ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-11 |
117-15 |
0-04 |
0.1% |
119-07 |
| High |
117-28 |
118-01 |
0-05 |
0.1% |
119-11 |
| Low |
117-08 |
117-00 |
-0-08 |
-0.2% |
116-23 |
| Close |
117-18 |
117-26 |
0-08 |
0.2% |
117-18 |
| Range |
0-20 |
1-01 |
0-13 |
65.0% |
2-20 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.2% |
0-00 |
| Volume |
324,563 |
249,610 |
-74,953 |
-23.1% |
1,506,651 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-09 |
118-12 |
|
| R3 |
119-22 |
119-08 |
118-03 |
|
| R2 |
118-21 |
118-21 |
118-00 |
|
| R1 |
118-07 |
118-07 |
117-29 |
118-14 |
| PP |
117-20 |
117-20 |
117-20 |
117-23 |
| S1 |
117-06 |
117-06 |
117-23 |
117-13 |
| S2 |
116-19 |
116-19 |
117-20 |
|
| S3 |
115-18 |
116-05 |
117-17 |
|
| S4 |
114-17 |
115-04 |
117-08 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
124-09 |
119-00 |
|
| R3 |
123-04 |
121-21 |
118-09 |
|
| R2 |
120-16 |
120-16 |
118-01 |
|
| R1 |
119-01 |
119-01 |
117-26 |
118-14 |
| PP |
117-28 |
117-28 |
117-28 |
117-19 |
| S1 |
116-13 |
116-13 |
117-10 |
115-26 |
| S2 |
115-08 |
115-08 |
117-03 |
|
| S3 |
112-20 |
113-25 |
116-27 |
|
| S4 |
110-00 |
111-05 |
116-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-11 |
116-23 |
2-20 |
2.2% |
1-02 |
0.9% |
42% |
False |
False |
273,944 |
| 10 |
119-18 |
116-23 |
2-27 |
2.4% |
1-02 |
0.9% |
38% |
False |
False |
280,452 |
| 20 |
119-18 |
116-23 |
2-27 |
2.4% |
1-01 |
0.9% |
38% |
False |
False |
263,907 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-02 |
0.9% |
65% |
False |
False |
221,691 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
39% |
False |
False |
213,464 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
39% |
False |
False |
160,792 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
39% |
False |
False |
128,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
120-23 |
|
1.618 |
119-22 |
|
1.000 |
119-02 |
|
0.618 |
118-21 |
|
HIGH |
118-01 |
|
0.618 |
117-20 |
|
0.500 |
117-16 |
|
0.382 |
117-13 |
|
LOW |
117-00 |
|
0.618 |
116-12 |
|
1.000 |
115-31 |
|
1.618 |
115-11 |
|
2.618 |
114-10 |
|
4.250 |
112-20 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-23 |
117-21 |
| PP |
117-20 |
117-17 |
| S1 |
117-16 |
117-12 |
|