ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-24 |
118-15 |
0-23 |
0.6% |
116-25 |
| High |
118-19 |
119-09 |
0-22 |
0.6% |
119-09 |
| Low |
117-21 |
118-09 |
0-20 |
0.5% |
116-07 |
| Close |
118-13 |
119-06 |
0-25 |
0.7% |
119-06 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
3-02 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.4% |
0-00 |
| Volume |
633,558 |
398,514 |
-235,044 |
-37.1% |
2,231,562 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-18 |
119-24 |
|
| R3 |
120-29 |
120-18 |
119-15 |
|
| R2 |
119-29 |
119-29 |
119-12 |
|
| R1 |
119-18 |
119-18 |
119-09 |
119-24 |
| PP |
118-29 |
118-29 |
118-29 |
119-00 |
| S1 |
118-18 |
118-18 |
119-03 |
118-24 |
| S2 |
117-29 |
117-29 |
119-00 |
|
| S3 |
116-29 |
117-18 |
118-29 |
|
| S4 |
115-29 |
116-18 |
118-20 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-12 |
120-28 |
|
| R3 |
124-11 |
123-10 |
120-01 |
|
| R2 |
121-09 |
121-09 |
119-24 |
|
| R1 |
120-08 |
120-08 |
119-15 |
120-24 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-06 |
117-06 |
118-29 |
117-22 |
| S2 |
115-05 |
115-05 |
118-20 |
|
| S3 |
112-03 |
114-04 |
118-11 |
|
| S4 |
109-01 |
111-02 |
117-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-09 |
116-07 |
3-02 |
2.6% |
1-00 |
0.8% |
97% |
True |
False |
446,312 |
| 10 |
119-09 |
115-29 |
3-12 |
2.8% |
1-00 |
0.8% |
97% |
True |
False |
366,415 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-02 |
0.9% |
90% |
False |
False |
324,355 |
| 40 |
119-18 |
114-16 |
5-02 |
4.2% |
1-01 |
0.9% |
93% |
False |
False |
269,900 |
| 60 |
122-21 |
114-16 |
8-05 |
6.8% |
1-02 |
0.9% |
57% |
False |
False |
245,864 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
55% |
False |
False |
199,294 |
| 100 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
55% |
False |
False |
159,568 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-02 |
0.9% |
55% |
False |
False |
132,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
121-29 |
|
1.618 |
120-29 |
|
1.000 |
120-09 |
|
0.618 |
119-29 |
|
HIGH |
119-09 |
|
0.618 |
118-29 |
|
0.500 |
118-25 |
|
0.382 |
118-21 |
|
LOW |
118-09 |
|
0.618 |
117-21 |
|
1.000 |
117-09 |
|
1.618 |
116-21 |
|
2.618 |
115-21 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
118-30 |
| PP |
118-29 |
118-21 |
| S1 |
118-25 |
118-13 |
|