ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
117-24 |
-0-03 |
-0.1% |
117-15 |
| High |
118-09 |
118-19 |
0-10 |
0.3% |
118-01 |
| Low |
117-17 |
117-21 |
0-04 |
0.1% |
115-29 |
| Close |
117-23 |
118-13 |
0-22 |
0.6% |
116-25 |
| Range |
0-24 |
0-30 |
0-06 |
25.0% |
2-04 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.8% |
0-00 |
| Volume |
626,225 |
633,558 |
7,333 |
1.2% |
1,108,028 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-01 |
120-21 |
118-30 |
|
| R3 |
120-03 |
119-23 |
118-21 |
|
| R2 |
119-05 |
119-05 |
118-18 |
|
| R1 |
118-25 |
118-25 |
118-16 |
118-31 |
| PP |
118-07 |
118-07 |
118-07 |
118-10 |
| S1 |
117-27 |
117-27 |
118-10 |
118-01 |
| S2 |
117-09 |
117-09 |
118-08 |
|
| S3 |
116-11 |
116-29 |
118-05 |
|
| S4 |
115-13 |
115-31 |
117-28 |
|
|
| 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 |
118-19 |
116-06 |
2-13 |
2.0% |
0-30 |
0.8% |
92% |
True |
False |
437,930 |
| 10 |
118-19 |
115-29 |
2-22 |
2.3% |
1-00 |
0.9% |
93% |
True |
False |
356,546 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-02 |
0.9% |
68% |
False |
False |
318,103 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-01 |
0.9% |
77% |
False |
False |
261,986 |
| 60 |
122-24 |
114-16 |
8-08 |
7.0% |
1-02 |
0.9% |
47% |
False |
False |
241,850 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
46% |
False |
False |
194,321 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
45% |
False |
False |
155,586 |
| 120 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
45% |
False |
False |
129,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-18 |
|
2.618 |
121-02 |
|
1.618 |
120-04 |
|
1.000 |
119-17 |
|
0.618 |
119-06 |
|
HIGH |
118-19 |
|
0.618 |
118-08 |
|
0.500 |
118-04 |
|
0.382 |
118-00 |
|
LOW |
117-21 |
|
0.618 |
117-02 |
|
1.000 |
116-23 |
|
1.618 |
116-04 |
|
2.618 |
115-06 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
118-03 |
| PP |
118-07 |
117-25 |
| S1 |
118-04 |
117-14 |
|