ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
113-18 |
113-31 |
0-13 |
0.4% |
113-22 |
| High |
113-31 |
115-13 |
1-14 |
1.3% |
114-21 |
| Low |
113-18 |
113-31 |
0-13 |
0.4% |
113-11 |
| Close |
113-23 |
115-11 |
1-20 |
1.4% |
114-00 |
| Range |
0-13 |
1-14 |
1-01 |
253.8% |
1-10 |
| ATR |
0-25 |
0-27 |
0-02 |
8.4% |
0-00 |
| Volume |
133 |
133 |
0 |
0.0% |
408 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-23 |
116-04 |
|
| R3 |
117-25 |
117-09 |
115-24 |
|
| R2 |
116-11 |
116-11 |
115-19 |
|
| R1 |
115-27 |
115-27 |
115-15 |
116-03 |
| PP |
114-29 |
114-29 |
114-29 |
115-01 |
| S1 |
114-13 |
114-13 |
115-07 |
114-21 |
| S2 |
113-15 |
113-15 |
115-03 |
|
| S3 |
112-01 |
112-31 |
114-30 |
|
| S4 |
110-19 |
111-17 |
114-18 |
|
|
| 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 |
121-16 |
|
2.618 |
119-05 |
|
1.618 |
117-23 |
|
1.000 |
116-27 |
|
0.618 |
116-09 |
|
HIGH |
115-13 |
|
0.618 |
114-27 |
|
0.500 |
114-22 |
|
0.382 |
114-17 |
|
LOW |
113-31 |
|
0.618 |
113-03 |
|
1.000 |
112-17 |
|
1.618 |
111-21 |
|
2.618 |
110-07 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
115-01 |
| PP |
114-29 |
114-22 |
| S1 |
114-22 |
114-12 |
|