ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
119-10 |
0-19 |
0.5% |
118-27 |
| High |
119-18 |
119-12 |
-0-06 |
-0.2% |
119-18 |
| Low |
118-19 |
118-00 |
-0-19 |
-0.5% |
118-00 |
| Close |
119-10 |
118-06 |
-1-04 |
-0.9% |
118-06 |
| Range |
0-31 |
1-12 |
0-13 |
41.9% |
1-18 |
| ATR |
0-31 |
1-00 |
0-01 |
3.1% |
0-00 |
| Volume |
17,672 |
22,267 |
4,595 |
26.0% |
243,302 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
121-25 |
118-30 |
|
| R3 |
121-09 |
120-13 |
118-18 |
|
| R2 |
119-29 |
119-29 |
118-14 |
|
| R1 |
119-01 |
119-01 |
118-10 |
118-25 |
| PP |
118-17 |
118-17 |
118-17 |
118-12 |
| S1 |
117-21 |
117-21 |
118-02 |
117-13 |
| S2 |
117-05 |
117-05 |
117-30 |
|
| S3 |
115-25 |
116-09 |
117-26 |
|
| S4 |
114-13 |
114-29 |
117-14 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-09 |
122-09 |
119-02 |
|
| R3 |
121-23 |
120-23 |
118-20 |
|
| R2 |
120-05 |
120-05 |
118-15 |
|
| R1 |
119-05 |
119-05 |
118-11 |
118-28 |
| PP |
118-19 |
118-19 |
118-19 |
118-14 |
| S1 |
117-19 |
117-19 |
118-01 |
117-10 |
| S2 |
117-01 |
117-01 |
117-29 |
|
| S3 |
115-15 |
116-01 |
117-24 |
|
| S4 |
113-29 |
114-15 |
117-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
118-00 |
1-18 |
1.3% |
0-27 |
0.7% |
12% |
False |
True |
48,660 |
| 10 |
119-18 |
116-07 |
3-11 |
2.8% |
0-29 |
0.8% |
59% |
False |
False |
247,486 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
0-31 |
0.8% |
62% |
False |
False |
274,730 |
| 40 |
119-18 |
114-24 |
4-26 |
4.1% |
1-01 |
0.9% |
71% |
False |
False |
259,284 |
| 60 |
120-08 |
114-16 |
5-24 |
4.9% |
1-01 |
0.9% |
64% |
False |
False |
228,591 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
43% |
False |
False |
202,243 |
| 100 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
43% |
False |
False |
161,991 |
| 120 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
43% |
False |
False |
135,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-07 |
|
2.618 |
122-31 |
|
1.618 |
121-19 |
|
1.000 |
120-24 |
|
0.618 |
120-07 |
|
HIGH |
119-12 |
|
0.618 |
118-27 |
|
0.500 |
118-22 |
|
0.382 |
118-17 |
|
LOW |
118-00 |
|
0.618 |
117-05 |
|
1.000 |
116-20 |
|
1.618 |
115-25 |
|
2.618 |
114-13 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-25 |
| PP |
118-17 |
118-19 |
| S1 |
118-11 |
118-12 |
|