ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
116-08 |
0-02 |
0.1% |
113-18 |
| High |
116-19 |
117-08 |
0-21 |
0.6% |
116-07 |
| Low |
116-00 |
116-08 |
0-08 |
0.2% |
113-18 |
| Close |
116-15 |
117-04 |
0-21 |
0.6% |
115-28 |
| Range |
0-19 |
1-00 |
0-13 |
68.4% |
2-21 |
| ATR |
0-29 |
0-29 |
0-00 |
0.8% |
0-00 |
| Volume |
112 |
196 |
84 |
75.0% |
915 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-28 |
119-16 |
117-22 |
|
| R3 |
118-28 |
118-16 |
117-13 |
|
| R2 |
117-28 |
117-28 |
117-10 |
|
| R1 |
117-16 |
117-16 |
117-07 |
117-22 |
| PP |
116-28 |
116-28 |
116-28 |
116-31 |
| S1 |
116-16 |
116-16 |
117-01 |
116-22 |
| S2 |
115-28 |
115-28 |
116-30 |
|
| S3 |
114-28 |
115-16 |
116-27 |
|
| S4 |
113-28 |
114-16 |
116-18 |
|
|
| 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 |
121-16 |
|
2.618 |
119-28 |
|
1.618 |
118-28 |
|
1.000 |
118-08 |
|
0.618 |
117-28 |
|
HIGH |
117-08 |
|
0.618 |
116-28 |
|
0.500 |
116-24 |
|
0.382 |
116-20 |
|
LOW |
116-08 |
|
0.618 |
115-20 |
|
1.000 |
115-08 |
|
1.618 |
114-20 |
|
2.618 |
113-20 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-00 |
116-27 |
| PP |
116-28 |
116-18 |
| S1 |
116-24 |
116-08 |
|