ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
116-23 |
0-28 |
0.8% |
115-04 |
| High |
117-03 |
117-24 |
0-21 |
0.6% |
117-24 |
| Low |
115-24 |
116-22 |
0-30 |
0.8% |
114-28 |
| Close |
116-25 |
117-12 |
0-19 |
0.5% |
117-12 |
| Range |
1-11 |
1-02 |
-0-09 |
-20.9% |
2-28 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.4% |
0-00 |
| Volume |
234,650 |
256,462 |
21,812 |
9.3% |
1,252,807 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-15 |
119-31 |
117-31 |
|
| R3 |
119-13 |
118-29 |
117-21 |
|
| R2 |
118-11 |
118-11 |
117-18 |
|
| R1 |
117-27 |
117-27 |
117-15 |
118-03 |
| PP |
117-09 |
117-09 |
117-09 |
117-12 |
| S1 |
116-25 |
116-25 |
117-09 |
117-01 |
| S2 |
116-07 |
116-07 |
117-06 |
|
| S3 |
115-05 |
115-23 |
117-03 |
|
| S4 |
114-03 |
114-21 |
116-25 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-07 |
118-31 |
|
| R3 |
122-13 |
121-11 |
118-05 |
|
| R2 |
119-17 |
119-17 |
117-29 |
|
| R1 |
118-15 |
118-15 |
117-20 |
119-00 |
| PP |
116-21 |
116-21 |
116-21 |
116-30 |
| S1 |
115-19 |
115-19 |
117-04 |
116-04 |
| S2 |
113-25 |
113-25 |
116-27 |
|
| S3 |
110-29 |
112-23 |
116-19 |
|
| S4 |
108-01 |
109-27 |
115-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-24 |
114-28 |
2-28 |
2.4% |
1-07 |
1.0% |
87% |
True |
False |
250,561 |
| 10 |
117-24 |
114-22 |
3-02 |
2.6% |
1-03 |
0.9% |
88% |
True |
False |
223,127 |
| 20 |
119-08 |
114-16 |
4-24 |
4.0% |
1-03 |
0.9% |
61% |
False |
False |
179,474 |
| 40 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
34% |
False |
False |
188,243 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-04 |
1.0% |
34% |
False |
False |
126,420 |
| 80 |
123-03 |
114-16 |
8-19 |
7.3% |
1-04 |
0.9% |
33% |
False |
False |
94,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-17 |
|
1.618 |
119-15 |
|
1.000 |
118-26 |
|
0.618 |
118-13 |
|
HIGH |
117-24 |
|
0.618 |
117-11 |
|
0.500 |
117-07 |
|
0.382 |
117-03 |
|
LOW |
116-22 |
|
0.618 |
116-01 |
|
1.000 |
115-20 |
|
1.618 |
114-31 |
|
2.618 |
113-29 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
117-05 |
| PP |
117-09 |
116-31 |
| S1 |
117-07 |
116-24 |
|