ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
119-18 |
119-07 |
-0-11 |
-0.3% |
118-16 |
| High |
119-28 |
119-24 |
-0-04 |
-0.1% |
119-28 |
| Low |
119-04 |
118-30 |
-0-06 |
-0.2% |
118-02 |
| Close |
119-08 |
119-14 |
0-06 |
0.2% |
119-14 |
| Range |
0-24 |
0-26 |
0-02 |
8.3% |
1-26 |
| ATR |
0-27 |
0-27 |
0-00 |
-0.4% |
0-00 |
| Volume |
2,877 |
2,327 |
-550 |
-19.1% |
22,805 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-14 |
119-28 |
|
| R3 |
121-00 |
120-20 |
119-21 |
|
| R2 |
120-06 |
120-06 |
119-19 |
|
| R1 |
119-26 |
119-26 |
119-16 |
120-00 |
| PP |
119-12 |
119-12 |
119-12 |
119-15 |
| S1 |
119-00 |
119-00 |
119-12 |
119-06 |
| S2 |
118-18 |
118-18 |
119-09 |
|
| S3 |
117-24 |
118-06 |
119-07 |
|
| S4 |
116-30 |
117-12 |
119-00 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-18 |
123-26 |
120-14 |
|
| R3 |
122-24 |
122-00 |
119-30 |
|
| R2 |
120-30 |
120-30 |
119-25 |
|
| R1 |
120-06 |
120-06 |
119-19 |
120-18 |
| PP |
119-04 |
119-04 |
119-04 |
119-10 |
| S1 |
118-12 |
118-12 |
119-09 |
118-24 |
| S2 |
117-10 |
117-10 |
119-03 |
|
| S3 |
115-16 |
116-18 |
118-30 |
|
| S4 |
113-22 |
114-24 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-28 |
118-02 |
1-26 |
1.5% |
0-23 |
0.6% |
76% |
False |
False |
4,561 |
| 10 |
119-28 |
117-12 |
2-16 |
2.1% |
0-23 |
0.6% |
83% |
False |
False |
7,258 |
| 20 |
119-28 |
116-07 |
3-21 |
3.1% |
0-26 |
0.7% |
88% |
False |
False |
127,372 |
| 40 |
119-28 |
115-29 |
3-31 |
3.3% |
0-30 |
0.8% |
89% |
False |
False |
200,842 |
| 60 |
119-28 |
114-16 |
5-12 |
4.5% |
0-31 |
0.8% |
92% |
False |
False |
195,172 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-00 |
0.8% |
58% |
False |
False |
201,707 |
| 100 |
123-00 |
114-16 |
8-16 |
7.1% |
1-01 |
0.9% |
58% |
False |
False |
162,633 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-02 |
0.9% |
57% |
False |
False |
135,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
121-28 |
|
1.618 |
121-02 |
|
1.000 |
120-18 |
|
0.618 |
120-08 |
|
HIGH |
119-24 |
|
0.618 |
119-14 |
|
0.500 |
119-11 |
|
0.382 |
119-08 |
|
LOW |
118-30 |
|
0.618 |
118-14 |
|
1.000 |
118-04 |
|
1.618 |
117-20 |
|
2.618 |
116-26 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-14 |
| PP |
119-12 |
119-13 |
| S1 |
119-11 |
119-13 |
|