ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-25 |
0-16 |
0.4% |
117-15 |
| High |
116-28 |
116-26 |
-0-02 |
-0.1% |
118-01 |
| Low |
116-06 |
116-07 |
0-01 |
0.0% |
115-29 |
| Close |
116-25 |
116-12 |
-0-13 |
-0.3% |
116-25 |
| Range |
0-22 |
0-19 |
-0-03 |
-13.6% |
2-04 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.2% |
0-00 |
| Volume |
356,604 |
303,327 |
-53,277 |
-14.9% |
1,108,028 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-29 |
116-22 |
|
| R3 |
117-21 |
117-10 |
116-17 |
|
| R2 |
117-02 |
117-02 |
116-15 |
|
| R1 |
116-23 |
116-23 |
116-14 |
116-19 |
| PP |
116-15 |
116-15 |
116-15 |
116-13 |
| S1 |
116-04 |
116-04 |
116-10 |
116-00 |
| S2 |
115-28 |
115-28 |
116-09 |
|
| S3 |
115-09 |
115-17 |
116-07 |
|
| S4 |
114-22 |
114-30 |
116-02 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-09 |
122-05 |
117-30 |
|
| R3 |
121-05 |
120-01 |
117-12 |
|
| R2 |
119-01 |
119-01 |
117-05 |
|
| R1 |
117-29 |
117-29 |
116-31 |
117-13 |
| PP |
116-29 |
116-29 |
116-29 |
116-21 |
| S1 |
115-25 |
115-25 |
116-19 |
115-09 |
| S2 |
114-25 |
114-25 |
116-13 |
|
| S3 |
112-21 |
113-21 |
116-06 |
|
| S4 |
110-17 |
111-17 |
115-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-01 |
115-29 |
2-04 |
1.8% |
1-00 |
0.9% |
22% |
False |
False |
282,271 |
| 10 |
119-11 |
115-29 |
3-14 |
3.0% |
0-31 |
0.8% |
14% |
False |
False |
291,800 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-01 |
0.9% |
13% |
False |
False |
275,230 |
| 40 |
119-18 |
114-16 |
5-02 |
4.4% |
1-00 |
0.9% |
37% |
False |
False |
231,987 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-02 |
0.9% |
22% |
False |
False |
230,497 |
| 80 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
22% |
False |
False |
175,236 |
| 100 |
123-03 |
114-16 |
8-19 |
7.4% |
1-03 |
0.9% |
22% |
False |
False |
140,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-11 |
|
2.618 |
118-12 |
|
1.618 |
117-25 |
|
1.000 |
117-13 |
|
0.618 |
117-06 |
|
HIGH |
116-26 |
|
0.618 |
116-19 |
|
0.500 |
116-16 |
|
0.382 |
116-14 |
|
LOW |
116-07 |
|
0.618 |
115-27 |
|
1.000 |
115-20 |
|
1.618 |
115-08 |
|
2.618 |
114-21 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-18 |
| PP |
116-15 |
116-16 |
| S1 |
116-14 |
116-14 |
|