ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
118-12 |
119-04 |
0-24 |
0.6% |
118-19 |
High |
119-07 |
119-04 |
-0-03 |
-0.1% |
119-07 |
Low |
117-23 |
118-00 |
0-09 |
0.2% |
117-20 |
Close |
118-26 |
118-05 |
-0-21 |
-0.6% |
118-26 |
Range |
1-16 |
1-04 |
-0-12 |
-25.0% |
1-19 |
ATR |
1-02 |
1-02 |
0-00 |
0.4% |
0-00 |
Volume |
275,420 |
317,191 |
41,771 |
15.2% |
1,221,157 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-26 |
121-03 |
118-25 |
|
R3 |
120-22 |
119-31 |
118-15 |
|
R2 |
119-18 |
119-18 |
118-12 |
|
R1 |
118-27 |
118-27 |
118-08 |
118-20 |
PP |
118-14 |
118-14 |
118-14 |
118-10 |
S1 |
117-23 |
117-23 |
118-02 |
117-16 |
S2 |
117-10 |
117-10 |
117-30 |
|
S3 |
116-06 |
116-19 |
117-27 |
|
S4 |
115-02 |
115-15 |
117-17 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-11 |
122-21 |
119-22 |
|
R3 |
121-24 |
121-02 |
119-08 |
|
R2 |
120-05 |
120-05 |
119-03 |
|
R1 |
119-15 |
119-15 |
118-31 |
119-26 |
PP |
118-18 |
118-18 |
118-18 |
118-23 |
S1 |
117-28 |
117-28 |
118-21 |
118-07 |
S2 |
116-31 |
116-31 |
118-17 |
|
S3 |
115-12 |
116-09 |
118-12 |
|
S4 |
113-25 |
114-22 |
117-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-07 |
117-20 |
1-19 |
1.3% |
1-03 |
0.9% |
33% |
False |
False |
251,033 |
10 |
119-07 |
116-24 |
2-15 |
2.1% |
1-00 |
0.8% |
57% |
False |
False |
247,363 |
20 |
119-07 |
114-22 |
4-17 |
3.8% |
1-01 |
0.9% |
77% |
False |
False |
235,245 |
40 |
121-12 |
114-16 |
6-28 |
5.8% |
1-03 |
0.9% |
53% |
False |
False |
210,240 |
60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
43% |
False |
False |
167,452 |
80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
43% |
False |
False |
125,771 |
100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
43% |
False |
False |
100,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-29 |
2.618 |
122-02 |
1.618 |
120-30 |
1.000 |
120-08 |
0.618 |
119-26 |
HIGH |
119-04 |
0.618 |
118-22 |
0.500 |
118-18 |
0.382 |
118-14 |
LOW |
118-00 |
0.618 |
117-10 |
1.000 |
116-28 |
1.618 |
116-06 |
2.618 |
115-02 |
4.250 |
113-07 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
118-18 |
118-14 |
PP |
118-14 |
118-11 |
S1 |
118-09 |
118-08 |
|