ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
119-07 |
0-17 |
0.4% |
119-04 |
| High |
119-18 |
119-11 |
-0-07 |
-0.2% |
119-18 |
| Low |
118-11 |
118-25 |
0-14 |
0.4% |
117-08 |
| Close |
119-16 |
118-30 |
-0-18 |
-0.5% |
119-16 |
| Range |
1-07 |
0-18 |
-0-21 |
-53.8% |
2-10 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.5% |
0-00 |
| Volume |
405,062 |
386,538 |
-18,524 |
-4.6% |
1,365,451 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-12 |
119-08 |
|
| R3 |
120-05 |
119-26 |
119-03 |
|
| R2 |
119-19 |
119-19 |
119-01 |
|
| R1 |
119-08 |
119-08 |
119-00 |
119-04 |
| PP |
119-01 |
119-01 |
119-01 |
118-31 |
| S1 |
118-22 |
118-22 |
118-28 |
118-18 |
| S2 |
118-15 |
118-15 |
118-27 |
|
| S3 |
117-29 |
118-04 |
118-25 |
|
| S4 |
117-11 |
117-18 |
118-20 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-29 |
120-25 |
|
| R3 |
123-13 |
122-19 |
120-04 |
|
| R2 |
121-03 |
121-03 |
119-30 |
|
| R1 |
120-09 |
120-09 |
119-23 |
120-22 |
| PP |
118-25 |
118-25 |
118-25 |
118-31 |
| S1 |
117-31 |
117-31 |
119-09 |
118-12 |
| S2 |
116-15 |
116-15 |
119-02 |
|
| S3 |
114-05 |
115-21 |
118-28 |
|
| S4 |
111-27 |
113-11 |
118-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
117-08 |
2-10 |
1.9% |
1-01 |
0.9% |
73% |
False |
False |
286,959 |
| 10 |
119-18 |
117-08 |
2-10 |
1.9% |
1-02 |
0.9% |
73% |
False |
False |
268,996 |
| 20 |
119-18 |
114-28 |
4-22 |
3.9% |
1-02 |
0.9% |
87% |
False |
False |
258,062 |
| 40 |
119-18 |
114-16 |
5-02 |
4.3% |
1-02 |
0.9% |
88% |
False |
False |
215,265 |
| 60 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
52% |
False |
False |
191,095 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-03 |
0.9% |
52% |
False |
False |
143,680 |
| 100 |
123-03 |
114-16 |
8-19 |
7.2% |
1-03 |
0.9% |
52% |
False |
False |
114,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
120-26 |
|
1.618 |
120-08 |
|
1.000 |
119-29 |
|
0.618 |
119-22 |
|
HIGH |
119-11 |
|
0.618 |
119-04 |
|
0.500 |
119-02 |
|
0.382 |
119-00 |
|
LOW |
118-25 |
|
0.618 |
118-14 |
|
1.000 |
118-07 |
|
1.618 |
117-28 |
|
2.618 |
117-10 |
|
4.250 |
116-12 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
118-24 |
| PP |
119-01 |
118-19 |
| S1 |
118-31 |
118-13 |
|