ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-05 |
114-11 |
-0-26 |
-0.7% |
113-22 |
| High |
115-07 |
115-27 |
0-20 |
0.5% |
114-21 |
| Low |
114-15 |
114-11 |
-0-04 |
-0.1% |
113-11 |
| Close |
114-15 |
115-10 |
0-27 |
0.7% |
114-00 |
| Range |
0-24 |
1-16 |
0-24 |
100.0% |
1-10 |
| ATR |
0-27 |
0-28 |
0-02 |
5.6% |
0-00 |
| Volume |
133 |
247 |
114 |
85.7% |
408 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
119-00 |
116-04 |
|
| R3 |
118-05 |
117-16 |
115-23 |
|
| R2 |
116-21 |
116-21 |
115-19 |
|
| R1 |
116-00 |
116-00 |
115-14 |
116-10 |
| PP |
115-05 |
115-05 |
115-05 |
115-11 |
| S1 |
114-16 |
114-16 |
115-06 |
114-26 |
| S2 |
113-21 |
113-21 |
115-01 |
|
| S3 |
112-05 |
113-00 |
114-29 |
|
| S4 |
110-21 |
111-16 |
114-16 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-09 |
114-23 |
|
| R3 |
116-20 |
115-31 |
114-12 |
|
| R2 |
115-10 |
115-10 |
114-08 |
|
| R1 |
114-21 |
114-21 |
114-04 |
115-00 |
| PP |
114-00 |
114-00 |
114-00 |
114-05 |
| S1 |
113-11 |
113-11 |
113-28 |
113-22 |
| S2 |
112-22 |
112-22 |
113-24 |
|
| S3 |
111-12 |
112-01 |
113-20 |
|
| S4 |
110-02 |
110-23 |
113-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-07 |
|
2.618 |
119-25 |
|
1.618 |
118-09 |
|
1.000 |
117-11 |
|
0.618 |
116-25 |
|
HIGH |
115-27 |
|
0.618 |
115-09 |
|
0.500 |
115-03 |
|
0.382 |
114-29 |
|
LOW |
114-11 |
|
0.618 |
113-13 |
|
1.000 |
112-27 |
|
1.618 |
111-29 |
|
2.618 |
110-13 |
|
4.250 |
107-31 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-06 |
| PP |
115-05 |
115-01 |
| S1 |
115-03 |
114-29 |
|