ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
116-09 |
-0-11 |
-0.3% |
117-11 |
| High |
116-21 |
116-27 |
0-06 |
0.2% |
118-02 |
| Low |
116-07 |
116-05 |
-0-02 |
-0.1% |
116-16 |
| Close |
116-13 |
116-14 |
0-01 |
0.0% |
116-22 |
| Range |
0-14 |
0-22 |
0-08 |
57.1% |
1-18 |
| ATR |
0-29 |
0-29 |
-0-01 |
-1.8% |
0-00 |
| Volume |
298,687 |
145,832 |
-152,855 |
-51.2% |
1,208,312 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-17 |
118-06 |
116-26 |
|
| R3 |
117-27 |
117-16 |
116-20 |
|
| R2 |
117-05 |
117-05 |
116-18 |
|
| R1 |
116-26 |
116-26 |
116-16 |
117-00 |
| PP |
116-15 |
116-15 |
116-15 |
116-18 |
| S1 |
116-04 |
116-04 |
116-12 |
116-10 |
| S2 |
115-25 |
115-25 |
116-10 |
|
| S3 |
115-03 |
115-14 |
116-08 |
|
| S4 |
114-13 |
114-24 |
116-02 |
|
|
| 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 |
116-05 |
1-29 |
1.6% |
0-27 |
0.7% |
15% |
False |
True |
232,345 |
| 10 |
118-02 |
116-02 |
2-00 |
1.7% |
0-26 |
0.7% |
19% |
False |
False |
249,207 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-30 |
0.8% |
55% |
False |
False |
132,360 |
| 40 |
118-02 |
113-18 |
4-16 |
3.9% |
0-29 |
0.8% |
64% |
False |
False |
66,806 |
| 60 |
118-02 |
113-05 |
4-29 |
4.2% |
0-26 |
0.7% |
67% |
False |
False |
44,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
118-21 |
|
1.618 |
117-31 |
|
1.000 |
117-17 |
|
0.618 |
117-09 |
|
HIGH |
116-27 |
|
0.618 |
116-19 |
|
0.500 |
116-16 |
|
0.382 |
116-13 |
|
LOW |
116-05 |
|
0.618 |
115-23 |
|
1.000 |
115-15 |
|
1.618 |
115-01 |
|
2.618 |
114-11 |
|
4.250 |
113-08 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
117-01 |
| PP |
116-15 |
116-27 |
| S1 |
116-15 |
116-20 |
|