ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
117-03 |
0-15 |
0.4% |
117-01 |
| High |
116-24 |
117-19 |
0-27 |
0.7% |
117-20 |
| Low |
116-09 |
116-11 |
0-02 |
0.1% |
116-09 |
| Close |
116-21 |
117-10 |
0-21 |
0.6% |
117-10 |
| Range |
0-15 |
1-08 |
0-25 |
166.7% |
1-11 |
| ATR |
0-27 |
0-28 |
0-01 |
3.5% |
0-00 |
| Volume |
279 |
723 |
444 |
159.1% |
3,152 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-10 |
118-00 |
|
| R3 |
119-19 |
119-02 |
117-21 |
|
| R2 |
118-11 |
118-11 |
117-17 |
|
| R1 |
117-26 |
117-26 |
117-14 |
118-02 |
| PP |
117-03 |
117-03 |
117-03 |
117-07 |
| S1 |
116-18 |
116-18 |
117-06 |
116-26 |
| S2 |
115-27 |
115-27 |
117-03 |
|
| S3 |
114-19 |
115-10 |
116-31 |
|
| S4 |
113-11 |
114-02 |
116-20 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-18 |
118-02 |
|
| R3 |
119-24 |
119-07 |
117-22 |
|
| R2 |
118-13 |
118-13 |
117-18 |
|
| R1 |
117-28 |
117-28 |
117-14 |
118-04 |
| PP |
117-02 |
117-02 |
117-02 |
117-07 |
| S1 |
116-17 |
116-17 |
117-06 |
116-26 |
| S2 |
115-23 |
115-23 |
117-02 |
|
| S3 |
114-12 |
115-06 |
116-30 |
|
| S4 |
113-01 |
113-27 |
116-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-29 |
|
2.618 |
120-28 |
|
1.618 |
119-20 |
|
1.000 |
118-27 |
|
0.618 |
118-12 |
|
HIGH |
117-19 |
|
0.618 |
117-04 |
|
0.500 |
116-31 |
|
0.382 |
116-26 |
|
LOW |
116-11 |
|
0.618 |
115-18 |
|
1.000 |
115-03 |
|
1.618 |
114-10 |
|
2.618 |
113-02 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-06 |
117-06 |
| PP |
117-03 |
117-02 |
| S1 |
116-31 |
116-30 |
|