ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
116-28 |
1-20 |
1.4% |
115-00 |
| High |
116-30 |
117-02 |
0-04 |
0.1% |
116-05 |
| Low |
115-08 |
115-24 |
0-16 |
0.4% |
114-22 |
| Close |
116-26 |
115-30 |
-0-28 |
-0.7% |
115-15 |
| Range |
1-22 |
1-10 |
-0-12 |
-22.2% |
1-15 |
| ATR |
1-03 |
1-03 |
0-01 |
1.5% |
0-00 |
| Volume |
187,928 |
285,992 |
98,064 |
52.2% |
978,472 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-12 |
116-21 |
|
| R3 |
118-28 |
118-02 |
116-10 |
|
| R2 |
117-18 |
117-18 |
116-06 |
|
| R1 |
116-24 |
116-24 |
116-02 |
116-16 |
| PP |
116-08 |
116-08 |
116-08 |
116-04 |
| S1 |
115-14 |
115-14 |
115-26 |
115-06 |
| S2 |
114-30 |
114-30 |
115-22 |
|
| S3 |
113-20 |
114-04 |
115-18 |
|
| S4 |
112-10 |
112-26 |
115-07 |
|
|
| 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 |
117-02 |
114-24 |
2-10 |
2.0% |
1-04 |
1.0% |
51% |
True |
False |
253,768 |
| 10 |
117-02 |
114-16 |
2-18 |
2.2% |
1-02 |
0.9% |
56% |
True |
False |
193,677 |
| 20 |
119-08 |
114-16 |
4-24 |
4.1% |
1-02 |
0.9% |
30% |
False |
False |
172,568 |
| 40 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
17% |
False |
False |
176,444 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-04 |
1.0% |
17% |
False |
False |
118,239 |
| 80 |
123-03 |
114-16 |
8-19 |
7.4% |
1-03 |
1.0% |
17% |
False |
False |
88,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
120-16 |
|
1.618 |
119-06 |
|
1.000 |
118-12 |
|
0.618 |
117-28 |
|
HIGH |
117-02 |
|
0.618 |
116-18 |
|
0.500 |
116-13 |
|
0.382 |
116-08 |
|
LOW |
115-24 |
|
0.618 |
114-30 |
|
1.000 |
114-14 |
|
1.618 |
113-20 |
|
2.618 |
112-10 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-13 |
115-31 |
| PP |
116-08 |
115-31 |
| S1 |
116-03 |
115-30 |
|