ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
115-00 |
1-00 |
0.9% |
115-00 |
| High |
115-00 |
115-00 |
0-00 |
0.0% |
115-17 |
| Low |
114-00 |
115-00 |
1-00 |
0.9% |
113-18 |
| Close |
115-03 |
114-30 |
-0-05 |
-0.1% |
114-00 |
| Range |
1-00 |
0-00 |
-1-00 |
-100.0% |
1-31 |
| ATR |
0-18 |
0-17 |
-0-01 |
-5.9% |
0-00 |
| Volume |
1 |
16 |
15 |
1,500.0% |
140 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-31 |
114-31 |
114-30 |
|
| R3 |
114-31 |
114-31 |
114-30 |
|
| R2 |
114-31 |
114-31 |
114-30 |
|
| R1 |
114-31 |
114-31 |
114-30 |
114-31 |
| PP |
114-31 |
114-31 |
114-31 |
115-00 |
| S1 |
114-31 |
114-31 |
114-30 |
114-31 |
| S2 |
114-31 |
114-31 |
114-30 |
|
| S3 |
114-31 |
114-31 |
114-30 |
|
| S4 |
114-31 |
114-31 |
114-30 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-03 |
115-03 |
|
| R3 |
118-10 |
117-04 |
114-17 |
|
| R2 |
116-11 |
116-11 |
114-12 |
|
| R1 |
115-05 |
115-05 |
114-06 |
114-24 |
| PP |
114-12 |
114-12 |
114-12 |
114-05 |
| S1 |
113-06 |
113-06 |
113-26 |
112-26 |
| S2 |
112-13 |
112-13 |
113-20 |
|
| S3 |
110-14 |
111-07 |
113-15 |
|
| S4 |
108-15 |
109-08 |
112-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-00 |
|
2.618 |
115-00 |
|
1.618 |
115-00 |
|
1.000 |
115-00 |
|
0.618 |
115-00 |
|
HIGH |
115-00 |
|
0.618 |
115-00 |
|
0.500 |
115-00 |
|
0.382 |
115-00 |
|
LOW |
115-00 |
|
0.618 |
115-00 |
|
1.000 |
115-00 |
|
1.618 |
115-00 |
|
2.618 |
115-00 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
114-23 |
| PP |
114-31 |
114-16 |
| S1 |
114-31 |
114-09 |
|