ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
115-02 |
-0-25 |
-0.7% |
115-10 |
| High |
115-28 |
115-23 |
-0-05 |
-0.1% |
115-29 |
| Low |
114-29 |
114-26 |
-0-03 |
-0.1% |
114-16 |
| Close |
115-10 |
115-09 |
-0-01 |
0.0% |
115-05 |
| Range |
0-31 |
0-29 |
-0-02 |
-6.5% |
1-13 |
| ATR |
1-02 |
1-02 |
0-00 |
-1.1% |
0-00 |
| Volume |
204,871 |
262,691 |
57,820 |
28.2% |
319,098 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
117-17 |
115-25 |
|
| R3 |
117-03 |
116-20 |
115-17 |
|
| R2 |
116-06 |
116-06 |
115-14 |
|
| R1 |
115-23 |
115-23 |
115-12 |
115-30 |
| PP |
115-09 |
115-09 |
115-09 |
115-12 |
| S1 |
114-26 |
114-26 |
115-06 |
115-02 |
| S2 |
114-12 |
114-12 |
115-04 |
|
| S3 |
113-15 |
113-29 |
115-01 |
|
| S4 |
112-18 |
113-00 |
114-25 |
|
|
| 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 |
116-05 |
114-16 |
1-21 |
1.4% |
1-01 |
0.9% |
47% |
False |
False |
166,620 |
| 10 |
116-21 |
114-16 |
2-05 |
1.9% |
0-29 |
0.8% |
36% |
False |
False |
134,232 |
| 20 |
119-27 |
114-16 |
5-11 |
4.6% |
1-01 |
0.9% |
15% |
False |
False |
170,862 |
| 40 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
9% |
False |
False |
151,724 |
| 60 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
9% |
False |
False |
101,482 |
| 80 |
123-03 |
114-16 |
8-19 |
7.5% |
1-03 |
1.0% |
9% |
False |
False |
76,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-18 |
|
2.618 |
118-03 |
|
1.618 |
117-06 |
|
1.000 |
116-20 |
|
0.618 |
116-09 |
|
HIGH |
115-23 |
|
0.618 |
115-12 |
|
0.500 |
115-08 |
|
0.382 |
115-05 |
|
LOW |
114-26 |
|
0.618 |
114-08 |
|
1.000 |
113-29 |
|
1.618 |
113-11 |
|
2.618 |
112-14 |
|
4.250 |
110-31 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-09 |
115-16 |
| PP |
115-09 |
115-13 |
| S1 |
115-08 |
115-11 |
|