ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-04 |
114-25 |
0-21 |
0.6% |
116-05 |
| High |
114-05 |
114-25 |
0-20 |
0.5% |
116-05 |
| Low |
114-04 |
114-25 |
0-21 |
0.6% |
114-04 |
| Close |
114-15 |
114-25 |
0-10 |
0.3% |
114-25 |
| Range |
0-01 |
0-00 |
-0-01 |
-100.0% |
2-01 |
| ATR |
0-17 |
0-17 |
-0-01 |
-3.0% |
0-00 |
| Volume |
2 |
134 |
132 |
6,600.0% |
158 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-25 |
114-25 |
114-25 |
|
| R3 |
114-25 |
114-25 |
114-25 |
|
| R2 |
114-25 |
114-25 |
114-25 |
|
| R1 |
114-25 |
114-25 |
114-25 |
114-25 |
| PP |
114-25 |
114-25 |
114-25 |
114-25 |
| S1 |
114-25 |
114-25 |
114-25 |
114-25 |
| S2 |
114-25 |
114-25 |
114-25 |
|
| S3 |
114-25 |
114-25 |
114-25 |
|
| S4 |
114-25 |
114-25 |
114-25 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
119-31 |
115-29 |
|
| R3 |
119-03 |
117-30 |
115-11 |
|
| R2 |
117-02 |
117-02 |
115-05 |
|
| R1 |
115-29 |
115-29 |
114-31 |
115-15 |
| PP |
115-01 |
115-01 |
115-01 |
114-26 |
| S1 |
113-28 |
113-28 |
114-19 |
113-14 |
| S2 |
113-00 |
113-00 |
114-13 |
|
| S3 |
110-31 |
111-27 |
114-07 |
|
| S4 |
108-30 |
109-26 |
113-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-25 |
|
2.618 |
114-25 |
|
1.618 |
114-25 |
|
1.000 |
114-25 |
|
0.618 |
114-25 |
|
HIGH |
114-25 |
|
0.618 |
114-25 |
|
0.500 |
114-25 |
|
0.382 |
114-25 |
|
LOW |
114-25 |
|
0.618 |
114-25 |
|
1.000 |
114-25 |
|
1.618 |
114-25 |
|
2.618 |
114-25 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-25 |
114-22 |
| PP |
114-25 |
114-18 |
| S1 |
114-25 |
114-14 |
|