-20 |
119-00 |
| PP |
116-21 |
116-21 |
116-21 |
116-30 |
| S1 |
115-19 |
115-19 |
117-04 |
116-04 |
| S2 |
113-25 |
113-25 |
116-27 |
|
| S3 |
110-29 |
112-23 |
116-19 |
|
| S4 |
108-01 |
109-27 |
115-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-27 |
115-08 |
2-19 |
2.2% |
1-10 |
1.1% |
73% |
True |
False |
238,028 |
| 10 |
117-27 |
114-24 |
3-03 |
2.6% |
1-04 |
1.0% |
78% |
True |
False |
236,107 |
| 20 |
119-08 |
114-16 |
4-24 |
4.1% |
1-02 |
0.9% |
56% |
False |
False |
181,764 |
| 40 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
31% |
False |
False |
193,664 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-04 |
1.0% |
31% |
False |
False |
130,168 |
| 80 |
123-03 |
114-16 |
8-19 |
7.3% |
1-04 |
0.9% |
31% |
False |
False |
97,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-16 |
|
2.618 |
120-23 |
|
1.618 |
119-20 |
|
1.000 |
118-30 |
|
0.618 |
118-17 |
|
HIGH |
117-27 |
|
0.618 |
117-14 |
|
0.500 |
117-10 |
|
0.382 |
117-05 |
|
LOW |
116-24 |
|
0.618 |
116-02 |
|
1.000 |
115-21 |
|
1.618 |
114-31 |
|
2.618 |
113-28 |
|
4.250 |
112-03 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
117-01 |
| PP |
117-08 |
116-29 |
| S1 |
117-06 |
116-26 |
|