ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
117-18 |
-0-21 |
-0.6% |
119-04 |
| High |
118-21 |
117-27 |
-0-26 |
-0.7% |
119-18 |
| Low |
117-11 |
116-23 |
-0-20 |
-0.5% |
117-08 |
| Close |
117-18 |
117-08 |
-0-10 |
-0.3% |
119-16 |
| Range |
1-10 |
1-04 |
-0-06 |
-14.3% |
2-10 |
| ATR |
1-03 |
1-03 |
0-00 |
0.2% |
0-00 |
| Volume |
323,903 |
299,829 |
-24,074 |
-7.4% |
1,365,451 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
120-02 |
117-28 |
|
| R3 |
119-17 |
118-30 |
117-18 |
|
| R2 |
118-13 |
118-13 |
117-15 |
|
| R1 |
117-26 |
117-26 |
117-11 |
117-18 |
| PP |
117-09 |
117-09 |
117-09 |
117-04 |
| S1 |
116-22 |
116-22 |
117-05 |
116-14 |
| S2 |
116-05 |
116-05 |
117-01 |
|
| S3 |
115-01 |
115-18 |
116-30 |
|
| S4 |
113-29 |
114-14 |
116-20 |
|
|
| 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 |
116-23 |
2-27 |
2.4% |
1-03 |
0.9% |
19% |
False |
True |
317,430 |
| 10 |
119-18 |
116-23 |
2-27 |
2.4% |
1-05 |
1.0% |
19% |
False |
True |
282,295 |
| 20 |
119-18 |
115-24 |
3-26 |
3.3% |
1-02 |
0.9% |
39% |
False |
False |
259,754 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-02 |
0.9% |
54% |
False |
False |
216,161 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
32% |
False |
False |
204,214 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
32% |
False |
False |
153,618 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
32% |
False |
False |
122,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
120-25 |
|
1.618 |
119-21 |
|
1.000 |
118-31 |
|
0.618 |
118-17 |
|
HIGH |
117-27 |
|
0.618 |
117-13 |
|
0.500 |
117-09 |
|
0.382 |
117-05 |
|
LOW |
116-23 |
|
0.618 |
116-01 |
|
1.000 |
115-19 |
|
1.618 |
114-29 |
|
2.618 |
113-25 |
|
4.250 |
111-30 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
118-01 |
| PP |
117-09 |
117-25 |
| S1 |
117-08 |
117-16 |
|