ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-06 |
115-04 |
-0-02 |
-0.1% |
115-00 |
| High |
115-25 |
115-19 |
-0-06 |
-0.2% |
116-05 |
| Low |
114-24 |
114-28 |
0-04 |
0.1% |
114-22 |
| Close |
115-15 |
115-06 |
-0-09 |
-0.2% |
115-15 |
| Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
1-15 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.3% |
0-00 |
| Volume |
244,454 |
287,775 |
43,321 |
17.7% |
978,472 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-12 |
117-00 |
115-19 |
|
| R3 |
116-21 |
116-09 |
115-12 |
|
| R2 |
115-30 |
115-30 |
115-10 |
|
| R1 |
115-18 |
115-18 |
115-08 |
115-24 |
| PP |
115-07 |
115-07 |
115-07 |
115-10 |
| S1 |
114-27 |
114-27 |
115-04 |
115-01 |
| S2 |
114-16 |
114-16 |
115-02 |
|
| S3 |
113-25 |
114-04 |
115-00 |
|
| S4 |
113-02 |
113-13 |
114-25 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
119-04 |
116-09 |
|
| R3 |
118-12 |
117-21 |
115-28 |
|
| R2 |
116-29 |
116-29 |
115-24 |
|
| R1 |
116-06 |
116-06 |
115-19 |
116-18 |
| PP |
115-14 |
115-14 |
115-14 |
115-20 |
| S1 |
114-23 |
114-23 |
115-11 |
115-02 |
| S2 |
113-31 |
113-31 |
115-06 |
|
| S3 |
112-16 |
113-08 |
115-02 |
|
| S4 |
111-01 |
111-25 |
114-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
114-24 |
1-13 |
1.2% |
0-30 |
0.8% |
31% |
False |
False |
234,185 |
| 10 |
116-05 |
114-16 |
1-21 |
1.4% |
0-28 |
0.8% |
42% |
False |
False |
158,534 |
| 20 |
119-08 |
114-16 |
4-24 |
4.1% |
1-00 |
0.9% |
14% |
False |
False |
175,301 |
| 40 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
0.9% |
8% |
False |
False |
164,716 |
| 60 |
123-00 |
114-16 |
8-16 |
7.4% |
1-03 |
1.0% |
8% |
False |
False |
110,348 |
| 80 |
123-03 |
114-16 |
8-19 |
7.5% |
1-03 |
1.0% |
8% |
False |
False |
82,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-21 |
|
2.618 |
117-15 |
|
1.618 |
116-24 |
|
1.000 |
116-10 |
|
0.618 |
116-01 |
|
HIGH |
115-19 |
|
0.618 |
115-10 |
|
0.500 |
115-08 |
|
0.382 |
115-05 |
|
LOW |
114-28 |
|
0.618 |
114-14 |
|
1.000 |
114-05 |
|
1.618 |
113-23 |
|
2.618 |
113-00 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-08 |
| PP |
115-07 |
115-08 |
| S1 |
115-06 |
115-07 |
|