ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
118-12 |
-0-07 |
-0.2% |
117-13 |
| High |
118-23 |
119-06 |
0-15 |
0.4% |
119-03 |
| Low |
118-02 |
118-06 |
0-04 |
0.1% |
116-24 |
| Close |
118-10 |
118-09 |
-0-01 |
0.0% |
118-27 |
| Range |
0-21 |
1-00 |
0-11 |
52.4% |
2-11 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.4% |
0-00 |
| Volume |
283,179 |
178,319 |
-104,860 |
-37.0% |
935,288 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-29 |
118-27 |
|
| R3 |
120-18 |
119-29 |
118-18 |
|
| R2 |
119-18 |
119-18 |
118-15 |
|
| R1 |
118-29 |
118-29 |
118-12 |
118-24 |
| PP |
118-18 |
118-18 |
118-18 |
118-15 |
| S1 |
117-29 |
117-29 |
118-06 |
117-24 |
| S2 |
117-18 |
117-18 |
118-03 |
|
| S3 |
116-18 |
116-29 |
118-00 |
|
| S4 |
115-18 |
115-29 |
117-23 |
|
|
| 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 |
119-06 |
117-08 |
1-30 |
1.6% |
0-28 |
0.7% |
53% |
True |
False |
234,334 |
| 10 |
119-06 |
115-08 |
3-30 |
3.3% |
1-03 |
0.9% |
77% |
True |
False |
236,181 |
| 20 |
119-06 |
114-16 |
4-22 |
4.0% |
0-31 |
0.8% |
81% |
True |
False |
197,358 |
| 40 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
44% |
False |
False |
205,883 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
44% |
False |
False |
149,575 |
| 80 |
123-03 |
114-16 |
8-19 |
7.3% |
1-04 |
0.9% |
44% |
False |
False |
112,323 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
44% |
False |
False |
89,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-26 |
|
1.618 |
120-26 |
|
1.000 |
120-06 |
|
0.618 |
119-26 |
|
HIGH |
119-06 |
|
0.618 |
118-26 |
|
0.500 |
118-22 |
|
0.382 |
118-18 |
|
LOW |
118-06 |
|
0.618 |
117-18 |
|
1.000 |
117-06 |
|
1.618 |
116-18 |
|
2.618 |
115-18 |
|
4.250 |
113-30 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-20 |
| PP |
118-18 |
118-16 |
| S1 |
118-13 |
118-13 |
|