ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
114-11 |
115-11 |
1-00 |
0.9% |
113-18 |
| High |
115-27 |
116-07 |
0-12 |
0.3% |
116-07 |
| Low |
114-11 |
115-11 |
1-00 |
0.9% |
113-18 |
| Close |
115-10 |
115-28 |
0-18 |
0.5% |
115-28 |
| Range |
1-16 |
0-28 |
-0-20 |
-41.7% |
2-21 |
| ATR |
0-28 |
0-28 |
0-00 |
0.1% |
0-00 |
| Volume |
247 |
269 |
22 |
8.9% |
915 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-14 |
118-01 |
116-11 |
|
| R3 |
117-18 |
117-05 |
116-04 |
|
| R2 |
116-22 |
116-22 |
116-01 |
|
| R1 |
116-09 |
116-09 |
115-31 |
116-16 |
| PP |
115-26 |
115-26 |
115-26 |
115-29 |
| S1 |
115-13 |
115-13 |
115-25 |
115-20 |
| S2 |
114-30 |
114-30 |
115-23 |
|
| S3 |
114-02 |
114-17 |
115-20 |
|
| S4 |
113-06 |
113-21 |
115-13 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-06 |
117-11 |
|
| R3 |
120-17 |
119-17 |
116-19 |
|
| R2 |
117-28 |
117-28 |
116-12 |
|
| R1 |
116-28 |
116-28 |
116-04 |
117-12 |
| PP |
115-07 |
115-07 |
115-07 |
115-15 |
| S1 |
114-07 |
114-07 |
115-20 |
114-23 |
| S2 |
112-18 |
112-18 |
115-12 |
|
| S3 |
109-29 |
111-18 |
115-05 |
|
| S4 |
107-08 |
108-29 |
114-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-30 |
|
2.618 |
118-16 |
|
1.618 |
117-20 |
|
1.000 |
117-03 |
|
0.618 |
116-24 |
|
HIGH |
116-07 |
|
0.618 |
115-28 |
|
0.500 |
115-25 |
|
0.382 |
115-22 |
|
LOW |
115-11 |
|
0.618 |
114-26 |
|
1.000 |
114-15 |
|
1.618 |
113-30 |
|
2.618 |
113-02 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-27 |
115-22 |
| PP |
115-26 |
115-15 |
| S1 |
115-25 |
115-09 |
|