ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
119-09 |
0-02 |
0.1% |
119-04 |
| High |
119-11 |
119-11 |
0-00 |
0.0% |
119-18 |
| Low |
118-25 |
118-05 |
-0-20 |
-0.5% |
117-08 |
| Close |
118-30 |
118-10 |
-0-20 |
-0.5% |
119-16 |
| Range |
0-18 |
1-06 |
0-20 |
111.1% |
2-10 |
| ATR |
1-02 |
1-03 |
0-00 |
0.8% |
0-00 |
| Volume |
386,538 |
171,818 |
-214,720 |
-55.5% |
1,365,451 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-14 |
118-31 |
|
| R3 |
120-31 |
120-08 |
118-20 |
|
| R2 |
119-25 |
119-25 |
118-17 |
|
| R1 |
119-02 |
119-02 |
118-13 |
118-26 |
| PP |
118-19 |
118-19 |
118-19 |
118-16 |
| S1 |
117-28 |
117-28 |
118-07 |
117-20 |
| S2 |
117-13 |
117-13 |
118-03 |
|
| S3 |
116-07 |
116-22 |
118-00 |
|
| S4 |
115-01 |
115-16 |
117-21 |
|
|
| 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 |
2.0% |
1-06 |
1.0% |
46% |
False |
False |
276,695 |
| 10 |
119-18 |
117-08 |
2-10 |
2.0% |
1-03 |
0.9% |
46% |
False |
False |
268,346 |
| 20 |
119-18 |
115-08 |
4-10 |
3.6% |
1-03 |
0.9% |
71% |
False |
False |
252,264 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-01 |
0.9% |
75% |
False |
False |
213,782 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
45% |
False |
False |
193,899 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
45% |
False |
False |
145,827 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
44% |
False |
False |
116,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-12 |
|
2.618 |
122-14 |
|
1.618 |
121-08 |
|
1.000 |
120-17 |
|
0.618 |
120-02 |
|
HIGH |
119-11 |
|
0.618 |
118-28 |
|
0.500 |
118-24 |
|
0.382 |
118-20 |
|
LOW |
118-05 |
|
0.618 |
117-14 |
|
1.000 |
116-31 |
|
1.618 |
116-08 |
|
2.618 |
115-02 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-28 |
| PP |
118-19 |
118-22 |
| S1 |
118-15 |
118-16 |
|