ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
118-08 |
118-12 |
0-04 |
0.1% |
118-19 |
| High |
118-15 |
119-07 |
0-24 |
0.6% |
119-07 |
| Low |
117-20 |
117-23 |
0-03 |
0.1% |
117-20 |
| Close |
118-05 |
118-26 |
0-21 |
0.6% |
118-26 |
| Range |
0-27 |
1-16 |
0-21 |
77.8% |
1-19 |
| ATR |
1-01 |
1-02 |
0-01 |
3.3% |
0-00 |
| Volume |
273,479 |
275,420 |
1,941 |
0.7% |
1,221,157 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-03 |
122-14 |
119-20 |
|
| R3 |
121-19 |
120-30 |
119-07 |
|
| R2 |
120-03 |
120-03 |
119-03 |
|
| R1 |
119-14 |
119-14 |
118-30 |
119-24 |
| PP |
118-19 |
118-19 |
118-19 |
118-24 |
| S1 |
117-30 |
117-30 |
118-22 |
118-08 |
| S2 |
117-03 |
117-03 |
118-17 |
|
| S3 |
115-19 |
116-14 |
118-13 |
|
| S4 |
114-03 |
114-30 |
118-00 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-21 |
119-22 |
|
| R3 |
121-24 |
121-02 |
119-08 |
|
| R2 |
120-05 |
120-05 |
119-03 |
|
| R1 |
119-15 |
119-15 |
118-31 |
119-26 |
| PP |
118-18 |
118-18 |
118-18 |
118-23 |
| S1 |
117-28 |
117-28 |
118-21 |
118-07 |
| S2 |
116-31 |
116-31 |
118-17 |
|
| S3 |
115-12 |
116-09 |
118-12 |
|
| S4 |
113-25 |
114-22 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-07 |
117-20 |
1-19 |
1.3% |
1-00 |
0.8% |
75% |
True |
False |
244,231 |
| 10 |
119-07 |
116-22 |
2-17 |
2.1% |
0-31 |
0.8% |
84% |
True |
False |
241,290 |
| 20 |
119-07 |
114-16 |
4-23 |
4.0% |
1-02 |
0.9% |
91% |
True |
False |
224,340 |
| 40 |
122-03 |
114-16 |
7-19 |
6.4% |
1-03 |
0.9% |
57% |
False |
False |
208,261 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
51% |
False |
False |
162,185 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
51% |
False |
False |
121,811 |
| 100 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
50% |
False |
False |
97,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-19 |
|
2.618 |
123-05 |
|
1.618 |
121-21 |
|
1.000 |
120-23 |
|
0.618 |
120-05 |
|
HIGH |
119-07 |
|
0.618 |
118-21 |
|
0.500 |
118-15 |
|
0.382 |
118-09 |
|
LOW |
117-23 |
|
0.618 |
116-25 |
|
1.000 |
116-07 |
|
1.618 |
115-09 |
|
2.618 |
113-25 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-22 |
| PP |
118-19 |
118-18 |
| S1 |
118-15 |
118-14 |
|