ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
116-20 |
-1-07 |
-1.0% |
117-11 |
| High |
117-29 |
116-21 |
-1-08 |
-1.1% |
118-02 |
| Low |
116-16 |
116-07 |
-0-09 |
-0.2% |
116-16 |
| Close |
116-22 |
116-13 |
-0-09 |
-0.2% |
116-22 |
| Range |
1-13 |
0-14 |
-0-31 |
-68.9% |
1-18 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.6% |
0-00 |
| Volume |
290,459 |
298,687 |
8,228 |
2.8% |
1,208,312 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-24 |
117-16 |
116-21 |
|
| R3 |
117-10 |
117-02 |
116-17 |
|
| R2 |
116-28 |
116-28 |
116-16 |
|
| R1 |
116-20 |
116-20 |
116-14 |
116-17 |
| PP |
116-14 |
116-14 |
116-14 |
116-12 |
| S1 |
116-06 |
116-06 |
116-12 |
116-03 |
| S2 |
116-00 |
116-00 |
116-10 |
|
| S3 |
115-18 |
115-24 |
116-09 |
|
| S4 |
115-04 |
115-10 |
116-05 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-25 |
120-25 |
117-18 |
|
| R3 |
120-07 |
119-07 |
117-04 |
|
| R2 |
118-21 |
118-21 |
116-31 |
|
| R1 |
117-21 |
117-21 |
116-27 |
117-12 |
| PP |
117-03 |
117-03 |
117-03 |
116-30 |
| S1 |
116-03 |
116-03 |
116-17 |
115-26 |
| S2 |
115-17 |
115-17 |
116-13 |
|
| S3 |
113-31 |
114-17 |
116-08 |
|
| S4 |
112-13 |
112-31 |
115-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-02 |
116-07 |
1-27 |
1.6% |
0-27 |
0.7% |
10% |
False |
True |
238,576 |
| 10 |
118-02 |
114-28 |
3-06 |
2.7% |
0-29 |
0.8% |
48% |
False |
False |
241,624 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-30 |
0.8% |
54% |
False |
False |
125,244 |
| 40 |
118-02 |
113-11 |
4-23 |
4.1% |
0-29 |
0.8% |
65% |
False |
False |
63,164 |
| 60 |
118-06 |
113-05 |
5-01 |
4.3% |
0-26 |
0.7% |
65% |
False |
False |
42,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-16 |
|
2.618 |
117-26 |
|
1.618 |
117-12 |
|
1.000 |
117-03 |
|
0.618 |
116-30 |
|
HIGH |
116-21 |
|
0.618 |
116-16 |
|
0.500 |
116-14 |
|
0.382 |
116-12 |
|
LOW |
116-07 |
|
0.618 |
115-30 |
|
1.000 |
115-25 |
|
1.618 |
115-16 |
|
2.618 |
115-02 |
|
4.250 |
114-12 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
117-04 |
| PP |
116-14 |
116-29 |
| S1 |
116-13 |
116-21 |
|