ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
117-13 |
117-09 |
-0-04 |
-0.1% |
115-04 |
| High |
117-27 |
118-04 |
0-09 |
0.2% |
117-24 |
| Low |
116-24 |
117-08 |
0-16 |
0.4% |
114-28 |
| Close |
117-05 |
117-31 |
0-26 |
0.7% |
117-12 |
| Range |
1-03 |
0-28 |
-0-07 |
-20.0% |
2-28 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.9% |
0-00 |
| Volume |
225,112 |
207,008 |
-18,104 |
-8.0% |
1,252,807 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
120-02 |
118-14 |
|
| R3 |
119-17 |
119-06 |
118-07 |
|
| R2 |
118-21 |
118-21 |
118-04 |
|
| R1 |
118-10 |
118-10 |
118-02 |
118-16 |
| PP |
117-25 |
117-25 |
117-25 |
117-28 |
| S1 |
117-14 |
117-14 |
117-28 |
117-20 |
| S2 |
116-29 |
116-29 |
117-26 |
|
| S3 |
116-01 |
116-18 |
117-23 |
|
| S4 |
115-05 |
115-22 |
117-16 |
|
|
| 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 |
118-04 |
115-24 |
2-12 |
2.0% |
1-04 |
1.0% |
93% |
True |
False |
241,844 |
| 10 |
118-04 |
114-24 |
3-12 |
2.9% |
1-03 |
0.9% |
95% |
True |
False |
239,694 |
| 20 |
118-14 |
114-16 |
3-30 |
3.3% |
1-01 |
0.9% |
88% |
False |
False |
181,667 |
| 40 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
41% |
False |
False |
198,548 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-04 |
0.9% |
41% |
False |
False |
133,526 |
| 80 |
123-03 |
114-16 |
8-19 |
7.3% |
1-04 |
0.9% |
40% |
False |
False |
100,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-27 |
|
2.618 |
120-13 |
|
1.618 |
119-17 |
|
1.000 |
119-00 |
|
0.618 |
118-21 |
|
HIGH |
118-04 |
|
0.618 |
117-25 |
|
0.500 |
117-22 |
|
0.382 |
117-19 |
|
LOW |
117-08 |
|
0.618 |
116-23 |
|
1.000 |
116-12 |
|
1.618 |
115-27 |
|
2.618 |
114-31 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-25 |
| PP |
117-25 |
117-19 |
| S1 |
117-22 |
117-13 |
|