ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
116-29 |
-0-30 |
-0.8% |
119-07 |
| High |
117-28 |
117-08 |
-0-20 |
-0.5% |
119-11 |
| Low |
116-17 |
115-29 |
-0-20 |
-0.5% |
116-23 |
| Close |
116-26 |
116-06 |
-0-20 |
-0.5% |
117-18 |
| Range |
1-11 |
1-11 |
0-00 |
0.0% |
2-20 |
| ATR |
1-03 |
1-03 |
0-01 |
1.7% |
0-00 |
| Volume |
226,768 |
275,046 |
48,278 |
21.3% |
1,506,651 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-15 |
119-22 |
116-30 |
|
| R3 |
119-04 |
118-11 |
116-18 |
|
| R2 |
117-25 |
117-25 |
116-14 |
|
| R1 |
117-00 |
117-00 |
116-10 |
116-23 |
| PP |
116-14 |
116-14 |
116-14 |
116-10 |
| S1 |
115-21 |
115-21 |
116-02 |
115-12 |
| S2 |
115-03 |
115-03 |
115-30 |
|
| S3 |
113-24 |
114-10 |
115-26 |
|
| S4 |
112-13 |
112-31 |
115-14 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
124-09 |
119-00 |
|
| R3 |
123-04 |
121-21 |
118-09 |
|
| R2 |
120-16 |
120-16 |
118-01 |
|
| R1 |
119-01 |
119-01 |
117-26 |
118-14 |
| PP |
117-28 |
117-28 |
117-28 |
117-19 |
| S1 |
116-13 |
116-13 |
117-10 |
115-26 |
| S2 |
115-08 |
115-08 |
117-03 |
|
| S3 |
112-20 |
113-25 |
116-27 |
|
| S4 |
110-00 |
111-05 |
116-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-01 |
115-29 |
2-04 |
1.8% |
1-03 |
0.9% |
13% |
False |
True |
275,163 |
| 10 |
119-18 |
115-29 |
3-21 |
3.1% |
1-05 |
1.0% |
8% |
False |
True |
292,757 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-02 |
0.9% |
8% |
False |
True |
267,392 |
| 40 |
119-18 |
114-16 |
5-02 |
4.4% |
1-02 |
0.9% |
33% |
False |
False |
224,530 |
| 60 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
20% |
False |
False |
221,496 |
| 80 |
123-00 |
114-16 |
8-16 |
7.3% |
1-03 |
0.9% |
20% |
False |
False |
166,992 |
| 100 |
123-03 |
114-16 |
8-19 |
7.4% |
1-03 |
0.9% |
20% |
False |
False |
133,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-31 |
|
2.618 |
120-25 |
|
1.618 |
119-14 |
|
1.000 |
118-19 |
|
0.618 |
118-03 |
|
HIGH |
117-08 |
|
0.618 |
116-24 |
|
0.500 |
116-18 |
|
0.382 |
116-13 |
|
LOW |
115-29 |
|
0.618 |
115-02 |
|
1.000 |
114-18 |
|
1.618 |
113-23 |
|
2.618 |
112-12 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-18 |
116-31 |
| PP |
116-14 |
116-23 |
| S1 |
116-10 |
116-14 |
|