ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-04 |
115-08 |
0-04 |
0.1% |
115-00 |
| High |
115-19 |
116-30 |
1-11 |
1.2% |
116-05 |
| Low |
114-28 |
115-08 |
0-12 |
0.3% |
114-22 |
| Close |
115-06 |
116-26 |
1-20 |
1.4% |
115-15 |
| Range |
0-23 |
1-22 |
0-31 |
134.8% |
1-15 |
| ATR |
1-01 |
1-03 |
0-02 |
4.9% |
0-00 |
| Volume |
287,775 |
187,928 |
-99,847 |
-34.7% |
978,472 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-25 |
117-24 |
|
| R3 |
119-23 |
119-03 |
117-09 |
|
| R2 |
118-01 |
118-01 |
117-04 |
|
| R1 |
117-13 |
117-13 |
116-31 |
117-23 |
| PP |
116-11 |
116-11 |
116-11 |
116-16 |
| S1 |
115-23 |
115-23 |
116-21 |
116-01 |
| S2 |
114-21 |
114-21 |
116-16 |
|
| S3 |
112-31 |
114-01 |
116-11 |
|
| S4 |
111-09 |
112-11 |
115-28 |
|
|
| 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 |
116-30 |
114-24 |
2-06 |
1.9% |
1-02 |
0.9% |
94% |
True |
False |
237,543 |
| 10 |
116-30 |
114-16 |
2-14 |
2.1% |
1-00 |
0.9% |
95% |
True |
False |
173,271 |
| 20 |
119-08 |
114-16 |
4-24 |
4.1% |
1-01 |
0.9% |
49% |
False |
False |
172,187 |
| 40 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
27% |
False |
False |
169,400 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
27% |
False |
False |
113,475 |
| 80 |
123-03 |
114-16 |
8-19 |
7.4% |
1-03 |
0.9% |
27% |
False |
False |
85,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
121-11 |
|
1.618 |
119-21 |
|
1.000 |
118-20 |
|
0.618 |
117-31 |
|
HIGH |
116-30 |
|
0.618 |
116-09 |
|
0.500 |
116-03 |
|
0.382 |
115-29 |
|
LOW |
115-08 |
|
0.618 |
114-07 |
|
1.000 |
113-18 |
|
1.618 |
112-17 |
|
2.618 |
110-27 |
|
4.250 |
108-02 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-18 |
116-16 |
| PP |
116-11 |
116-05 |
| S1 |
116-03 |
115-27 |
|