ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
118-25 |
118-19 |
-0-06 |
-0.2% |
117-13 |
| High |
119-03 |
118-23 |
-0-12 |
-0.3% |
119-03 |
| Low |
118-13 |
118-02 |
-0-11 |
-0.3% |
116-24 |
| Close |
118-27 |
118-10 |
-0-17 |
-0.4% |
118-27 |
| Range |
0-22 |
0-21 |
-0-01 |
-4.5% |
2-11 |
| ATR |
1-02 |
1-02 |
-0-01 |
-2.0% |
0-00 |
| Volume |
284,956 |
283,179 |
-1,777 |
-0.6% |
935,288 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-11 |
119-31 |
118-22 |
|
| R3 |
119-22 |
119-10 |
118-16 |
|
| R2 |
119-01 |
119-01 |
118-14 |
|
| R1 |
118-21 |
118-21 |
118-12 |
118-16 |
| PP |
118-12 |
118-12 |
118-12 |
118-09 |
| S1 |
118-00 |
118-00 |
118-08 |
117-28 |
| S2 |
117-23 |
117-23 |
118-06 |
|
| S3 |
117-02 |
117-11 |
118-04 |
|
| S4 |
116-13 |
116-22 |
117-30 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-13 |
120-04 |
|
| R3 |
122-29 |
122-02 |
119-16 |
|
| R2 |
120-18 |
120-18 |
119-09 |
|
| R1 |
119-23 |
119-23 |
119-02 |
120-04 |
| PP |
118-07 |
118-07 |
118-07 |
118-14 |
| S1 |
117-12 |
117-12 |
118-20 |
117-26 |
| S2 |
115-28 |
115-28 |
118-13 |
|
| S3 |
113-17 |
115-01 |
118-06 |
|
| S4 |
111-06 |
112-22 |
117-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-03 |
116-24 |
2-11 |
2.0% |
0-28 |
0.8% |
67% |
False |
False |
243,693 |
| 10 |
119-03 |
114-28 |
4-07 |
3.6% |
1-02 |
0.9% |
81% |
False |
False |
247,127 |
| 20 |
119-03 |
114-16 |
4-19 |
3.9% |
0-31 |
0.8% |
83% |
False |
False |
193,763 |
| 40 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
45% |
False |
False |
209,632 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
45% |
False |
False |
146,612 |
| 80 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
44% |
False |
False |
110,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-16 |
|
2.618 |
120-14 |
|
1.618 |
119-25 |
|
1.000 |
119-12 |
|
0.618 |
119-04 |
|
HIGH |
118-23 |
|
0.618 |
118-15 |
|
0.500 |
118-12 |
|
0.382 |
118-10 |
|
LOW |
118-02 |
|
0.618 |
117-21 |
|
1.000 |
117-13 |
|
1.618 |
117-00 |
|
2.618 |
116-11 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
118-13 |
| PP |
118-12 |
118-12 |
| S1 |
118-11 |
118-11 |
|