ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
118-27 |
0-12 |
0.3% |
116-25 |
| High |
119-09 |
119-06 |
-0-03 |
-0.1% |
119-09 |
| Low |
118-09 |
118-20 |
0-11 |
0.3% |
116-07 |
| Close |
119-06 |
118-31 |
-0-07 |
-0.2% |
119-06 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
3-02 |
| ATR |
1-02 |
1-00 |
-0-01 |
-3.3% |
0-00 |
| Volume |
398,514 |
124,406 |
-274,108 |
-68.8% |
2,231,562 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
120-11 |
119-09 |
|
| R3 |
120-02 |
119-25 |
119-04 |
|
| R2 |
119-16 |
119-16 |
119-02 |
|
| R1 |
119-07 |
119-07 |
119-01 |
119-12 |
| PP |
118-30 |
118-30 |
118-30 |
119-00 |
| S1 |
118-21 |
118-21 |
118-29 |
118-26 |
| S2 |
118-12 |
118-12 |
118-28 |
|
| S3 |
117-26 |
118-03 |
118-26 |
|
| S4 |
117-08 |
117-17 |
118-21 |
|
|
| 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 |
116-10 |
2-31 |
2.5% |
1-00 |
0.8% |
89% |
False |
False |
410,528 |
| 10 |
119-09 |
115-29 |
3-12 |
2.8% |
1-00 |
0.8% |
91% |
False |
False |
346,399 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-01 |
0.9% |
84% |
False |
False |
316,804 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-01 |
0.9% |
88% |
False |
False |
270,572 |
| 60 |
122-03 |
114-16 |
7-19 |
6.4% |
1-02 |
0.9% |
59% |
False |
False |
244,442 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-02 |
0.9% |
53% |
False |
False |
200,840 |
| 100 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
53% |
False |
False |
160,810 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
52% |
False |
False |
134,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-18 |
|
2.618 |
120-21 |
|
1.618 |
120-03 |
|
1.000 |
119-24 |
|
0.618 |
119-17 |
|
HIGH |
119-06 |
|
0.618 |
118-31 |
|
0.500 |
118-29 |
|
0.382 |
118-27 |
|
LOW |
118-20 |
|
0.618 |
118-09 |
|
1.000 |
118-02 |
|
1.618 |
117-23 |
|
2.618 |
117-05 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-26 |
| PP |
118-30 |
118-20 |
| S1 |
118-29 |
118-15 |
|