ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
118-16 |
119-07 |
0-23 |
0.6% |
118-06 |
| High |
119-10 |
119-20 |
0-10 |
0.3% |
118-19 |
| Low |
118-13 |
119-04 |
0-23 |
0.6% |
117-12 |
| Close |
119-06 |
119-14 |
0-08 |
0.2% |
118-15 |
| Range |
0-29 |
0-16 |
-0-13 |
-44.8% |
1-07 |
| ATR |
0-29 |
0-28 |
-0-01 |
-3.2% |
0-00 |
| Volume |
5,743 |
2,998 |
-2,745 |
-47.8% |
49,775 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-29 |
120-21 |
119-23 |
|
| R3 |
120-13 |
120-05 |
119-18 |
|
| R2 |
119-29 |
119-29 |
119-17 |
|
| R1 |
119-21 |
119-21 |
119-15 |
119-25 |
| PP |
119-13 |
119-13 |
119-13 |
119-14 |
| S1 |
119-05 |
119-05 |
119-13 |
119-09 |
| S2 |
118-29 |
118-29 |
119-11 |
|
| S3 |
118-13 |
118-21 |
119-10 |
|
| S4 |
117-29 |
118-05 |
119-05 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-11 |
119-04 |
|
| R3 |
120-19 |
120-04 |
118-26 |
|
| R2 |
119-12 |
119-12 |
118-22 |
|
| R1 |
118-29 |
118-29 |
118-19 |
119-04 |
| PP |
118-05 |
118-05 |
118-05 |
118-08 |
| S1 |
117-22 |
117-22 |
118-11 |
117-30 |
| S2 |
116-30 |
116-30 |
118-08 |
|
| S3 |
115-23 |
116-15 |
118-04 |
|
| S4 |
114-16 |
115-08 |
117-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-20 |
117-12 |
2-08 |
1.9% |
0-26 |
0.7% |
92% |
True |
False |
6,317 |
| 10 |
119-20 |
117-12 |
2-08 |
1.9% |
0-26 |
0.7% |
92% |
True |
False |
10,731 |
| 20 |
119-20 |
115-29 |
3-23 |
3.1% |
0-27 |
0.7% |
95% |
True |
False |
158,694 |
| 40 |
119-20 |
115-29 |
3-23 |
3.1% |
0-30 |
0.8% |
95% |
True |
False |
211,342 |
| 60 |
119-20 |
114-16 |
5-04 |
4.3% |
0-31 |
0.8% |
96% |
True |
False |
201,483 |
| 80 |
123-00 |
114-16 |
8-16 |
7.1% |
1-00 |
0.8% |
58% |
False |
False |
202,503 |
| 100 |
123-00 |
114-16 |
8-16 |
7.1% |
1-01 |
0.9% |
58% |
False |
False |
162,638 |
| 120 |
123-03 |
114-16 |
8-19 |
7.2% |
1-02 |
0.9% |
57% |
False |
False |
135,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
120-30 |
|
1.618 |
120-14 |
|
1.000 |
120-04 |
|
0.618 |
119-30 |
|
HIGH |
119-20 |
|
0.618 |
119-14 |
|
0.500 |
119-12 |
|
0.382 |
119-10 |
|
LOW |
119-04 |
|
0.618 |
118-26 |
|
1.000 |
118-20 |
|
1.618 |
118-10 |
|
2.618 |
117-26 |
|
4.250 |
117-00 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-08 |
| PP |
119-13 |
119-01 |
| S1 |
119-12 |
118-27 |
|