ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
115-00 |
-0-26 |
-0.7% |
115-10 |
| High |
115-26 |
115-21 |
-0-05 |
-0.1% |
115-29 |
| Low |
114-16 |
114-22 |
0-06 |
0.2% |
114-16 |
| Close |
115-05 |
115-03 |
-0-02 |
-0.1% |
115-05 |
| Range |
1-10 |
0-31 |
-0-11 |
-26.2% |
1-13 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.7% |
0-00 |
| Volume |
99,083 |
95,319 |
-3,764 |
-3.8% |
319,098 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-17 |
115-20 |
|
| R3 |
117-03 |
116-18 |
115-12 |
|
| R2 |
116-04 |
116-04 |
115-09 |
|
| R1 |
115-19 |
115-19 |
115-06 |
115-28 |
| PP |
115-05 |
115-05 |
115-05 |
115-09 |
| S1 |
114-20 |
114-20 |
115-00 |
114-28 |
| S2 |
114-06 |
114-06 |
114-29 |
|
| S3 |
113-07 |
113-21 |
114-26 |
|
| S4 |
112-08 |
112-22 |
114-18 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-22 |
115-30 |
|
| R3 |
118-00 |
117-09 |
115-17 |
|
| R2 |
116-19 |
116-19 |
115-13 |
|
| R1 |
115-28 |
115-28 |
115-09 |
115-17 |
| PP |
115-06 |
115-06 |
115-06 |
115-00 |
| S1 |
114-15 |
114-15 |
115-01 |
114-04 |
| S2 |
113-25 |
113-25 |
114-29 |
|
| S3 |
112-12 |
113-02 |
114-25 |
|
| S4 |
110-31 |
111-21 |
114-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-29 |
114-16 |
1-13 |
1.2% |
0-27 |
0.7% |
42% |
False |
False |
82,883 |
| 10 |
119-08 |
114-16 |
4-24 |
4.1% |
1-00 |
0.9% |
13% |
False |
False |
127,421 |
| 20 |
120-12 |
114-16 |
5-28 |
5.1% |
1-03 |
1.0% |
10% |
False |
False |
176,718 |
| 40 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
7% |
False |
False |
135,912 |
| 60 |
123-00 |
114-16 |
8-16 |
7.4% |
1-04 |
1.0% |
7% |
False |
False |
90,867 |
| 80 |
123-03 |
114-16 |
8-19 |
7.5% |
1-04 |
1.0% |
7% |
False |
False |
68,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-25 |
|
2.618 |
118-06 |
|
1.618 |
117-07 |
|
1.000 |
116-20 |
|
0.618 |
116-08 |
|
HIGH |
115-21 |
|
0.618 |
115-09 |
|
0.500 |
115-06 |
|
0.382 |
115-02 |
|
LOW |
114-22 |
|
0.618 |
114-03 |
|
1.000 |
113-23 |
|
1.618 |
113-04 |
|
2.618 |
112-05 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-06 |
115-06 |
| PP |
115-05 |
115-05 |
| S1 |
115-04 |
115-04 |
|