ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
117-11 |
-0-31 |
-0.8% |
118-19 |
| High |
118-11 |
119-02 |
0-23 |
0.6% |
119-07 |
| Low |
117-08 |
117-08 |
0-00 |
0.0% |
117-20 |
| Close |
117-12 |
118-25 |
1-13 |
1.2% |
118-26 |
| Range |
1-03 |
1-26 |
0-23 |
65.7% |
1-19 |
| ATR |
1-01 |
1-03 |
0-02 |
5.3% |
0-00 |
| Volume |
155,623 |
264,438 |
108,815 |
69.9% |
1,221,157 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-03 |
119-25 |
|
| R3 |
122-00 |
121-09 |
119-09 |
|
| R2 |
120-06 |
120-06 |
119-04 |
|
| R1 |
119-15 |
119-15 |
118-30 |
119-26 |
| PP |
118-12 |
118-12 |
118-12 |
118-17 |
| S1 |
117-21 |
117-21 |
118-20 |
118-00 |
| S2 |
116-18 |
116-18 |
118-14 |
|
| S3 |
114-24 |
115-27 |
118-09 |
|
| S4 |
112-30 |
114-01 |
117-25 |
|
|
| 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 |
117-08 |
1-31 |
1.7% |
1-07 |
1.0% |
78% |
False |
True |
247,161 |
| 10 |
119-07 |
117-08 |
1-31 |
1.7% |
1-01 |
0.9% |
78% |
False |
True |
246,650 |
| 20 |
119-07 |
114-24 |
4-15 |
3.8% |
1-02 |
0.9% |
90% |
False |
False |
243,839 |
| 40 |
120-08 |
114-16 |
5-24 |
4.8% |
1-02 |
0.9% |
74% |
False |
False |
205,522 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
50% |
False |
False |
178,081 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
50% |
False |
False |
133,807 |
| 100 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
50% |
False |
False |
107,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-24 |
|
2.618 |
123-26 |
|
1.618 |
122-00 |
|
1.000 |
120-28 |
|
0.618 |
120-06 |
|
HIGH |
119-02 |
|
0.618 |
118-12 |
|
0.500 |
118-05 |
|
0.382 |
117-30 |
|
LOW |
117-08 |
|
0.618 |
116-04 |
|
1.000 |
115-14 |
|
1.618 |
114-10 |
|
2.618 |
112-16 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-18 |
| PP |
118-12 |
118-12 |
| S1 |
118-05 |
118-05 |
|