ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
116-05 |
-0-15 |
-0.4% |
115-12 |
| High |
116-20 |
116-05 |
-0-15 |
-0.4% |
116-20 |
| Low |
116-13 |
116-05 |
-0-08 |
-0.2% |
114-19 |
| Close |
116-23 |
116-05 |
-0-18 |
-0.5% |
116-23 |
| Range |
0-07 |
0-00 |
-0-07 |
-100.0% |
2-01 |
| ATR |
0-17 |
0-17 |
0-00 |
0.3% |
0-00 |
| Volume |
2 |
10 |
8 |
400.0% |
10 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-05 |
116-05 |
116-05 |
|
| R3 |
116-05 |
116-05 |
116-05 |
|
| R2 |
116-05 |
116-05 |
116-05 |
|
| R1 |
116-05 |
116-05 |
116-05 |
116-05 |
| PP |
116-05 |
116-05 |
116-05 |
116-05 |
| S1 |
116-05 |
116-05 |
116-05 |
116-05 |
| S2 |
116-05 |
116-05 |
116-05 |
|
| S3 |
116-05 |
116-05 |
116-05 |
|
| S4 |
116-05 |
116-05 |
116-05 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
121-14 |
117-27 |
|
| R3 |
120-01 |
119-13 |
117-09 |
|
| R2 |
118-00 |
118-00 |
117-03 |
|
| R1 |
117-12 |
117-12 |
116-29 |
117-22 |
| PP |
115-31 |
115-31 |
115-31 |
116-04 |
| S1 |
115-11 |
115-11 |
116-17 |
115-21 |
| S2 |
113-30 |
113-30 |
116-11 |
|
| S3 |
111-29 |
113-10 |
116-05 |
|
| S4 |
109-28 |
111-09 |
115-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-05 |
|
2.618 |
116-05 |
|
1.618 |
116-05 |
|
1.000 |
116-05 |
|
0.618 |
116-05 |
|
HIGH |
116-05 |
|
0.618 |
116-05 |
|
0.500 |
116-05 |
|
0.382 |
116-05 |
|
LOW |
116-05 |
|
0.618 |
116-05 |
|
1.000 |
116-05 |
|
1.618 |
116-05 |
|
2.618 |
116-05 |
|
4.250 |
116-05 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-05 |
116-03 |
| PP |
116-05 |
116-01 |
| S1 |
116-05 |
115-30 |
|