ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
113-30 |
113-14 |
-0-16 |
-0.4% |
113-22 |
| High |
114-06 |
114-09 |
0-03 |
0.1% |
114-21 |
| Low |
113-14 |
113-11 |
-0-03 |
-0.1% |
113-11 |
| Close |
113-27 |
114-00 |
0-05 |
0.1% |
114-00 |
| Range |
0-24 |
0-30 |
0-06 |
25.0% |
1-10 |
| ATR |
0-25 |
0-26 |
0-00 |
1.3% |
0-00 |
| Volume |
65 |
133 |
68 |
104.6% |
408 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-22 |
116-09 |
114-16 |
|
| R3 |
115-24 |
115-11 |
114-08 |
|
| R2 |
114-26 |
114-26 |
114-06 |
|
| R1 |
114-13 |
114-13 |
114-03 |
114-20 |
| PP |
113-28 |
113-28 |
113-28 |
113-31 |
| S1 |
113-15 |
113-15 |
113-29 |
113-22 |
| S2 |
112-30 |
112-30 |
113-26 |
|
| S3 |
112-00 |
112-17 |
113-24 |
|
| S4 |
111-02 |
111-19 |
113-16 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-09 |
114-23 |
|
| R3 |
116-20 |
115-31 |
114-12 |
|
| R2 |
115-10 |
115-10 |
114-08 |
|
| R1 |
114-21 |
114-21 |
114-04 |
115-00 |
| PP |
114-00 |
114-00 |
114-00 |
114-05 |
| S1 |
113-11 |
113-11 |
113-28 |
113-22 |
| S2 |
112-22 |
112-22 |
113-24 |
|
| S3 |
111-12 |
112-01 |
113-20 |
|
| S4 |
110-02 |
110-23 |
113-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-08 |
|
2.618 |
116-24 |
|
1.618 |
115-26 |
|
1.000 |
115-07 |
|
0.618 |
114-28 |
|
HIGH |
114-09 |
|
0.618 |
113-30 |
|
0.500 |
113-26 |
|
0.382 |
113-22 |
|
LOW |
113-11 |
|
0.618 |
112-24 |
|
1.000 |
112-13 |
|
1.618 |
111-26 |
|
2.618 |
110-28 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
113-30 |
113-30 |
| PP |
113-28 |
113-29 |
| S1 |
113-26 |
113-28 |
|