ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
118-06 |
-0-30 |
-0.8% |
118-19 |
| High |
119-04 |
118-14 |
-0-22 |
-0.6% |
119-07 |
| Low |
118-00 |
117-29 |
-0-03 |
-0.1% |
117-20 |
| Close |
118-05 |
118-13 |
0-08 |
0.2% |
118-26 |
| Range |
1-04 |
0-17 |
-0-19 |
-52.8% |
1-19 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.6% |
0-00 |
| Volume |
317,191 |
223,137 |
-94,054 |
-29.7% |
1,221,157 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
119-21 |
118-22 |
|
| R3 |
119-10 |
119-04 |
118-18 |
|
| R2 |
118-25 |
118-25 |
118-16 |
|
| R1 |
118-19 |
118-19 |
118-15 |
118-22 |
| PP |
118-08 |
118-08 |
118-08 |
118-10 |
| S1 |
118-02 |
118-02 |
118-11 |
118-05 |
| S2 |
117-23 |
117-23 |
118-10 |
|
| S3 |
117-06 |
117-17 |
118-08 |
|
| S4 |
116-21 |
117-00 |
118-04 |
|
|
| 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% |
1-00 |
0.8% |
49% |
False |
False |
259,997 |
| 10 |
119-07 |
117-08 |
1-31 |
1.7% |
0-30 |
0.8% |
59% |
False |
False |
247,166 |
| 20 |
119-07 |
114-24 |
4-15 |
3.8% |
1-01 |
0.9% |
82% |
False |
False |
241,636 |
| 40 |
120-12 |
114-16 |
5-28 |
5.0% |
1-02 |
0.9% |
66% |
False |
False |
209,177 |
| 60 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
46% |
False |
False |
171,154 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-03 |
0.9% |
46% |
False |
False |
128,559 |
| 100 |
123-03 |
114-16 |
8-19 |
7.3% |
1-03 |
0.9% |
45% |
False |
False |
102,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
119-27 |
|
1.618 |
119-10 |
|
1.000 |
118-31 |
|
0.618 |
118-25 |
|
HIGH |
118-14 |
|
0.618 |
118-08 |
|
0.500 |
118-06 |
|
0.382 |
118-03 |
|
LOW |
117-29 |
|
0.618 |
117-18 |
|
1.000 |
117-12 |
|
1.618 |
117-01 |
|
2.618 |
116-16 |
|
4.250 |
115-21 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
118-15 |
| PP |
118-08 |
118-14 |
| S1 |
118-06 |
118-14 |
|