ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
116-13 |
-0-12 |
-0.3% |
117-15 |
| High |
116-26 |
118-00 |
1-06 |
1.0% |
118-01 |
| Low |
116-07 |
116-10 |
0-03 |
0.1% |
115-29 |
| Close |
116-12 |
117-28 |
1-16 |
1.3% |
116-25 |
| Range |
0-19 |
1-22 |
1-03 |
184.2% |
2-04 |
| ATR |
1-01 |
1-03 |
0-01 |
4.5% |
0-00 |
| Volume |
303,327 |
269,938 |
-33,389 |
-11.0% |
1,108,028 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-27 |
118-26 |
|
| R3 |
120-25 |
120-05 |
118-11 |
|
| R2 |
119-03 |
119-03 |
118-06 |
|
| R1 |
118-15 |
118-15 |
118-01 |
118-25 |
| PP |
117-13 |
117-13 |
117-13 |
117-18 |
| S1 |
116-25 |
116-25 |
117-23 |
117-03 |
| S2 |
115-23 |
115-23 |
117-18 |
|
| S3 |
114-01 |
115-03 |
117-13 |
|
| S4 |
112-11 |
113-13 |
116-30 |
|
|
| 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 |
118-00 |
115-29 |
2-03 |
1.8% |
1-04 |
1.0% |
94% |
True |
False |
286,336 |
| 10 |
119-11 |
115-29 |
3-14 |
2.9% |
1-03 |
0.9% |
57% |
False |
False |
280,140 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-02 |
0.9% |
54% |
False |
False |
274,568 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-01 |
0.9% |
67% |
False |
False |
234,166 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
40% |
False |
False |
231,277 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
40% |
False |
False |
178,601 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
39% |
False |
False |
142,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-06 |
|
2.618 |
122-13 |
|
1.618 |
120-23 |
|
1.000 |
119-22 |
|
0.618 |
119-01 |
|
HIGH |
118-00 |
|
0.618 |
117-11 |
|
0.500 |
117-05 |
|
0.382 |
116-31 |
|
LOW |
116-10 |
|
0.618 |
115-09 |
|
1.000 |
114-20 |
|
1.618 |
113-19 |
|
2.618 |
111-29 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-20 |
| PP |
117-13 |
117-11 |
| S1 |
117-05 |
117-03 |
|