ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
113-22 |
114-08 |
0-18 |
0.5% |
113-16 |
| High |
114-05 |
114-21 |
0-16 |
0.4% |
114-14 |
| Low |
113-12 |
113-25 |
0-13 |
0.4% |
113-05 |
| Close |
113-21 |
114-19 |
0-30 |
0.8% |
113-31 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
1-09 |
| ATR |
0-24 |
0-25 |
0-01 |
2.4% |
0-00 |
| Volume |
112 |
58 |
-54 |
-48.2% |
141 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-31 |
116-21 |
115-02 |
|
| R3 |
116-03 |
115-25 |
114-27 |
|
| R2 |
115-07 |
115-07 |
114-24 |
|
| R1 |
114-29 |
114-29 |
114-22 |
115-02 |
| PP |
114-11 |
114-11 |
114-11 |
114-14 |
| S1 |
114-01 |
114-01 |
114-16 |
114-06 |
| S2 |
113-15 |
113-15 |
114-14 |
|
| S3 |
112-19 |
113-05 |
114-11 |
|
| S4 |
111-23 |
112-09 |
114-04 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-22 |
117-04 |
114-22 |
|
| R3 |
116-13 |
115-27 |
114-10 |
|
| R2 |
115-04 |
115-04 |
114-07 |
|
| R1 |
114-18 |
114-18 |
114-03 |
114-27 |
| PP |
113-27 |
113-27 |
113-27 |
114-00 |
| S1 |
113-09 |
113-09 |
113-27 |
113-18 |
| S2 |
112-18 |
112-18 |
113-23 |
|
| S3 |
111-09 |
112-00 |
113-20 |
|
| S4 |
110-00 |
110-23 |
113-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-12 |
|
2.618 |
116-30 |
|
1.618 |
116-02 |
|
1.000 |
115-17 |
|
0.618 |
115-06 |
|
HIGH |
114-21 |
|
0.618 |
114-10 |
|
0.500 |
114-07 |
|
0.382 |
114-04 |
|
LOW |
113-25 |
|
0.618 |
113-08 |
|
1.000 |
112-29 |
|
1.618 |
112-12 |
|
2.618 |
111-16 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-15 |
114-12 |
| PP |
114-11 |
114-04 |
| S1 |
114-07 |
113-29 |
|