ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
115-11 |
116-10 |
0-31 |
0.8% |
113-18 |
| High |
116-07 |
116-10 |
0-03 |
0.1% |
116-07 |
| Low |
115-11 |
115-09 |
-0-02 |
-0.1% |
113-18 |
| Close |
115-28 |
115-21 |
-0-07 |
-0.2% |
115-28 |
| Range |
0-28 |
1-01 |
0-05 |
17.9% |
2-21 |
| ATR |
0-28 |
0-29 |
0-00 |
1.1% |
0-00 |
| Volume |
269 |
257 |
-12 |
-4.5% |
915 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-27 |
118-09 |
116-07 |
|
| R3 |
117-26 |
117-08 |
115-30 |
|
| R2 |
116-25 |
116-25 |
115-27 |
|
| R1 |
116-07 |
116-07 |
115-24 |
116-00 |
| PP |
115-24 |
115-24 |
115-24 |
115-20 |
| S1 |
115-06 |
115-06 |
115-18 |
114-30 |
| S2 |
114-23 |
114-23 |
115-15 |
|
| S3 |
113-22 |
114-05 |
115-12 |
|
| S4 |
112-21 |
113-04 |
115-03 |
|
|
| 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 |
120-22 |
|
2.618 |
119-00 |
|
1.618 |
117-31 |
|
1.000 |
117-11 |
|
0.618 |
116-30 |
|
HIGH |
116-10 |
|
0.618 |
115-29 |
|
0.500 |
115-26 |
|
0.382 |
115-22 |
|
LOW |
115-09 |
|
0.618 |
114-21 |
|
1.000 |
114-08 |
|
1.618 |
113-20 |
|
2.618 |
112-19 |
|
4.250 |
110-29 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-26 |
115-18 |
| PP |
115-24 |
115-14 |
| S1 |
115-22 |
115-10 |
|