ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
118-23 |
-0-05 |
-0.1% |
116-25 |
| High |
118-30 |
119-18 |
0-20 |
0.5% |
119-09 |
| Low |
118-09 |
118-19 |
0-10 |
0.3% |
116-07 |
| Close |
118-25 |
119-10 |
0-17 |
0.4% |
119-06 |
| Range |
0-21 |
0-31 |
0-10 |
47.6% |
3-02 |
| ATR |
0-31 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
54,543 |
17,672 |
-36,871 |
-67.6% |
2,231,562 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
121-21 |
119-27 |
|
| R3 |
121-03 |
120-22 |
119-19 |
|
| R2 |
120-04 |
120-04 |
119-16 |
|
| R1 |
119-23 |
119-23 |
119-13 |
119-30 |
| PP |
119-05 |
119-05 |
119-05 |
119-08 |
| S1 |
118-24 |
118-24 |
119-07 |
118-30 |
| S2 |
118-06 |
118-06 |
119-04 |
|
| S3 |
117-07 |
117-25 |
119-01 |
|
| S4 |
116-08 |
116-26 |
118-25 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-12 |
120-28 |
|
| R3 |
124-11 |
123-10 |
120-01 |
|
| R2 |
121-09 |
121-09 |
119-24 |
|
| R1 |
120-08 |
120-08 |
119-15 |
120-24 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-06 |
117-06 |
118-29 |
117-22 |
| S2 |
115-05 |
115-05 |
118-20 |
|
| S3 |
112-03 |
114-04 |
118-11 |
|
| S4 |
109-01 |
111-02 |
117-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
118-09 |
1-09 |
1.1% |
0-24 |
0.6% |
80% |
True |
False |
123,909 |
| 10 |
119-18 |
116-06 |
3-12 |
2.8% |
0-27 |
0.7% |
93% |
True |
False |
280,920 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
1-00 |
0.8% |
93% |
True |
False |
286,838 |
| 40 |
119-18 |
114-24 |
4-26 |
4.0% |
1-00 |
0.8% |
95% |
True |
False |
263,849 |
| 60 |
120-08 |
114-16 |
5-24 |
4.8% |
1-01 |
0.9% |
84% |
False |
False |
232,793 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-02 |
0.9% |
57% |
False |
False |
201,998 |
| 100 |
123-00 |
114-16 |
8-16 |
7.1% |
1-02 |
0.9% |
57% |
False |
False |
161,771 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-02 |
0.9% |
56% |
False |
False |
134,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-22 |
|
2.618 |
122-03 |
|
1.618 |
121-04 |
|
1.000 |
120-17 |
|
0.618 |
120-05 |
|
HIGH |
119-18 |
|
0.618 |
119-06 |
|
0.500 |
119-02 |
|
0.382 |
118-31 |
|
LOW |
118-19 |
|
0.618 |
118-00 |
|
1.000 |
117-20 |
|
1.618 |
117-01 |
|
2.618 |
116-02 |
|
4.250 |
114-15 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-08 |
119-06 |
| PP |
119-05 |
119-02 |
| S1 |
119-02 |
118-30 |
|