ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-11 |
118-22 |
1-11 |
1.1% |
119-04 |
| High |
119-02 |
119-18 |
0-16 |
0.4% |
119-18 |
| Low |
117-08 |
118-11 |
1-03 |
0.9% |
117-08 |
| Close |
118-25 |
119-16 |
0-23 |
0.6% |
119-16 |
| Range |
1-26 |
1-07 |
-0-19 |
-32.8% |
2-10 |
| ATR |
1-03 |
1-03 |
0-00 |
0.8% |
0-00 |
| Volume |
264,438 |
405,062 |
140,624 |
53.2% |
1,365,451 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-25 |
122-12 |
120-05 |
|
| R3 |
121-18 |
121-05 |
119-27 |
|
| R2 |
120-11 |
120-11 |
119-23 |
|
| R1 |
119-30 |
119-30 |
119-20 |
120-04 |
| PP |
119-04 |
119-04 |
119-04 |
119-08 |
| S1 |
118-23 |
118-23 |
119-12 |
118-30 |
| S2 |
117-29 |
117-29 |
119-09 |
|
| S3 |
116-22 |
117-16 |
119-05 |
|
| S4 |
115-15 |
116-09 |
118-27 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-29 |
120-25 |
|
| R3 |
123-13 |
122-19 |
120-04 |
|
| R2 |
121-03 |
121-03 |
119-30 |
|
| R1 |
120-09 |
120-09 |
119-23 |
120-22 |
| PP |
118-25 |
118-25 |
118-25 |
118-31 |
| S1 |
117-31 |
117-31 |
119-09 |
118-12 |
| S2 |
116-15 |
116-15 |
119-02 |
|
| S3 |
114-05 |
115-21 |
118-28 |
|
| S4 |
111-27 |
113-11 |
118-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
117-08 |
2-10 |
1.9% |
1-05 |
1.0% |
97% |
True |
False |
273,090 |
| 10 |
119-18 |
117-08 |
2-10 |
1.9% |
1-02 |
0.9% |
97% |
True |
False |
258,660 |
| 20 |
119-18 |
114-24 |
4-26 |
4.0% |
1-03 |
0.9% |
99% |
True |
False |
250,957 |
| 40 |
119-27 |
114-16 |
5-11 |
4.5% |
1-02 |
0.9% |
94% |
False |
False |
210,910 |
| 60 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
59% |
False |
False |
184,802 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
59% |
False |
False |
138,851 |
| 100 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
58% |
False |
False |
111,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-24 |
|
2.618 |
122-24 |
|
1.618 |
121-17 |
|
1.000 |
120-25 |
|
0.618 |
120-10 |
|
HIGH |
119-18 |
|
0.618 |
119-03 |
|
0.500 |
118-30 |
|
0.382 |
118-26 |
|
LOW |
118-11 |
|
0.618 |
117-19 |
|
1.000 |
117-04 |
|
1.618 |
116-12 |
|
2.618 |
115-05 |
|
4.250 |
113-05 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
119-04 |
| PP |
119-04 |
118-25 |
| S1 |
118-30 |
118-13 |
|