ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
117-20 |
-0-10 |
-0.3% |
117-02 |
| High |
118-05 |
117-22 |
-0-15 |
-0.4% |
118-12 |
| Low |
117-18 |
115-19 |
-1-31 |
-1.7% |
116-16 |
| Close |
117-23 |
115-27 |
-1-28 |
-1.6% |
117-29 |
| Range |
0-19 |
2-03 |
1-16 |
252.6% |
1-28 |
| ATR |
0-27 |
0-30 |
0-03 |
11.1% |
0-00 |
| Volume |
158,945 |
201,031 |
42,086 |
26.5% |
1,219,242 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
121-11 |
117-00 |
|
| R3 |
120-18 |
119-08 |
116-13 |
|
| R2 |
118-15 |
118-15 |
116-07 |
|
| R1 |
117-05 |
117-05 |
116-01 |
116-24 |
| PP |
116-12 |
116-12 |
116-12 |
116-06 |
| S1 |
115-02 |
115-02 |
115-21 |
114-22 |
| S2 |
114-09 |
114-09 |
115-15 |
|
| S3 |
112-06 |
112-31 |
115-09 |
|
| S4 |
110-03 |
110-28 |
114-22 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-14 |
118-30 |
|
| R3 |
121-11 |
120-18 |
118-14 |
|
| R2 |
119-15 |
119-15 |
118-08 |
|
| R1 |
118-22 |
118-22 |
118-02 |
119-02 |
| PP |
117-19 |
117-19 |
117-19 |
117-25 |
| S1 |
116-26 |
116-26 |
117-24 |
117-06 |
| S2 |
115-23 |
115-23 |
117-18 |
|
| S3 |
113-27 |
114-30 |
117-12 |
|
| S4 |
111-31 |
113-02 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-12 |
115-19 |
2-25 |
2.4% |
0-31 |
0.8% |
9% |
False |
True |
208,833 |
| 10 |
118-12 |
115-19 |
2-25 |
2.4% |
0-30 |
0.8% |
9% |
False |
True |
228,083 |
| 20 |
118-12 |
115-19 |
2-25 |
2.4% |
0-28 |
0.8% |
9% |
False |
True |
235,713 |
| 40 |
118-12 |
114-15 |
3-29 |
3.4% |
0-29 |
0.8% |
35% |
False |
False |
128,591 |
| 60 |
118-12 |
113-05 |
5-07 |
4.5% |
0-28 |
0.8% |
51% |
False |
False |
85,803 |
| 80 |
121-04 |
113-05 |
7-31 |
6.9% |
0-25 |
0.7% |
34% |
False |
False |
64,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-19 |
|
2.618 |
123-05 |
|
1.618 |
121-02 |
|
1.000 |
119-25 |
|
0.618 |
118-31 |
|
HIGH |
117-22 |
|
0.618 |
116-28 |
|
0.500 |
116-20 |
|
0.382 |
116-13 |
|
LOW |
115-19 |
|
0.618 |
114-10 |
|
1.000 |
113-16 |
|
1.618 |
112-07 |
|
2.618 |
110-04 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
116-28 |
| PP |
116-12 |
116-17 |
| S1 |
116-04 |
116-06 |
|