ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
116-06 |
-0-04 |
-0.1% |
113-18 |
| High |
116-10 |
116-19 |
0-09 |
0.2% |
116-07 |
| Low |
115-09 |
116-00 |
0-23 |
0.6% |
113-18 |
| Close |
115-21 |
116-15 |
0-26 |
0.7% |
115-28 |
| Range |
1-01 |
0-19 |
-0-14 |
-42.4% |
2-21 |
| ATR |
0-29 |
0-29 |
0-00 |
0.3% |
0-00 |
| Volume |
257 |
112 |
-145 |
-56.4% |
915 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-29 |
116-25 |
|
| R3 |
117-17 |
117-10 |
116-20 |
|
| R2 |
116-30 |
116-30 |
116-18 |
|
| R1 |
116-23 |
116-23 |
116-17 |
116-26 |
| PP |
116-11 |
116-11 |
116-11 |
116-13 |
| S1 |
116-04 |
116-04 |
116-13 |
116-08 |
| S2 |
115-24 |
115-24 |
116-12 |
|
| S3 |
115-05 |
115-17 |
116-10 |
|
| S4 |
114-18 |
114-30 |
116-05 |
|
|
| 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 |
119-04 |
|
2.618 |
118-05 |
|
1.618 |
117-18 |
|
1.000 |
117-06 |
|
0.618 |
116-31 |
|
HIGH |
116-19 |
|
0.618 |
116-12 |
|
0.500 |
116-10 |
|
0.382 |
116-07 |
|
LOW |
116-00 |
|
0.618 |
115-20 |
|
1.000 |
115-13 |
|
1.618 |
115-01 |
|
2.618 |
114-14 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-13 |
116-09 |
| PP |
116-11 |
116-04 |
| S1 |
116-10 |
115-30 |
|