ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
117-31 |
-0-07 |
-0.2% |
118-27 |
| High |
118-06 |
118-11 |
0-05 |
0.1% |
119-18 |
| Low |
117-24 |
117-23 |
-0-01 |
0.0% |
118-00 |
| Close |
117-29 |
117-31 |
0-02 |
0.1% |
118-06 |
| Range |
0-14 |
0-20 |
0-06 |
42.9% |
1-18 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.4% |
0-00 |
| Volume |
15,981 |
2,892 |
-13,089 |
-81.9% |
243,302 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-28 |
119-18 |
118-10 |
|
| R3 |
119-08 |
118-30 |
118-04 |
|
| R2 |
118-20 |
118-20 |
118-03 |
|
| R1 |
118-10 |
118-10 |
118-01 |
118-09 |
| PP |
118-00 |
118-00 |
118-00 |
118-00 |
| S1 |
117-22 |
117-22 |
117-29 |
117-21 |
| S2 |
117-12 |
117-12 |
117-27 |
|
| S3 |
116-24 |
117-02 |
117-26 |
|
| S4 |
116-04 |
116-14 |
117-20 |
|
|
| 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 |
117-23 |
1-27 |
1.6% |
0-26 |
0.7% |
14% |
False |
True |
22,671 |
| 10 |
119-18 |
117-17 |
2-01 |
1.7% |
0-25 |
0.7% |
22% |
False |
False |
192,047 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
0-30 |
0.8% |
56% |
False |
False |
236,093 |
| 40 |
119-18 |
114-28 |
4-22 |
4.0% |
1-00 |
0.8% |
66% |
False |
False |
247,077 |
| 60 |
119-18 |
114-16 |
5-02 |
4.3% |
1-00 |
0.9% |
69% |
False |
False |
222,208 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
41% |
False |
False |
202,345 |
| 100 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
41% |
False |
False |
162,163 |
| 120 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
40% |
False |
False |
135,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-00 |
|
2.618 |
119-31 |
|
1.618 |
119-11 |
|
1.000 |
118-31 |
|
0.618 |
118-23 |
|
HIGH |
118-11 |
|
0.618 |
118-03 |
|
0.500 |
118-01 |
|
0.382 |
117-31 |
|
LOW |
117-23 |
|
0.618 |
117-11 |
|
1.000 |
117-03 |
|
1.618 |
116-23 |
|
2.618 |
116-03 |
|
4.250 |
115-02 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-01 |
118-18 |
| PP |
118-00 |
118-11 |
| S1 |
118-00 |
118-05 |
|