ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
118-16 |
0-19 |
0.5% |
118-06 |
| High |
118-19 |
118-20 |
0-01 |
0.0% |
118-19 |
| Low |
117-12 |
118-02 |
0-22 |
0.6% |
117-12 |
| Close |
118-15 |
118-14 |
-0-01 |
0.0% |
118-15 |
| Range |
1-07 |
0-18 |
-0-21 |
-53.8% |
1-07 |
| ATR |
0-29 |
0-29 |
-0-01 |
-2.8% |
0-00 |
| Volume |
7,141 |
8,860 |
1,719 |
24.1% |
49,775 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-02 |
119-26 |
118-24 |
|
| R3 |
119-16 |
119-08 |
118-19 |
|
| R2 |
118-30 |
118-30 |
118-17 |
|
| R1 |
118-22 |
118-22 |
118-16 |
118-17 |
| PP |
118-12 |
118-12 |
118-12 |
118-10 |
| S1 |
118-04 |
118-04 |
118-12 |
117-31 |
| S2 |
117-26 |
117-26 |
118-11 |
|
| S3 |
117-08 |
117-18 |
118-09 |
|
| S4 |
116-22 |
117-00 |
118-04 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-11 |
119-04 |
|
| R3 |
120-19 |
120-04 |
118-26 |
|
| R2 |
119-12 |
119-12 |
118-22 |
|
| R1 |
118-29 |
118-29 |
118-19 |
119-04 |
| PP |
118-05 |
118-05 |
118-05 |
118-08 |
| S1 |
117-22 |
117-22 |
118-11 |
117-30 |
| S2 |
116-30 |
116-30 |
118-08 |
|
| S3 |
115-23 |
116-15 |
118-04 |
|
| S4 |
114-16 |
115-08 |
117-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-20 |
117-12 |
1-08 |
1.1% |
0-24 |
0.6% |
85% |
True |
False |
8,530 |
| 10 |
119-18 |
117-12 |
2-06 |
1.8% |
0-25 |
0.7% |
49% |
False |
False |
17,753 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
0-28 |
0.8% |
69% |
False |
False |
182,076 |
| 40 |
119-18 |
115-29 |
3-21 |
3.1% |
0-31 |
0.8% |
69% |
False |
False |
223,163 |
| 60 |
119-18 |
114-16 |
5-02 |
4.3% |
1-00 |
0.8% |
78% |
False |
False |
207,732 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-01 |
0.9% |
46% |
False |
False |
202,652 |
| 100 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
46% |
False |
False |
162,553 |
| 120 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
46% |
False |
False |
135,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-00 |
|
2.618 |
120-03 |
|
1.618 |
119-17 |
|
1.000 |
119-06 |
|
0.618 |
118-31 |
|
HIGH |
118-20 |
|
0.618 |
118-13 |
|
0.500 |
118-11 |
|
0.382 |
118-09 |
|
LOW |
118-02 |
|
0.618 |
117-23 |
|
1.000 |
117-16 |
|
1.618 |
117-05 |
|
2.618 |
116-19 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-09 |
| PP |
118-12 |
118-05 |
| S1 |
118-11 |
118-00 |
|