ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
118-25 |
0-26 |
0.7% |
117-13 |
| High |
118-27 |
119-03 |
0-08 |
0.2% |
119-03 |
| Low |
117-23 |
118-13 |
0-22 |
0.6% |
116-24 |
| Close |
118-20 |
118-27 |
0-07 |
0.2% |
118-27 |
| Range |
1-04 |
0-22 |
-0-14 |
-38.9% |
2-11 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.7% |
0-00 |
| Volume |
218,212 |
284,956 |
66,744 |
30.6% |
935,288 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-17 |
119-07 |
|
| R3 |
120-05 |
119-27 |
119-01 |
|
| R2 |
119-15 |
119-15 |
118-31 |
|
| R1 |
119-05 |
119-05 |
118-29 |
119-10 |
| PP |
118-25 |
118-25 |
118-25 |
118-28 |
| S1 |
118-15 |
118-15 |
118-25 |
118-20 |
| S2 |
118-03 |
118-03 |
118-23 |
|
| S3 |
117-13 |
117-25 |
118-21 |
|
| S4 |
116-23 |
117-03 |
118-15 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-13 |
120-04 |
|
| R3 |
122-29 |
122-02 |
119-16 |
|
| R2 |
120-18 |
120-18 |
119-09 |
|
| R1 |
119-23 |
119-23 |
119-02 |
120-04 |
| PP |
118-07 |
118-07 |
118-07 |
118-14 |
| S1 |
117-12 |
117-12 |
118-20 |
117-26 |
| S2 |
115-28 |
115-28 |
118-13 |
|
| S3 |
113-17 |
115-01 |
118-06 |
|
| S4 |
111-06 |
112-22 |
117-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-03 |
116-22 |
2-13 |
2.0% |
0-31 |
0.8% |
90% |
True |
False |
238,350 |
| 10 |
119-03 |
114-24 |
4-11 |
3.7% |
1-03 |
0.9% |
94% |
True |
False |
243,254 |
| 20 |
119-03 |
114-16 |
4-19 |
3.9% |
1-00 |
0.8% |
95% |
True |
False |
188,743 |
| 40 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
51% |
False |
False |
208,130 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-04 |
0.9% |
51% |
False |
False |
141,905 |
| 80 |
123-03 |
114-16 |
8-19 |
7.2% |
1-04 |
0.9% |
51% |
False |
False |
106,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-00 |
|
2.618 |
120-29 |
|
1.618 |
120-07 |
|
1.000 |
119-25 |
|
0.618 |
119-17 |
|
HIGH |
119-03 |
|
0.618 |
118-27 |
|
0.500 |
118-24 |
|
0.382 |
118-21 |
|
LOW |
118-13 |
|
0.618 |
117-31 |
|
1.000 |
117-23 |
|
1.618 |
117-09 |
|
2.618 |
116-19 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-20 |
| PP |
118-25 |
118-13 |
| S1 |
118-24 |
118-06 |
|